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Document Information

Type: Financial research report
File Size: 1.41 MB
Summary

This document is page 17 of a Bank of America Merrill Lynch report titled 'Global Equity Volatility Insights' dated June 20, 2017. It contains technical financial analysis, charts, and a table regarding HSCEI-SPX variance swap spreads and volatility data. The document bears a 'HOUSE_OVERSIGHT_014988' Bates stamp, indicating it was likely produced during a congressional investigation, though the text itself contains no specific references to Epstein or individuals.

Timeline (2 events)

2011-2012
Market sell-offs referenced in Chart 26 analysis
Global Markets
2015
Market sell-offs referenced in Chart 26 analysis
Global Markets

Key Quotes (2)

"The HSCEI-SPX Dec-18 (18-month) variance swap spread is back to the lower-end of its 5-year trading range"
Source
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Quote #1
"The long term HSCEI-SPX realized vol spread has been higher than the current implied corridor variance spread (5%) 98% of the time since 2007"
Source
HOUSE_OVERSIGHT_014988.jpg
Quote #2

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