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MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
OIL OPTIONS
The aggregate open interest in ICE Brent options has fallen compared to this time last month driven mainly but a decline in open call option positions. Calls option open interest is down from around 1.6m to 1.38m and puts down from about 1.06m to 0.94m lots.
- Average aggregate daily Brent options trading volumes are down at 152k so far in December compared to 191k in November. WTI options volumes are also down to 132k from 156k daily average in November.
- In the last month call option positions have been added at strikes between about 75$/bbl and 90$/bbl while most of the reduction in position has been at strikes of 93$/bbl and above.
- Open put option positions have decline between 75$/bbl and 90$/bbl but increased between 55$/bbl and 65$/bbl.
- The main open put option positions are spread between 60$/bbl to 75$/bbl and the main call volumes are between 85$/bbl and 110$/bbl.
Source: MNI / Bloomberg
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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