Illegal Activity
none
Blackmail
none
Date
Dec 2016
Document Type
other
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:42
Summary
This document provides indicative option pricing for Multi-Asset Risk Premia Portfolios TV5 and TV8 as of December 2016. It details the costs and backtested returns for 2-year and 3-year put options at 90% and 85% strike prices.
Metadata
- Subject
- Multi-Asset Risk Premia Portfolio Option Pricing
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0055025, SDNY_GM_00201209
- Date
- Dec 2016
Financial Information
Amounts:0.85%0.45%-8%1.45%0.60%2.0%1.0%-13%3.85%2.37%
Assets:
- Multi-Asset Risk Premia Portfolio TV5
- Multi-Asset Risk Premia Portfolio TV8
Transactions:
- 2-year 90% put on Multi-Asset Risk Premia Portfolio TV5 costs 0.85%
- 2-year 90% put on Multi-Asset Risk Premia Portfolio TV8 costs 2.0%
Raw Analysis JSON
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Themes
Financial transactions/money flow
Organizations 3
Multi-Asset Risk Premia PortfolioTV5TV8
Text Analysis
- Tone
- Informative
- Purpose
- To provide indicative option pricing for Multi-Asset Risk Premia Portfolios TV5 and TV8.
- Significance
- Presents cost and return data for put options on specific portfolios.
File Info
- File Name
- EFTA01364485.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:42:06.156999
- DOJ Source
- View on DOJ