The document contains tables ranking the top 15 CAD, AUD, and GBP flatteners and steepeners based on various financial metrics such as carry, implied volatility, ratio, and percentiles. The data is sourced from Deutsche Bank and includes detailed statistical measures for each trade type.
doj/DataSet10/EFTA01385968.pdf
{"title":"US Fixed Income Weekly","document_date":"2015-03-27","document_type":"tabular","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0087436","SDNY_GM_00233620","EFTA01385968"]}