esc
Search documents
go
Browse entities
go
Corpus stats
go
About the data
go
AI settings
go
EFTA
Search
Search
Entities
About
Stats
Settings
⌘K
search
Search
Search syntax help
Dataset
Set 1
Set 2
Set 3
Set 4
Set 5
Set 6
Set 7
Set 8
Set 9
Set 10
Set 11
Set 12
Sort
Relevance
Most pages
Most words
Dataset
Newest
Oldest
Status
All
Extracted
Failed
DOJ Status
All
Removed
Available
Modified
Date Range
Undated only
–
Email Headers
Page Count
–
Saved Searches
+
5 results for “
"CLJS"
”
Export
Keyboard Shortcuts
/
Focus search
Esc
Blur input
O
Open PDF
←
→
Paginate
EFTA01456612
Dataset 10
1p
440w
…a lot; since finally what will count as more days pass is what realized is doing). Some stats on this are below. I Strike I Implied Current Contract Vol strike Date I Realized vol Realized Implied CLHS 60% 13-Jan-15 79% -19% 84%
CLJS
43% 13-Jar.-15 77% -33% 56% CLKS 42% 14-Jar.-15 73% -31% 544 This loss has occurred over a period of 15 Index Business Days. Looking back since index inception date, we tried…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456612.pdf
EFTA01387458
Dataset 10
1p
301w
Subject:
short crude vol strategy - follow-up analysis
…various numbers for ease. Index return since trade date: -4.7% The index has lost money basically because realized vol has been much higher than implied. Some stats on this are below. Strike Implied- Current Contract Vol strike i Date Realized vol Realized Implied CLHS 60% 13-Jan-15 67% -7% 81%
CLJS
43% 13-Jan-15 65% -22% 50% CLKS 42% 14-Jan-15 61% -20% 48% This loss has occurred over a period of 13 Index Business Days…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387458.pdf
EFTA01357461
Dataset 10
2015-02-05
1p
490w
Subject:
Fw: short crude vol strategy - follow-up analysis [I]
From:
Paul Morris[
To:
Stewart 0ldfield
…speak further tomorrow morning. Below numbers are still as of E0D yesterday: Here is the same table as earlier and additional explanation regarding what it means. Strike 1 I Implied- I Current Garman Valuate I Date I Realizedvol I Realized I Implied CLHS 60% 13-tar-15 79% -19% 84% cus 43% 13-Jan-15 77% -33% 56% CI.K5 42% 14-Jan-15 73% -31% 54% Let's focus on
CLJS
(Apri115) and similar applies to the other nodes…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01357461.pdf
EFTA01400497
Dataset 10
2015-02-05
5p
968w
Subject:
Fw: short crude vol strate y - follow-up analysis [I]
From:
Paul Morris
To:
Stewart Oldfield ‹ >
…desk did further analysis on the transaction — please see below. As discussed, let's speak further tomorrow morning. Below numbers are still as of EOD yesterday: Here is the same table as earlier and additional explanation regarding what it means. fcid:
[email protected]
Let's focus on
CLJS
(Aprill5) and similar applies to the other nodes. Vol strike was 43% and realized vol has been 77%. If the index had exposure only to this contract and not at…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01400497.pdf
EFTA01472193
Dataset 10
2015-02-09
5p
979w
Subject:
RE: short crude vol strate y - follow-up analysis
From:
Paul Morris
To:
Daniel Sabba ‹ >
…desk did further analysis on the transaction — please see below. As discussed, let's speak further tomorrow morning. Below numbers are still as of EOD yesterday: Here is the same table as earlier and additional explanation regarding what it means. EFTA01472193 fcid:
[email protected]
Let's focus on
CLJS
(Aprill5) and similar applies to the other nodes. Vol strike was 43% and realized vol has been 77%. If the index had exposure only to this contract and not…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01472193.pdf
Corpus: 1990-03-17 – 2025-12-01
←
December 2025
→
Mo
Tu
We
Th
Fr
Sa
Su
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
Undated
(150,429)
None
Light
Medium
Heavy
Results by Dataset
5 total
Set 10
5