Here is a chart from the CME showing the collapse in vol for WTI... Note they are using a Bachelier model to calculate vol... B-S vol is at 37 and 38%
Indonesia? WSJ
I was surprised to see Indonesia’s economy expected to be the 4th largest in the world, soon... Here is the Wall Street Journal’s The Daily Shot:
Vol in decline… WSJ
From today’s The Daily Shot (Wall Street Journal):
Brazil sales to Asia are up sharply… Reuters
Sabrina Valle and Marianna Parraga, Reuters, discuss Brazilian crude oil sales to Asia, here... “Asia imported an average of 1.07 million barrels
Barry Ritholtz interviews Bill Miller…
Barry is doing a nice job keeping us up with how money managers are looking at the current market... The link is here... Bloomberg Opinion
GDP Nowcasts…
Following GDP Nowcasts from the NY and Atlanta Feds allows us to look at how macro model estimates are changing with new economic data... Here is
Implied vs. historical vol, WTI…
Our CRG colleague, Bill Perlman, compared implied and historical (realized) volatility for WTI through the craziness of this year... The red line
Two amazing charts from The Daily Shot… WSJ
From today’s The Daily Shot... Real rates and M2....
A look at inflation… Carpe Diem
Here is a look at the blog Carpe Diem’s most popular chart: