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Extraction Summary

0
People
13
Organizations
6
Locations
2
Events
0
Relationships
4
Quotes

Document Information

Type: Financial report / trade summary
File Size: 2.95 MB
Summary

This document is a page from a Bank of America Merrill Lynch 'Global Equity Volatility Insights' report dated June 6, 2017. It contains Table 6, a summary of open financial trades (swaps, calls, puts) as of June 5, 2017, detailing trade descriptions, open dates, levels, terms, and strategic rationales. The document bears the Bates stamp HOUSE_OVERSIGHT_023597, indicating it was produced as part of a Congressional investigation.

Timeline (2 events)

2016-06-23
Brexit (referenced in rationale)
UK
2017-01-20
Trump win (referenced in rationale)
USA

Locations (6)

Location Context
UK
EU
US

Key Quotes (4)

"Investors should re-assess attractiveness of popular and (typically) technically motivated longer-dated RV vol trades"
Source
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Quote #1
"Risks of a hard Brexit rising and (weak) currency tailwind likely to prove short-lived"
Source
HOUSE_OVERSIGHT_023597.jpg
Quote #2
"USDJPY and NKY the biggest beneficiaries of a Trump win"
Source
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Quote #3
"Equity-FX correlation is not priced for a spillover of populism into the EU"
Source
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Quote #4

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