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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.
OIL OPTIONS
Crude implied volatility falls to the lowest since Jan 2022 after a steady decline so far this year.
- Brent second month implied volatility has fallen from 45.874% on 4 Jan down to 38.83%.
- Crude futures have seen a steady rally for much of the month with the market anticipating supply disruption from Russia and a boost to demand this year as China reopens and as central banks potentially end rate tightening.
- Brent futures are up from around 77.9$/bbl on 4 Jan to 88.3$/bbl today.
- The Brent second month call-put skew is steady around -3.25% and Dec23 around -5.5%.
- Brent MAR 23 up 0.7% at 88.25$/bbl
- WTI MAR 23 up 0.6% at 82.14$/bbl
Source: 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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