Tags » Term Structure

Crude Oil Prospects

October 19, 2015

Editor’s Pick

There are many mixed signals today in the crude oil market. In my latest article for Seeking Alpha I examine the recent action and opine about the prospects for crude for the rest of 2015. 25 more words


[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. 1,775 more words


Volatility is back

For the return of volatility I fixed my VIX futures historical term structure dashboard: this is still available at http://virtualizedfrog.wordpress.com/historical-vix-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


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


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


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