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July 21, 2020

Volatility in WTI below 40%…

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%

Category iconCommodity Research

July 21, 2020

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:

Category iconCommodity Research

July 21, 2020

Vol in decline… WSJ

From today’s The Daily Shot (Wall Street Journal):

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July 20, 2020

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

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July 19, 2020

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

Category iconCommodity Research

July 18, 2020

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

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