Epstein Secrets

5E put spread Dec 16 expiry James Barty Equity vol Long NKY short SPX Dec 18 variance swap Benjamin Bowler Long SX5E short SPX Dec 18 variance spread Abhinandan Deb Eurostoxx 2y/3y put calendar Abhinandan Deb Short EUR/SEK Kamal Sharma Long USD/CNY call Claudio Piron FX Short GBP/USD Kamal Sharma Long USD/AUD lan

16 Long MSC! EM Ajay Kapur 19/04/20 30/09/2016 Long SXDP Index vs Short SX3P Index Ronan Carr 22/01/2041 28/11/2016 Long June V2X call spread collar Abhinandan Deb 01/04/20 18/04/2016 Long Kospi fwd vol 6M/18M William Chan 22/01/201 28/11/2016 Short June V2X put Abhinandan Deb 01/04/20 Expired Long (30-35) V2X

vice on securities (and not futures contracts). Singapore recipients of this research report should contact Merrill Lynch International Bank Limited (Merchant Bank} and/or Merrill Lynch (Singapore) Pte Ltd in respect of any matters arising from, or in connection with, this research report. 26 Global Cross Asset

l Lynch (Hong Kong) which is regulated errill Lynch (India); and is issued and distributed in Singapore to institutional International Bank Limited (Merchant Bank) (MLIBLMB) and Merrill Lynch ingapore) are regulated by MAS. Bank of America N.A,, Australian Branch (ARBN e this report in Australia only to affilia

OUSE_OVERSIGHT_023610 --- PAGE BREAK --- Research Analysts Benjamin Bowler Equity-Linked Analyst MLPF&S +1 415 676 3595 [email protected] Abhinandan Deb >> Equity-Linked Analyst MLI (UK) +44 20 7995 7148 [email protected] Anshul Gupta >> Equity-Linked Analyst MLI (UK) +44 20 7996 7062 agupta

utional investors and/or accredited investors (each as defined under the Financial Advisers Regulations} by Merrill Lynch International Bank Limited (Merchant Bank) (MLIBLMB) and Merrill Lynch (Singapore) (Company Registration Nos F 06872E and 198602883D respectively). MLIBLMB and Merrill Lynch (Singapore) are r

ch (Hong Kong) +852 3508 3921 [email protected] Clovis Couasnon >> Equity-Linked Analyst MLI (UK) +44 20 7995 0303 [email protected] Abhinandan Deb >> Equity-Linked Analyst MLI (UK) +44 20 7995 7148 [email protected] Jason Galazidis >> Equity-Linked Analyst MLI (UK) +44 20 7996 5713 ja