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Type: Financial research report / market analysis
File Size: 1.5 MB
Summary

This document is page 22 of a 'Global Equity Volatility Insights' report dated June 6, 2017, produced by Bank of America Merrill Lynch. It contains technical financial analysis, specifically charts and tables regarding Asian market indices (KOSPI2, HSCEI, NIFTY) and implied volatility ratios compared to the SPX. The document bears a 'HOUSE_OVERSIGHT_023596' Bates stamp, indicating it was part of a document production for a US House Oversight Committee investigation, likely related to financial records of major banks, though the page itself contains no specific references to Jeffrey Epstein or his associates.

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Key Quotes (3)

"We estimate that structured product issuers are currently long US$10mn of KOSPI2 vega"
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"Structured product issuers are currently long ~US$89mn of HSCEI vega"
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"KOSPI2 3M ATM IV over SPX is at its 4-year high"
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