EFTA00818577.txt

"Amanda Ens Director Bank of America Merrill Lynch"

"From: "Ens, Amanda" To: "jeffrey E." <[email protected]>"

"From: Ens, Amanda Sent: Thursday, September 08, 2016 To: 'Richard Kahn'"

"From: Ens, Amanda Sent: Thursday, September 01, 2016 To: 'Richard Kahn'"

"From: Ens, Amanda Sent: Thursday, September 01, 2016 To: 'Richard Kahn' Cc: Jaye, Matthew W"

"Amanda Ens Director Bank of America Merrill Lynch"

"David Woo in his latest "Cause & Effect" suggests CFTC data shows that the speculative community has built up sizeable risk parity portfolios."

"Michael Hartnett in his latest "Thundering Word" also contends a "bond shock" remains the key autumn risk"