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h highest MSCI impact & hedge with put Own Japan stock vol via gamma weighted vol dispersion Buy CNOOC Jul-17 95% puts vs. sell HSCEI 95% puts Buy CH Merchant Bk Jul-17 18.5/17 put spread vs 22 call Buy SX5E Dec17 3800 calls contingent on EURUSD > 1.1 at expiry Buy 1.5x KOSPI2 285 puts vs. short 1x $KRW 1160
Page: HOUSE_OVERSIGHT_014992 →h highest MSCI impact & hedge with put Own Japan stock vol via gamma weighted vol dispersion Buy CNOOC Jul-17 95% puts vs. sell HSCEI 95% puts Buy CH Merchant Bk Jul-17 18.5/17 put spread vs 22 call Buy SX5E Dec17 3800 calls contingent on EURUSD > 1.1 at expiry Buy 1.5x KOSPI2 285 puts vs. short 1x $KRW 1160
Page: HOUSE_OVERSIGHT_023597 →
Merrill Lynch Interna
Organization
Hong Kong
LocationCity and special administrative region of China

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LocationCity in Hesse, Germany

Investm
OrganizationCommitment of resources to achieve later benefits

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PersonAmerican commodities trader (1934–2013)
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OrganizationRegulatory body for the Australian financial sector

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