with 3M ATM vol dropping 1.1 vol pts to 21.7% mainly
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most major Asian implied vols edged down as underlying indices rallied;
the Abe Cabinet approved a fiscal stimulus package
Short 0.65x Sep 17250C (1day Before Sep expiry)
8bps of vega and flat gamma & theta initially.
which is in its 97 th percentile since Jan-14 (when our
we estimate the option markets’ implied move over a
S&P 500 volatility rose from 9.6% two days prior to
respectively. Risk parity allocations are
which our Rates strategists view as driven by
the Gaza municipality launched 12 projects
and he estimated unemployment at no more than 25
Keating says. ""But if you are so naive to believe
we immediately met with Rabin and agreed on the need to
Jeff. I'm pretty sure...like 90% positive. And he walked in
I’ve never been in a house like this. And then the lady and the
etc.) are held constant. Source: White House Office of Management and Budget.
{1018 2015 3015 4015 1016 Q16 4Q16 1017E2017E 3Q17E4Q17E
he downloaded NSA documents describing programs begun
he found that the NSA was attempting to build back-door