""ATM Vol"" — Epstein Files Search

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EFTA02372527Set 11

2012-05-094p240w

move on earnings 1st Month ATM Implied Vol 2nd Month ATM Implied Vol 1st/2nd ATM Vol spread Average historical Implied Vol 1st month Vol/historic Vol Options Volume CSCO Cisco Systems

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02372527.pdf

EFTA02372606Set 11

2012-05-094p276w

EFTA02372606 1st Mo=th ATM Implied Vol 2nd Month ATM Implied Vol 1st/2nd ATM Vol spread Averag= historical Implied Vol 1=t month Vol/historic Vol Options Volume </=> CSCO <=span> Cisco

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02372606.pdf

EFTA01475276Set 10

China deval. MYR stands out as still trading 5% weaker versus then • On average, ATM vol curves remain very flat (Chart 4) although this masks intraregional divergence. Vol curves ... Drawdown -2% -1% -1% 0% 2% 1% MYR TWD CNY INR SGD THB ATM Vol curve (Chart ... Source: Bloomberg Finance LP 0.00 0.20 0.40 0.60 0.80 1.00 1.20 Average Asia 1M ATM Vols Average Asia 1Y ATM Vols PHP IDR KRW EFTA01475281 Risk reversals (Chart

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01475276.pdf

EFTA01458681Set 10

Drawdown • -13% - -15% MYR TWD CNY INR SGD THB PHP IDR KRW ATM Vol curve (Chart 4 and 5) Average Asia 1M ATM Vols — Average Asia 1Y ATM Vols

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458681.pdf

EFTA00973818Set 9

2013-10-213p1,675w

lowest globally. Low realized vol has capped short-dated implied vol, driving 1m ATM vol to 12.8%, near all time lows. The Index broke out from a tight range last ... record and 2.4 stdev below its 10-year average. Even the NKY 3M ATM vol dropped to an 8-month low !!! 8) UK Banks: On the back of weak FICC

https://www.justice.gov/epstein/files/DataSet%209/EFTA00973818.pdf

EFTA01189496Set 9

2013-10-213p1,675w

lowest globally. Low realized vol has capped short-dated implied vol, driving 1m ATM vol to 12.8%, near all time lows. The Index broke out from a tight range last ... record and 2.4 stdev below its 10-year average. Even the NKY 3M ATM vol dropped to an 8-month low !!! 8) UK Banks: On the back of weak FICC

https://www.justice.gov/epstein/files/DataSet%209/EFTA01189496.pdf

EFTA01450207Set 10

lowest globally. Low realized vol has capped short-dated implied vol, driving lm ATM vol to 12.8%, near all time lows. The Index broke out from a tight range last

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01450207.pdf

EFTA01458679Set 10

China deval. MYR stands out as still trading 5% weaker versus then. • On average, ATM vol curves remain very flat (Chart 4) although this masks intraregional divergence Vol

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01458679.pdf

EFTA01381400Set 10

China deval. MYR stands out as still trading 5% weaker versus then. • On average, ATM vol curves remain very flat (Chart 4) although this masks intrar egional divergence Vol

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01381400.pdf

EFTA01194422Set 9

2014-09-267p3,296w

ratio of calls-to-puts is highest for US equities • EFTA01194424 Skew -axis vs ATM vol x-axis is stretched GRAB to Return Buy .SPXSKEA U Ind Sett

https://www.justice.gov/epstein/files/DataSet%209/EFTA01194422.pdf

EFTA01196244Set 9

2014-09-257p3,232w

ratio of calls-to-puts is highest for US equities • EFTA01196246 Skew -axis vs ATM vol x-axis is stretched GRAB to Return Buy .SPXSKEA U Ind Sett

https://www.justice.gov/epstein/files/DataSet%209/EFTA01196244.pdf

EFTA01462252Set 10

2013-09-241p265w

Skew -axis vs ATM vol x-axis is stretched GRAB to Return Buy P.. :I I 1— OL Regression Analysis a Rrlog pi t.ar Price 09/24/2013 09/24/2014 El Corr

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462252.pdf

EFTA01455664Set 10

ratio of calls-to-puts is highest for US equities Skew (y-axis) vs ATM vol (x-axis) is stretched (Embedded image moved to file: pic21901.gif) Source: Bloomberg

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01455664.pdf

EFTA01471137Set 10

2014-09-255p1,560w

ratio of calls-to-puts is highest for US equities Skew (y-axis) vs ATM vol (x-axis) is stretched (Embedded image moved to file: pic24816.gif) Source: Bloomberg

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01471137.pdf

EFTA01447704Set 10

ratio of calls-to-puts is highest for US equities Skew (y-axis) vs ATM vol (x-axis) is stretched (Embedded image moved to file: pic22978.gif) Source: Bloomberg

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01447704.pdf

EFTA01471158Set 10

2014-09-256p1,587w

ratio of calls-to-puts is highest for US equities Skew (y-axis) vs ATM vol (x-axis) is stretched (Embedded image moved to file: pic02531.gif) Source: Bloomberg

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01471158.pdf

EFTA01455673Set 10

ratio of calls-to-puts is highest for US equities Skew (y-axis) vs ATM vol (x-axis) is stretched (Embedded image moved to file: pic02531.gif) Source: Bloomberg

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01455673.pdf

EFTA01462232Set 10

ratio of calls-to-puts is highest for US equities Skew (y-axis) vs ATM vol (x-axis) is stretched (Embedded image moved to file: pic29111.gif) Source: Bloomberg

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462232.pdf

EFTA01455660Set 10

Skew (y-axis) vs ATM vol (x-axis) is stretched (Embedded image moved to file: pic24816.gif) Source: Bloomberg 24-Sep-2014 Renewed interest in Japanese equities ahead of GPIF

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01455660.pdf

EFTA01471152Set 10

2014-09-256p1,640w

ratio of calls-to-puts is highest for US equities Skew (y-axis) vs ATM vol (x-axis) is stretched (Embedded image moved to file: pic21650.gif) Source: Bloomberg

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01471152.pdf

Page 1

Corpus: 1990-03-17 – 2025-12-01

May 2012

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Results by Dataset26 total

Set 9

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Set 10

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Set 11

2