EFTA02351178.pdf

From: Ens, Amanda Sent: Friday, March 31, 2017 1:38 PM To: jeffrey E. Cc: 'Richard Kahn' Subject: RE: SPY calls @ 1.01 w/ ref 235.85; 22% delta for the SPY 19-May-2017 $242 calls Plus $4/contract commission From: Ens, Amanda Sent: Thursday, March 30, 2017 3:48 PM To: 'jeffrey E.' <[email protected]> Cc: 'Richard Kahn' le 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] <mailto:[email protected]» Cc: 'Richard Kahn' < 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] <mailto:[email protected]» Cc: 'Richard Kahn' < Subject: RE: SPY calls $1.14 currently EFTA_R1_01329500 EFTA02351178 From: Jeffrey E. [mailto:[email protected] <mailto:[email protected]> Sent: Thursday, March 30, 2017 3:33 PM To: Ens, Amanda > Subject: Re: SPY calls current price On Thu, Mar 30, 2017 at 9:09 PM, Ens, Amanda c > wrote: 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 One Bryant Park, 5th Floor, New York, NY 10036 2 EFTA_R1_01329501 EFTA02351179  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. 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_01329502 EFTA02351180