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European utilities used to trade at a 20%
document 600 or SXXP) and ‐58% (Stoxx 50 or SX5E). Prior to the crisis House Oversight Committee — Epstein Estate Records (Nov 2025)

European utilities used to trade at a 20%

Chart 27: The current vega outstanding in the ESTX50-linked structured products is EUR 143mn
document IMAGES-008-HOUSE_OVERSIGHT_025991.txt House Oversight Committee — Epstein Estate Records (Nov 2025)

…-1.2% ISE30 29.9% 0.1% 96% 25.2% -21.6% 76% -0,9% 0.0% 7% 6.3% 0.1% 77% 1.0% Source: BofA Merrill Lynch Global Research European volatility: Sector snapshot Table 4: Volatility measures and indicative option prices for major European sector indices (data as of 05-Aug-16) Bearish...