Bank of America Merrill Lynch Global Equity Volatility Insights – Market Trade Recommendations (June 20, 2017)

The document is a routine internal research note offering market‑neutral trading ideas, volatility analyses, and disclosures of potential conflicts of interest. It contains no specific allegations, fi Suggests a "collar" strategy on US equities based on Fed policy (the so‑called "Yellen put"). Recommends dispersion trades on EU banks via a long call basket and short worst‑of call. Proposes HSCEI‑S