Epstein Secrets

d 11 comparable episodes since 1980. Equity market returns subsequent to the peak rate of change in bunds were moderately positive — a median Bankof America Merrill Lynch European Equity Strategy |O1 December 2016 17 HOUSE_OVERSIGHT_014476 --- PAGE BREAK --- +1.0% after 3 months and +3.7% after 6 month

sector is towards the higher range of its post-GFC range. UK supermarkets have had their relief rally. Despite challenges facing UK food retailers, Tesco has rallied 25% and Morrison’s 15% since Brexit as retail spending has held up and the short base grew massively immediately following the UK-EU vote

he SXEP (European Oil & Gas equity), where the 3M 90-100 volatility spread has been trending lower and is currently near-flattest in 5 years. Bankof America Merrill Lynch Global Equity Volatility Insights | 20 June 2017 13 HOUSE_OVERSIGHT_014984 --- PAGE BREAK --- Chart 22: May has typically been the m

} where post EU referendum realised vol was the highest relative to current 1y ATMf vol. The 10 names are: Barclays, Aviva, Prudential, BT, Glencore, Tesco, CRH, BA, Standard Chartered & HSBC. Hedge portfolios against a buy-the-dip failure should a faster rate cycle ultimately jeopardize it he MSCI inc

) where post EU referendum realised vol was the highest relative to current 1y ATMf vol. The 10 names are: Barclays, Aviva, Prudential, BT, Glencore, Tesco, CRH, BA, Standard Chartered & HSBC. Hedge portfolios against a buy-the-dip failure should a faster rate cycle ultimately jeopardize it Sell rich F

truments, if any, may fluctuate and that price or value of such securities and instruments may rise or fall and, in some cases, investors may Bankof America Merrill Lynch Global Equity Volatility Insights |O6 June 2017 35 HOUSE_OVERSIGHT_023609 --- PAGE BREAK --- lose their entire principal investment.