EFTA02355227

From: Ens, Amanda < @baml.com> Sent: Thursday, March 30, 2017 7:48 PM To: Jeffrey E. Cc: 'Richard Kahn' Subject: RE: SPY calls $1.10 now off of 236.22 ref for SPY Will use commissions $0.04 going forward across the board as discussed with Rich. From: Ens, Amanda Sent: Thursday, March 30, 2017 3:41 PM To: 'jeffrey E.' <[email protected]> Cc: 'Richard Kahn' [email protected]> Subject: RE: SPY calls $1.14. Spot is 12 cents higher than before and it's a 25-delta. From: Ens, Amanda Sent: Thursday, March 30, 2017 3:35 PM To: 'jeffrey E.' <[email protected] <[email protected]» Cc: 'Richard Kahn' < [email protected] <mailtothasiShaegmail.com» Subject: RE: SPY calls $1.14 currently From: jeffrey E. [mailto:[email protected] Sent: Thursday, March 30 2017 3:33 PM To: Ens, Amanda @baml.com <mailti baml.com» Subject: Re: SPY calls current price On Thu, Mar 30, 2017 at 9:09 PM, Ens, [email protected] <mailto: @baml.com» wrote: EFTA_R1_01338287 EFTA02355227 SPY 19-May-2017 $242 calls - $1.11 offer right now With $6/contract commission, $1.17 net 1,800 contracts is $210,600 premium net of commission. Please note the market is moving around a bit. Thanks, Amanda Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated This message, and any attachments, is for the intended recipient(s) only, may contain information that is privileged, confidential and/or proprietary and subject to important terms and conditions available at http://www.bankofamerica.com/emaildisclaimer. If you are not the intended recipient, please delete this message. 2 EFTA_R1_01338288 EFTA02355228 please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to [email protected] <mailto:[email protected]> , and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved This message, and any attachments, is for the intended recipient(s) only, may contain information that is privileged, confidential and/or proprietary and subject to important terms and conditions available at http://www.bankofamerica.com/emaildisclaimer. If you are not the intended recipient, please delete this message. 3 EFTA_R1_01338289 EFTA02355229