Bank of America Merrill Lynch volatility analysis of European equity and GBPUSD markets (June 2017)

Bank of America Merrill Lynch volatility analysis of European equity and GBPUSD markets (June 2017) The passage contains technical financial data and trading recommendations with no mention of high‑profile individuals, government bodies, or alleged misconduct. It offers no actionable leads for investigative journalism. Key insights: Variance swap convexity on the Euro Stoxx 50 has declined due to lower tail liquidity risk premium and a more linear volatility skew.; GBPUSD one‑week implied volatility is at a 92nd percentile ahead of the UK snap election but still below historic event levels.; Recommendation to hedge Deutsche Telekom stock ahead of its T‑Mobile merger using a specific options collar.