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European volatility: Sector snapshot
document IMAGES-003-HOUSE_OVERSIGHT_014986.txt House Oversight Committee — Epstein Estate Records (Nov 2025)

…4 10% 40 -0.1% -10 = 78% = -3.3% SXTP (Trvl&Lsre) 44% 0.0% 7% 1.6% 0% 7% 9.9 2./% 0 8% 37 -0.3% 1 41% 05% Source: BofA Merrill Lynch Global Research *Real vol = EWMA (Exponentially Weighted Moving Average) volatility, which measures historical price volatility but assigns greate...

Volatility in Numbers (02-Jun-17)
document IMAGES-007-HOUSE_OVERSIGHT_023602.txt House Oversight Committee — Epstein Estate Records (Nov 2025)

… 1Wk Change 0.96% 0.36% 0.00% 1.75% 2.49% 1.11% 0.28% 1Mth Change 2.00% 0.38% 4.10% 2.52% 3.76% 497% 6.28% Source: BofA Merrill Lynch Global Research Table 9: Statistics on implied, realised, skew and term structure for 3-month and 12-month vols (emerging markets) 3-month {2-mont...

Financials: buy XLF call spreads
email IMAGES-001-HOUSE_OVERSIGHT_012045.txt Nov 22, 2016 House Oversight Committee — Epstein Estate Records (Nov 2025)

Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated One Bryant Park | 5th Floor | New York, NY 10036 ho i Fl From: Ens, Amanda Sent: Tuesday, November 22, 2016 2:15 PM To: ‘jeffrey E.'; Rich Kahn Subject: Financials: buy XLF call spreads Underwei...