Bank of America Merrill Lynch Equity Derivatives Research Note (June 2017)

The document is a standard internal research memo offering market trade ideas and volatility analysis. It contains no allegations, financial flow details, or references to high‑profile officials or mi Suggests a range‑bound SPX put strategy based on anticipated Fed policy moves. Recommends a dispersion trade on EU banks via a basket call/worst‑of call structure. Proposes a HSCEI‑SPX variance sprea