Global Utility White Paper CONFIDENTIAL 6. Interest Rate Risk —-A Common Misperception We find a common misperception among investors to be the degree of interest rate risk in the global utility sector, as interest rate sensitivity has declined steadily since the modern utility...
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We estimate that it is in 3yly, 2y2y and 2y1ly that the selloff would be largest (75-85bp — see Table 5) were the OIS curve to align with the median dots up to end of 2019. Options are attractive to position for a selloff in those forwards for two main reasons: 1. Volatilities...
Chart 16: SAN, BNP, ING, ISP and DBK average 6M ATMf implied vol is Chart 17: Despite the recent drop in realized correlation, implied trading historically low (13" percentile since 2008) correlation is priced near the high end of the reaiised range for the basket of EU banks...
George F. Colony Michel Combes Patrick Combes Kevin E. Comolli John C. Compton Beth Comstock Cristébal Conde Arturo Condo Peggy Conlon lain Conn John P. Connolly John Conroy Jr Jérome Contamine Scott D. Cook Christopher Cooper-Hohn Jean-Frangois Copé Agustin Coppel Luken...
From: Ens, Amanda Sent: 11/17/2016 6:05:47 PM To: jeffrey E. [[email protected]]; Richard Kahn [nn | Subject: Financials: buy XLF Mar17 $22 call with $26 KO for $0.87 with full premium rebate on KO Attachments: image001.png; Future of Financials Conference Takeaways.pdf Imp...
Francis J. Kelly Managing Director & Global Coordinator, Public Affairs Head, Government & Public Affairs — North and South America Frank Kelly is Global Coordinator for Public Affairs as well as head of Government & Public Affairs for North and Latin Americas. In this role, he...
From: Ens, Amanda Sent: 11/15/2016 2:44:06 PM To: jeffrey E. [[email protected]]; Richard Kahn Subject: SPX put contingent on higher rates Attachments: image001.jpg; image002.jpg; image003.jpg; image005.png Importance: High Navigating post-Trump volatility • We are recording...
The Department of State's Bureau of International Narcotics and Law Enforcement Affairs (INL) manages US. participation in many multilateral anti-corruption political and legal initiatives at the global and regional level. INL also funds and coordinates significant efforts to ass...
were underweight at the start of the year too and missed the lows. We recognized we were wrong and closed our underweight and while it took us a while but we eventually managed to go overweight in September. The lesson of that is that themes are great, but when the facts change s...
over the next 24 months global utilities rise by 38% on an absolute basis and outperform the global
respectively. The global utilities sector was the second‐worst‐performing global
Chart 27: The current vega outstanding in the ESTX50-linked structured products is EUR 143mn, which is in the 97" percentile since 3-Jan-14 EUR Mn SX5E structured products vega notional 160 7 ane nnnens Current SX5E structured products vega notional outstanding 44g. prceretntett...
Chart 13: The -2.5% drop in the NDX on 17-May was a six standard deviation (60) event relative to trailing realized volatility and the fourth worst risk-adjusted daily return since 1985 Chart 14: The 60 sell-off in the NDX on 17-May has helped drive short- dated Tech implied vol...
on a global scale. One possible answer is the creation of appropriate Global
Disclosures Important Discl osures BofA Merrill Lynch Research Personnel (including the analyst(s) responsible for this report) receive compensation based upon, among other factors, the overall profitability of Bank of America Corporation, including profits derived from invest...