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Quotes

Document Information

Type: Financial research report / trade summary
File Size: 2.68 MB
Summary

This document is a page from a 'Global Equity Volatility Insights' report produced by Bank of America Merrill Lynch on August 9, 2016. It provides a summary of open and closed financial trades as of August 8, 2016, detailing specific options, swaps, and spread strategies for various markets (SPX, SX5E, NKY) and specific corporations (Facebook, Amazon, Apple, Rite Aid). The document bears a 'HOUSE_OVERSIGHT_025997' Bates stamp, indicating it was included in document production for a U.S. House Oversight Committee investigation, likely related to financial records of individuals or entities under review.

Locations (5)

Key Quotes (5)

"Hedge further Brexit fallout, Italian bank & referendum risk"
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Quote #1
"Take profit as Facebook rallied on better-than expected Q2 results"
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Quote #2
"Remove protection as worries around disappointing Q4 guidance faded post earnings"
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Quote #3
"Investors should re-assess attractiveness of popular and (typically) technically motivated longer-dated RV vol trades"
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Quote #4
"Sell VIX Oct puts to leverage likely floor in vol ahead of US elections"
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Quote #5

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