EFTA01055553Set 9
2017-02-012p423w
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Jeffrey,
Expressing a bearish view through a best-of-put on XLY & XLP (Consumer Discretionary & Consumer Staples ETFs) takes
advantage of low implied correlations to cheaply position ... overall market pullback.
Trade: Buy 3 month 95% Best-of-Put on XLY & XLP for 0.55% (compares to buying individual puts at "11.3% and
1.0%)
Since the presidential election, consumer
https://www.justice.gov/epstein/files/DataSet%209/EFTA01055553.pdf