EFTA01772591Set 10
2016-09-213p794w
stock is down 50%, the preferred returns -32.4% (held to
maturity)
• $575mm notional, $725mm market value outstanding (good liquidity)
Kensho tells us when the VIX falls 5 points ... stock is down 50%, the preferred returns -32.4% (held to
maturity)
$575mm notional, $725mm market value outstanding (good liquidity)
(This is not a product of BAML Research)
Disclaimer:
2
EFTA
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01772591.pdf