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epstein-index

---
title: "House Oversight: Estate Documents (Nov 12) (HOUSE_OVERSIGHT_014996)"
source: "House Oversight: Estate Documents (Nov 12)"
sourceUrl: "https://www.justice.gov/epstein"
date: "2026-01-01"
category: "House Oversight"
eftaNumber: "HOUSE_OVERSIGHT_014996"
ocrPages: 1
ocrChars: 6131
ocrElapsed: 0.0
parseTier: "external-legacy"
engine: "engine undisclosed (ep-nov-12.greg.technology mirror)"
externalSource: "greg-ep-nov-12"
externalLicense: "not granted"
externalCredit: "ep-nov-12.greg.technology"
externalUrl: "https://ep-nov-12.greg.technology"
---

Table 10: Summary of closed trades as of 19-Jun-17
Open
Open
Trade Description
Date
Level
Long 2x SPX Aug-17 2200 puts, short 1x SPX Aug-17 2350 21-Feb-17
0.10%
Own Nifty Mar 17 strangle heading into 5 events
23-Jan-17
1.50%
Long XLF Jun 17 24 call, short SX7E Jun 17 120 call
2-Dec-16
0.74%
Buy Tencent Mar-17 105% calls
27-Feb-17
1.15%
Buy HSCEl Mar 17 105% call contingent SPX <2200
Buy HSCEl Mar 17 9600 put vs short Sep 17 8200 put
24-Oct-16
1.20%
17-Jan-17
-0.05%
Buy HSCEl Mar-17 1x1.5 10800-11200 call ratio
Long SX5E Apr17 3300 call, short SX5E Dec17 3450 call
21-Feb-17
0.57%
Short 1x SX5E May 17 3350 calls, long 2x SX5E May 17
30-Jan-17
-0.60%
21-Feb-17 0.00%
3450 calls
Buy an SPX Apr-17 95% put conditional on US 10Y CMS > 14-Nov-16 0.78%
2.5% at maturity
Long SPX Apr17 2300 call, short SPX Dec17 2400 call
30-Jan-17
-0.80%
Close
Level
0.01%
3.96%
-5.88%
2.31%
0.00%
-0.78%
0.00%
-0.18%
0.60%
Close Date
17-Mar-17
Rationale
SPX has traded range bound since inception of the trade, still the carry has been minimal, close
out or roll the position
20-Mar-17
27-Mar-17
Unwind the option post the state election event and Close position
The call vs call relative value trade is now riskier given the potential reversal in US reflation trades
and the potential for European equities to rally in a French election market-favourable outcome.
27-Mar-17
30-Mar-17
30-Mar-17
30-Mar-17
21-Apr-17
24-Apr-17
Unwind the position for the Tencent earnings
Option expired; HSCEI was up 5.1% but the SPX ended above 2200
Unwind post Mar-17 expiry; the short Sep 17 put helped reduce the hedging cost
Option expired; HSCEl stayed flat and failed to rally above the 10800 call strike
Apr17 option expired so we unwind the entire trade as planned
Unwind before May expiry following the large 4% SX5E move on 24-Apr, given lack of near term
catalysts
0%
21-Apr-17
In Nov-16, we recommended remaining long equities with cheap hedges. The hedge expires out
of the money, while SPX has returned 8.7% for the period
-0.71%
21-Apr-17
The reflation trade has slowed down and the market is in a holding pattern. The long Apr-17 call
expires in-the-money, and the short Dec-17 call still has time value
Long VIX May 16 / 22 call spread vs. short VIX Apr 13 put 21-Feb-17 S0.35
$0.75
19-Аpr-17
The call spread still has value due to elevated vol and vol-of-vol and we collect the premium on
the expired short OTM put
Short SPX 21-Apr-17 vs. long 28-Apr-17 2325 straddle pair 6-Mar-17
0.50%
Buy SX5E 28-Apr-17 3600 call
3-Apr-17
0.26%
21-Apr-17
The trade benefited from the rise in post-event volatility relative to pre-event volatility
0%
28-Аpr-17
The option expired
Buy Unicom Apr17 105-115% call spread
21-Feb-17
1.65%
27-Apr-17
Single stock option expired in-the-money despite a 1.4% decline in the HSCEI
Buy Sands China Apr17 105-115% call spread
21-Feb-17
2.00%
27-Apr-17
Single stock option expired in-the-money despite a 1.4% decline in the HSCEI
Buy Galaxy Apr17 105-115% call spread
21-Feb-17
2.10%
27-Apr-17
Single stock option expired in-the-money despite a 1.4% decline in the HSCEI
Buy SX5E Dec 19 2500 put, sell SX5E Dec 18 2500 put
27-Sep-16
3.97%
8-May-17
SX5E has rallied 23.3% since we entered the trade and European political risk abated for now
Buy KOSPI2 May 17 103% calls
13-Mar-17
0.63%
8-May-17
Option expired; KOSPI2 rallied 8.37% over the period
Buy KOSPI2 May17 97/103% strangle
13-Mar-17
1.38%
Buy NKY Jun 17 20750 call, sell 1-1.3x 18750-17750 put
8-May-17
Option expired; KOSPI2 rallied 8.37% over the period
Closing the trade post French election; option strikes remain far from the spot level
06-Mar-17
0.00%
ratio
15-May-17
Long V2X May 26-32.5 call spread and short Apr 22 put
21-Feb-17
€0.20
19-May-17
Expired
Buy 1x contract of SX5E May17 3550 call, sell 5x contracts
of V2X May 17 16 puts
3-Apr-17
19-May-17
Expired
Long GLD May 123 call vs. short May 130 call
21-Feb-17
19-May-17
The hedge expired out-of-the-money as S&P 500 remained supported
Buy 1.5x EFA Jun 17 103% call, sell 1x EFA May 17 ATM call 6-Mar-17
19-May-17
EFA rallied strongly leading into the second round of the French elections but subsequently stalled
Buy SPX Top50 volatility dispersion
27-Feb-16
30-May-17
Expired
Long HSI vs. SPX May-17 90% put switch
06-Feb-17
29-May-17
Option expired; Both HSI and SPX puts expire out-of-the-money
Buy the Nifty May 17 95/105% strangle outright
20-Mar-17
25-May-17
Option expired; Nifty failed to move more than the straddle huddle (5%)
Long HSBC May-17 65/70 call spread
3-Apr-17
29-May-17
Option expired; HSBC is up 6.75% on the back of a strong seasonal rally
Buy NKY Jun 17 110% Call
02-Dec-16
9-Jun-17
Closing the trade on expiry; Japan market rallied but options remain out of the money
Buy TPINSU Jun 17 110-125% Call Spread
02-Dec-16
9-Jun-17
Closing the trade on expiry; Japan market rallied but options remain out of the money
Buy TPNBNK Jun 17 110-125% Call Spread
02-Dec-16
9-Jun-17
Closing the trade on expiry; Japan market rallied but options remain out of the money
Buy NKY Jun17-Jun18 18,500 strike FVA
02-Dec-16
9-Jun-17
Closing the trade on Jun 17 expiry; Global volatility collapsed in 1H2017
Buy an EWZ Jun-17 40 call conditional on SPX<2200 at
24-Oct-16
0%
19-Jun-17
Recent political turmoil in Brazil surrounding Temer's presidency caused a slide in the Brazilian
equity market and the BRL
expiry
Buy SPX Jun 17 95% put contingent on US 5Y CMS > 2.15 5-Dec-16
19-Jun-17
Buy 1x Jun-17 ATM XLF call, sell 1.8x Jun-17 ATM worst-of 5-Dec-16
2.10%
19-Jun-17
calls on XLP and XLU
Buy Jun-17 ATM R2K-value outperf call over EEM,
5-Dec-16
2.30%
0%
19-Jun-17
contingent on EEM >95%
Buy QQQ Jun 17 132 call, sell XLF Jun 17 25 call
20-Mar-17
0.57%
4.73%
19-Jun-17
e trade captured the recent Tech sector outperformance in a period when Financials lagg
ven by lower rat
Source: BofA Merrill Lynch Global Research. Prices reflective of most recently available data which may be delayed in some cases. "Trade Value" represents current valuation of trades initiated on the "Open Date".
Bankof America.
Merrill Lynch
Global Equity Volatility Insights | 20 June 2017
25
HOUSE_OVERSIGHT_014996