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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 increased slightly compared to this time last month driven mainly but a rise in open call option positions. Calls option open interest is up to 1.50m as put positions hold relatively steady at 0.98m lots.
- Average aggregate daily Brent options trading in December were 134k compared to 191k in November and with volumes yesterday at 100k. WTI options volumes are down to 100k in Dec from a daily average of 156k in November and 83k yesterday.
- In the last month call option positions have been added mostly at strikes between 80$/bbl and 92$/bbl while most of the reduction in call positions has been at strikes of 95$/bbl and above.
- A reduction in put option open interest has been seen at strikes above 75$/bbl offset by an increase in positions at lower strikes.
- The main open put option positions are spread between 60$/bbl to 80$/bbl and the main call volumes are between 80$/bbl and 110$/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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