HOUSE_OVERSIGHT_014972.jpg

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Extraction Summary

12
People
9
Organizations
6
Locations
0
Events
2
Relationships
4
Quotes

Document Information

Type: Financial research report / market commentary (bofa merrill lynch)
File Size: 2.89 MB
Summary

This document is a 'Global Equity Volatility Insights' research report from Bank of America Merrill Lynch dated June 20, 2017. It provides technical financial analysis and trading recommendations for US (SPX), European (banking sector), and Asian (China/HSCEI) markets. The document bears a 'HOUSE_OVERSIGHT_014972' Bates stamp, indicating it was produced as evidence for a US House Oversight Committee investigation, likely related to subpoenas of financial records (potentially Deutsche Bank, which is mentioned in the text as part of a basket of stocks, or BofA records).

People (12)

Name Role Context
Anshul Gupta Equity-Linked Analyst
Listed in sidebar, MLI (UK)
Nitin Saksena Equity-Linked Analyst
Listed in sidebar, MLPF&S
William Chan Equity-Linked Analyst
Listed in sidebar, Merrill Lynch (Hong Kong)
Abhinandan Deb Equity-Linked Analyst
Listed in sidebar, MLI (UK)
Benjamin Bowler Equity-Linked Analyst
Listed in sidebar, MLPF&S, email provided
Jason Galazidis Equity-Linked Analyst
Listed in sidebar, MLI (UK)
Clovis Couasnon Equity-Linked Analyst
Listed in sidebar, MLI (UK)
Chintan Kotecha Equity-Linked Analyst
Listed in sidebar, MLPF&S
Michael Youngworth Equity-Linked Analyst
Listed in sidebar, MLPF&S
Nikolay Angeloff Equity-Linked Analyst
Listed in sidebar, MLPF&S
Amanda Ong Recipient (Intended)
Email address amanda.ong@baml.com appears in the small print margin text: 'This report is intended for...'
Janet Yellen Federal Reserve Chair (Implied)
Mentioned in the phrase 'Yellen put'

Organizations (9)

Name Type Context
Bank of America Merrill Lynch
Header and footer
BofA Analytics
Sidebar
Federal Reserve
Mentioned in US section
Santander
Listed in European basket
BNP
Listed in European basket
ING
Listed in European basket
Intesa
Listed in European basket
Deutsche Bank
Listed in European basket
House Oversight Committee
Implied by Bates stamp HOUSE_OVERSIGHT_014972

Locations (6)

Location Context
US
Market region discussed
Market region discussed (EU)
Market region discussed
Market discussed
Location of William Chan
UK
Location of multiple analysts (MLI)

Relationships (2)

Listed as Equity-Linked Analyst for MLI (UK)
Amanda Ong Internal/Employee (likely) Bank of America Merrill Lynch
Report intended for amanda.ong@baml.com (BAML domain)

Key Quotes (4)

"Extract alpha from summer SPX range as policy and positioning 'collar' equities"
Source
HOUSE_OVERSIGHT_014972.jpg
Quote #1
"we think the 'Yellen put' still exists, albeit with a lower strike"
Source
HOUSE_OVERSIGHT_014972.jpg
Quote #2
"Buy Dec17 call on a basket, sell worst-of call"
Source
HOUSE_OVERSIGHT_014972.jpg
Quote #3
"Buy depressed China vs. US risks through corridor variance spreads"
Source
HOUSE_OVERSIGHT_014972.jpg
Quote #4

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