Datasets:
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
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