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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
Brent open options positions show more cover to the upside than downside with risks to Russian output as well as OPEC+ cuts if there are further signs of demand weakness.
- Total aggregate call open interest is currently 1.175m and put aggregate open interest is 701k contracts.
- The main upside call positions are at 110$/bbl, 110$/bbl and between 120 and 150$/bbl. The downside cover is mostly from 80$/bbl down to 60$/bbl.
- The second month skew is back near parity having shown a skew in favour of the calls for the last couple of days. ATM implied volatility is steady at around 48%.
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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