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Quotes

Document Information

Type: Financial research report / house oversight document
File Size: 1.62 MB
Summary

This document is page 14 of a 'Global Equity Volatility Insights' report produced by Bank of America Merrill Lynch on June 20, 2017. It contains financial analysis, charts, and tables regarding the volatility of major equity indices in the EMEA region (specifically ESTX50), noting market behaviors following the French presidential elections. The document bears the Bates stamp 'HOUSE_OVERSIGHT_014985', indicating it was obtained as part of a U.S. House Oversight Committee investigation, likely related to financial records subpoenaed in the Jeffrey Epstein probes.

Timeline (2 events)

2017-04-23
French presidential elections (first round)
France
2017-06-20
Publication date of Global Equity Volatility Insights report
Global

Locations (2)

Location Context

Key Quotes (2)

"May stands out as the lowest vol month across most 10 year horizons, and this also appears to be the case so far this year."
Source
HOUSE_OVERSIGHT_014985.jpg
Quote #1
"ESTX50 short-dated (1M) 100-110 (%fwd) call skew has flattened considerably since pre-French election (23-Apr) levels and currently stands near 9 year+ lows."
Source
HOUSE_OVERSIGHT_014985.jpg
Quote #2

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