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d has the same vega sensitivity as the equivalent put spread (short 6bps). GEVI Link Here CTAs are crushing it: EFTA00631669 2, cid:2035483224 Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated One Bryant Park, 5th Floor, New York, NY 10036 Phone:

From: "Ens, Amanda" < To: "Jeffrey E." <[email protected]>, Richard Kahn Cc: "Rothberg, Justin D" Subject: The Fed is Short Strangles - Buy SPX Knock-Out Puts + hedge tech and oil Date: Tue, 20 Jun 2017 14:35:16 +0000 Attachments: GEV

any paid $155,000 premium on $10mm notional as discussed. Initial SPX Level (SPXO) 2,506.650 Initial RTY Level (RTYO) 1,440.404 Thanks, Amanda Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated One Bryant Park, 5th Floor, New York NY 10036 Phone: 2

er where it outperformed large cap by 10pct. Paul Barrett Begin forwarded message: From: "Ens, Amanda" To: "Paul Barrett" "'Richard Kahn"' Cc: "Rothberg, Justin D" , "Tome, Christine Subject: RE: **Paul, trade for sou - buy cheap RTY/SPX outperformance** Thank you for the trade. Official confirm wil

e a =.3522 strike which costs 1.28% indic. We could also look at other Canadian proxies such as =anadian equities if of interest. Regards, Amanda Amanda Ens Director Bank of America Merrill =ynch Merrill Lynch, =ierce, Fenner & Smith Incorporated One Bryant Park, 5th Floor, New York, NY 10036 This me

warded message: From: =/b>"Ens, Amanda Subject: =/b>Canadian dollar =alls Date: =/b>May 10, 2017 at 11:39:04 AM =DT To: =/b>"'Richard Kahn" Cc: "Rothberg, Justin D Rich, "Wright, Tucker M" As a proxy for =SDpCADc options OTC, we could trade using the ETF. We see a lot of our =nstitutional clients (

at 1.1450 gross We're still working =he HD because they are a few cents higher; not done on those yet. Commission is $3/contract. Thanks, Amanda Amanda Ens Director Bank of =merica Merrill Lynch Merrill Lynch, Pierce, Fenner & =mith Incorporated One Bryant Park, 5th Floor, New York, =Y 10036 Phone:

From: =/b>"Ens, Amanda" Subject: =/b>RE: =ptions Date: =/b>September 7, 2017 at 11:40:32 =M EDT To: 4b>Richard Kahn Cc: "Tome, Christine C" c Rothberg, Justin D" "Miller, Allison - NEW YORK =Y" Rich, we're done on HD now too at your level. Southern Trust Company bought 200 contracts of the HD Oct