Epstein Secrets

ndices are near historic highs, implied volatility in US equities is close to historical lows and there is potential for Fed liftoff in September. David Bianco published the following on 5/22 (full report attached) about the possibility of a 5%+ pullback in the summer months: "We believe the probability of

and higher lOy US swap rates (CMS, 25bps over its forward level). Indicative transaction terms (as of 06/03/2015): Client buys: OTC SPX 105%/95% Put Spread contingent on lOy USD CMS > atmf+25bps at expiry Notional: Expiry: Offer (mid): Ref vanilla: Ref SPX future: 2115 USD50mm 18 Dec 2015 4.30%

indices are near historic highs, implied volatility in US equities is close to historical lows and there is potential for Fed liftoff in September. David Bianco published the following on 5/22 (full report attached) about the possibility of a 5%+ pullback in the summer months: "We believe the probability of

and higher l0y US swap rates (CMS, 25bps over its forward level). Indicative transaction terms (as of 06/03/2015): Client buys: OTC SPX 105°4/95% Put Spread contingent on l0y USD CMS > atmf+25bps at expiry Notional: USDS0mm Expiry: 18 Dec 2015 Offer (mid): 2.00% (1.60%) Ref vanilla: 4.30% Ref SPX

in=ices are near historic highs, implied volatility in US equities is close t= historical lows and there is potential for Fed liftoff in September. David Bianco published t=e following on 5/22 (full report attached) about the possibility of a 5%+ =ullback in the summer months: "We believe the probability of

nd higher 10y US swap rates (CM=, 25bps over its forward level). Indicative transaction terms (as of 06/03/2015): Client buys: OTC SPX 105%/95% Put Spread contingent o= l0y USD CMS > atmf+25bps at expiry Notional: USD50mm EFTA_R1_01628736 EFTA02501299 Expiry: 18 Dec 2015 Offer (mid):