HOUSE OVERSIGHT 029470 • \\\:.....N 1 Dec19 Eurodollar Futures (EDZ9) N \ ,,,,,., , \ ... \ \\.\ \ Long equal weighted basket of Telefonica; lberdrola; Enel; Unicredit & Santander Long SX7E Mar18 145 calls (40d, 142 ref) Long equal weighted basket of Russian Oil names: Gazprom, Lukoil, Rosneft Long SX5E Mar18 3350 puts (35d vs 3406 ref) Short FTSEMIB Index via Mar18 futures (STH8 Index) Long UKX Mar18 7375 calls Long SPX Mar18 2750/2700 put spread 26/10/2017 15/02/2018 97.8 92.9 25/01/2018 22/02/2018 2.85 0.2 07/11/2017 22/02/2018 98.95 113.04 22/02/2018 02/03/2018 39 58.40 22/02/2018 02/03/2018 22505 22005 07/02/2018 02/03/2018 55 1.50 it 28/02/2018 02/03/2018 15 30.40 This message, and any attachments, is for the intended recipient(s) only, may contain information that is priviieged, confidential and/or proprietary and subject to important terms and conditions available at http://www.bankafamerica.comiemaildisclaimer. if you are not the intended redpient, please delete this message.