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strangles by selling 1x 19- Aug-16 2950-3000 strangles Sell NKY Aug16 15500 puts, Buy Sep16 15500-14500 put spreads Buy TLS 25-Aug16 95% puts Buy Newcrest 25-Aug-16 105/115% call spreads Buy CSL 25-Aug-16 95% puts Buy BHP 25-Aug-16 105/115% call spreads Buy HSCEI Aug16 9400 call, Short Oct16 10000 ca
Page: HOUSE_OVERSIGHT_014994 →AFS License 235132 (MLEA) distribu affiliates involved in preparing this research report is an ion or distribution of this the DFSA. Research re he Australian Prudential Regulation Authority. pplicable regulations. Merrill Lynch (DIFC) is au by BaFin. lates in the nal, regulate oO ustral | ndustry Regu na}: Merrill Lynch (Seou ent | a
Page: HOUSE_OVERSIGHT_014999 →strangles by selling 1x 19- Aug-16 2950-3000 strangles Sell NKY Aug16 15500 puts, Buy Sep16 15500-14500 put spreads Buy TLS 25-Aug16 95% puts Buy Newcrest 25-Aug-16 105/115% call spreads Buy CSL 25-Aug-16 95% puts Buy BHP 25-Aug-16 105/115% call spreads Buy HSCEI Aug16 9400 call, Short Oct16 10000 ca
Page: HOUSE_OVERSIGHT_023599 →ge Act in Japa uted in In ons) by Band Merrill Lynch (S ia) Limited (ABN 65 006 276 795), AFS License 235132 (MLEA) distribu BANA Australia, nei he Australian Prudential Regulation Authority. pplicable regulations. Merrill Lynch (DIFC) is au s of the DFSA conduct of business rules. Bank of America Merri by BaFin. n-US affil he US. An i
Page: HOUSE_OVERSIGHT_023609 →, STAN LN and MUV2 GY Buy an Oct16 110%F call on an equally weighted basket (quanto EUR) Buy TLS 25-Aug16 95% puts Buy CSL 25-Aug-16 95% puts Buy Newcrest 25-Aug-16 105/115% call spreads Buy BHP 25-Aug-16 105/115% call spreads Replace T long position via 3M ATM calls Replace LOW long position via 3M ATM
Page: HOUSE_OVERSIGHT_025997 →of its affiliates involved in preparing this research report is an Authorised Deposit-Taking Institution under the Banking Act 1959 nor regulated by the Australian Prudential Regulation Authority. No approval is required for publication or distribution of this report in Brazil and its local distribution is by Merrill Lynch (Brazil) in accordan
Page: HOUSE_OVERSIGHT_026002 →Entities connected to both Newcrest and Australian Prudential Regulation Authority

Bank of America
ORGANIZATION
Marc Rich
PERSONMerrill Lynch Securities (Taiwan) Ltd.
ORGANIZATIONthe Securities and Futures Bureau
ORGANIZATION
Merrill Lynch Global Wealth Management
ORGANIZATION
United Kingdom
LOCATIONJason Galazidis
PERSON
Frankfurt
LOCATION
Merrill Lynch
ORGANIZATIONthe Financial Supervisory Service
ORGANIZATION
Benjamin Bowler
PERSONThe Financial Service Board
ORGANIZATIONHSCEl
ORGANIZATION
William Chan
PERSONMUV2 GY
ORGANIZATION
Nasdaq
ORGANIZATIONUtilities
ORGANIZATIONMerrill Lynch Global Equity Volatility Insights
ORGANIZATIONMerchant Bank
ORGANIZATION
KOSPI2
ORGANIZATION