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anger for risk parity funds as bond/equity correlation swings positive. 4 EFTA_R1_00106915 EFTA01785103 Greg Kaldor Managing Director US MEGA (Macro Equity & Global Alpha) Bank of America Merrill Lynch This message, and any attachments, is for the intended recipient(s) only, may contain information that is privileged
uy Biotech amanda lets talk today On Fri, Aug 5, 2016 at 10:01 AM, Ens, Amanda rote: EFTA_R1_00106912 EFTA01785100 The Tail Hedge: Buy Puts on IG Credit. A Dec LQD 98% Put ($120.00) costs 1.29% ($1.55, ref: $122.80, 7.6 vol, 38 delta) or sell JGBs. MEGA Action: Strong US payroll data risks steepenin
54284 =p class="MsoNormal">Greg Kaldor=span style="font-size:10.0pt;font-family:"Verdana","sans-=erif";color:#948671"> Managing Director Us MEGA (Macro Equity & Global Alpha) Bank of America Merrill L nch T+ B/Berry This message, and any attachments, is for the intended rec=pient(s) only, may contain information that
inancials, Buy USD proxies, Buy Biotech amanda lets talk today On Fri, Aug 5, 2016 at 10:01 AM= Ens, Amanda > wrote: The Tai= Hedge: Buy Puts on IG Credit. A Dec LQD 98% Put ($120.00) costs 1.29% ($1=55, ref: $122.80, 7.6 vol, 38 delta) or sell JGBs. <=mg src="cid:1585976186" alt="cid:38917479" height
ty Custom Basket" This chart is a danger for risk parity funds as bond/equity correlation swings positive. Greg Kaldor Managing Director US MEGA (Macro Equity & Global Alpha) Bank of America Merrill Lynch This message, and any attachments, is for the intended recipient(s) only, may contain information that is privileged
nancials, Buy USD proxies, Buy Biotech amanda lets talk today On Fri, Aug 5, 2016 at 10:01 AM, Ens, Amanda • > wrote: The Tail Hedge: Buy Puts on IG Credit. A Dec LQD 98% Put ($120.00) costs 1.29% ($1.55, ref: $122.80, 7.6 vol, 38 delta) or sell JGBs. MEGA Action: Strong US payroll data risks steepenin
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