Lots of good stuff in This Week in Petroleum… EIA

March 26, 2020 by Jim Colburn Leave a Comment

Here are a couple of charts from the EIA’s excellent This Week in Petroleum… There is more, here… My only quibble is that their vol analysis doesn’t include the Gulf War (now the second most extreme vol event since options began trading on the exchange)…

Yesterday’s settlements show May20/May21 at -$11.02…

And here are some correlations… As a risk manager once said, when the stuff hits the fan all correlations move towards 1…

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