5
Shared Docs
3
Same-Page
5 / 5
Mentions
our days since the election Source: BofA Merrill Lynch Global Research. Based on daily data since 1962. Source: BofA Merrill Lynch Global Research Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated One Bryant Park, 5th Floor, New York, NY 10036 The pow
equity volatility to the US election surprise was similar to Brexit but more extreme, as the spike in volatility collapsed at record speed Source: BofA Merrill Lynch Global Research. Based on daily data from June 2004 to current Chart 2: Ten-year US Treasury yields see a near record spike after the US election EFTA_R1_00106805
127-134 put spread for $1.10 (ref 137.13, 5.4x net payout, 21 delta) 2M 90-97.5 Put Skew Elevated (2yr Lookback): EFTA00704481 Source: Bloomberg Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated One Bryant Park, 5th Floor, New York, NY 10036 Phone:
or use of the contents thereof are prohibited. There may be more recent information available. Please visit one of the electronic venues that carry BofA Merrill Lynch Global Research reports or contact your Bank of America Merrill Lynch representative for further information. tank of America Merrill Lynch" is the marketing name
EFTA02376639 20 16 20 =/span> TWTR 16 22 19 24 23 24 21 =/span> Source: BofA Merrill Lynch Global Research, Blo=mberg, as of 4/4/2017 Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporat=d One Bryant Park, 5th Floor, New York, NY 10036 =/o:p>
an> NA -27% TRIP 16% 5% -12% 2.9 =/span> -21% 11% TWTR 11% 14 EFTA_R1_01386442 EFTA02376631 3% -11% 2.5 =/span> -55% -7% Source: BofA Merrill Lynch Global Research, Blo=mberg, as of 4/4/2017 <=p> <=p> <=p> Table 8: Combined metric ranki=gs &n=sp;Company Short Interest % float A short interest % of float
0- & 11-Nov vol vs. 9-Nov vol) ones Brexit (28- & 27-Jun vol vs. 24-Jun vol) 0% 20% 40% 60% 80% 100% 120% 140% 160% SPX 1-day intrday vol Source: BofA Merrill Lynch Global Research. Based on daily data from June 2004 to current Chart 2: Ten-year US Treasury yields see a near record spike after Chart 3: Long Bond futures prices
Page: HOUSE_OVERSIGHT_014310 →Research. Based on daily data since 1962. —— 4-day return of a 30yr UST futures investment ee 14-Nov-16 Source: BofA Merrill Lynch Global Research Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated One Bryant Park, 5th Floor, New York, NY 10036 The power
Page: HOUSE_OVERSIGHT_014311 →pan Stocks Net Flows ¥TD) Copyright® 2016 Bloomberg Finance L.P. Source: Bloomberg L7-Hov-2016 14210730 HOUSE_OVERSIGHT_014398 --- PAGE BREAK --- Amanda Ens Director | Global Equities Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated Japan Investment Strategy Nikkei to
Page: HOUSE_OVERSIGHT_014399 →n or use of the contents thereof are prohibited. There may be more recent information available. Please visit one of the electronic venues that carry BofA Merrill Lynch Global Research reports or contact your Bank of America Merrill Lynch representative or Merrill Lynch Global Wealth Management representative for further information
Page: HOUSE_OVERSIGHT_014403 →Entities connected to both Amanda Ens and BofA Merrill Lynch Global Research

Jeffrey Epstein
PERSONAmanda
PERSON
Richard Kahn
PERSONPierce, Fenner & Smith Incorporated
ORGANIZATION
Marc Rich
PERSON
Bloomberg L.P.
ORGANIZATION
Bank of America
ORGANIZATION
Donald Trump
PERSON
Merrill Lynch
ORGANIZATION
Bank of America Corporation
ORGANIZATION
Michael Bloomberg
PERSON
BofA Merrill Lynch
ORGANIZATION
U.S. Treasury
ORGANIZATIONUtilities
ORGANIZATION
Michael Hartnett
PERSON
Health Care
ORGANIZATION
Nasdaq
ORGANIZATION

TripAdvisor
ORGANIZATIONErika Najarian
PERSON