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5bps. Despite concerns on the Fed, the VIX fell 0.32 vol points to 10.38, and SPX 1m ATM implied vol declined 0.3 vol points to 7.6%. Chart 13: The Nasdaq has set a new record for consecutive days without a 5% peak-to-trough drawdown 160 «2 136 140 120 100 Bo 80 60 40 Be 20 SSeS 0 16-Jun-17 14-J
Page: HOUSE_OVERSIGHT_014978 →f Canada; Merrill Lynch (Mexico Lynch Argentina SA, regulated by Comisién Nacional ): Merrill Lynch International Incorporated (Seoul Br: ated by the Securities and Futures Bureau; DSP Merrill Lynch (Ind ch Sekuritas Indonesia, regulated by Otoritas Lynch Securities, Moscow, regulated by the Central Bank DFSA); Merrill Lynch (S
Page: HOUSE_OVERSIGHT_014999 →national Incorporated (Seoul Branch} regulated by the ecurities and Futures Bureau; DSP Merrill Lynch (India): DSP Merrill Lynch Lim
oes Bankof America 4 Global Equity Volatility Insights | 06 June 2017 Merrill Lynch HOUSE_OVERSIGHT_023578 --- PAGE BREAK --- Chart 9: In May, the Nasdaq recorded its longest streak of monthly gains since 2009 (7M). However, compared to the only other instances of longer streaks (‘86, ‘95) the current
Page: HOUSE_OVERSIGHT_023579 →_025983 --- PAGE BREAK --- Week in review & notable trends (US) US equities at new all-time highs on upbeat employment report Both the S&P500 and NASDAQ finished the week higher marking fresh all-time highs as the July nonfarm payrolls and average hourly earnings came in better-than-expected. As a res
Page: HOUSE_OVERSIGHT_025984 →orporated (Seoul Branch) regulated by the Financial Supervisory Service; Merrill Lynch (Taiwan): Merrill Lynch Securities (Taiwan) Ltd., regulated by the Securities and Futures Bureau; DSP errill Lynch (India): DSP Merrill Lynch Limited, regulated by the Securities and Exchange Board of India; PT Merrill Lynch (Indonesia): PT Merri
Page: HOUSE_OVERSIGHT_026002 →Entities connected to both the Securities and Futures Bureau and Nasdaq

Donald Trump
PERSON
United States
LOCATION
Marc Rich
PERSON
Michael Bloomberg
PERSON
Bloomberg L.P.
ORGANIZATION
Frankfurt
LOCATION
United Kingdom
LOCATION
Barack Obama
PERSONThe Financial Service Board
ORGANIZATIONMerchant Bank
ORGANIZATION
Bank of America
ORGANIZATION
Merrill Lynch
ORGANIZATION
Merrill Lynch Global Wealth Management
ORGANIZATION
U.S. Treasury
ORGANIZATION
Paul Ryan
PERSONthe Financial Supervisory Service
ORGANIZATIONMerrill Lynch Argentina SA
ORGANIZATION
Seoul
LOCATIONMerrill Lynch KSA Company
ORGANIZATIONDSP Merrill Lynch Limited
ORGANIZATION