Bank of America Merrill Lynch volatility charts show high SX7E correlation spreads and ESTX50 put skew near 5‑year highs (June 2017)
Bank of America Merrill Lynch volatility charts show high SX7E correlation spreads and ESTX50 put skew near 5‑year highs (June 2017) The passage contains only technical market data and chart commentary from a financial research report. It mentions no individuals, institutions, or transactions that could be investigated for misconduct, and offers no actionable leads. Key insights: SX7E 6‑month implied‑realised correlation spread remained high through 2017.; Realised correlation decline attributed to company‑specific divergence.; ESTX50 3‑month put skew near 5‑year highs after French presidential election.
Summary
Bank of America Merrill Lynch volatility charts show high SX7E correlation spreads and ESTX50 put skew near 5‑year highs (June 2017) The passage contains only technical market data and chart commentary from a financial research report. It mentions no individuals, institutions, or transactions that could be investigated for misconduct, and offers no actionable leads. Key insights: SX7E 6‑month implied‑realised correlation spread remained high through 2017.; Realised correlation decline attributed to company‑specific divergence.; ESTX50 3‑month put skew near 5‑year highs after French presidential election.
Tags
Forum Discussions
This document was digitized, indexed, and cross-referenced with 1,400+ persons in the Epstein files. 100% free, ad-free, and independent.