Tags » Term Structure

The $60 pivot price in crude oil has a great deal of support

June 22, 2015

Exactly one year ago crude oil was trading at over $107 per barrel, then the floor fell out from below. It has been a wild ride in crude oil over the past year. 82 more words

Blog

Crude Oil - Higher Prices Coming

June 15, 2015

Crude oil is facing a triad of bullish factors. After the OPEC meeting and a continuation of bountiful production from the cartel members the price of crude oil actually moved higher. 68 more words

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OPEC Meets- Crude Term Structure Sends Clues

June 8, 2015

On Friday, June 5, OPEC met for the first time since they left crude oil production unchanged in November. In the wake of the November meeting the price of oil plunged. 63 more words

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Crude Contango Slips- What it means for storage

May 11, 2015

Watching the term structure of crude oil can give amazing clues as to the supply and demand fundamentals for the commodity. These spreads can also influence the profitability for various storage and shipping concerns. 63 more words

Blog

Crude Oil Have we seen the highs?

May 11, 2015

Crude oil has recovered and the price traded over $62.50 last week. In my latest article for Seeking Alpha I examine the action in crude oil and explain why I think last week’s highs are a top and prices will move lower. 31 more words

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VIX Historical Term Structure

Trading volatility is particularly interesting these days: it is back and easy to buy using ETFs such as VXX or TVIX.
But these instruments are not following the VIX index directly. 98 more words

Finance

[FM] Term structure of interest rates

In a previous post we introduced the notion of the term structure of interest rates. Here we try and understand the shape of the term structure. 1,725 more words

Teaching: FM