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From: Daniel Sabba To: "Jeffrey E." <[email protected]> CC: Vahe Ste anian , Paul Morris Subject: FW: EOD Commodities Note - 5 Feb [C] Date: Thu, 05 Feb 2015 22:
D Commodities Note - 5 Feb [C] Date: Thu, 05 Feb 2015 22:39:28 +0000 >, Richard Kahn Classification: Confidential Implied vol continues to go up. Mar15 contract vols are at 65%. Another high day of realized vol. From: Prateek Jain Sent: Thursday, February 05, 2015 4:31 PM Subject: EOD Commodities
From: jeffrey E. <[email protected]> Sent: Thursday, December 18, 2014 5:23 PM To: Daniel Sabba Subject: Re: Fw: DB EOD Commodities Note - 17 Dec [C) send me a numer to call On Wed, Dec 17, 2014 at 6:22 PM, Daniel Sa=ba < Classification: Co
as more or less unch. However, 30min before the close backend vols started getting bought aggressively and at one point Dec15 vols were up more than Mar15 vols were.. This ended up lifting the whole vol curve up by a vol into the settlement. There was some chatter about producer activity in backend ca
From: Daniel Sabba Sent: Wednesday, December 17, 2014 10:23 PM To: [email protected] Subject: Fw: DB EOD Commodities Note - 17 Dec (C] Classification: Confid
as more or less unch. However, 30min before the close backend vols started getting bought aggressively and at one point Dec15 vols were up more than Mar15 vols were.. This ended up lifting the whole vol curve up by a vol into the settlement. There was some chatter about producer activity in backend ca
From: Daniel Sabba < Sent: Tuesday, January 13, 2015 9:32 PM To: 'eevacation@ mail.com Cc: Subject: Fw: EOD Commodities Note - 13 Jan Classification: Public cr
: EOD Commodities Note - 13 Jan Classification: Public crude oil trading commentary below. Implied vols in WTI today. &nbs=; WTI (/change) H15 (Mar15) =8.70% +1.40% M15 (Jun15) =2.20% +1.45% Z15 (Dec15) = 36.15% +0.55% Forwarded by D=niel Sabba/db/dbcom on 01/13/2015 04:30 PM From: Stavros V
From: Daniel Sabba c > Sent: Friday, January 9, 2015 1:53 AM To: Jeffrey Epstein Subject: Fw: EOD Commodities Note - 8 Jan [C] Classification: Confidential Vol
again and ende= 1.5.2.5 lower. EFTA_R1_01647188 EFTA02513868 Wings got smashed again and put skew collapsed quick=y. 8000 lots of $40puts in WTI Mar15 were sold on the screen, which is qui=e an impressive volume outside floor trading.. =/P> &=bsp; &nbs=; =nbsp; WTI (/change) &=bsp; &nb=p; BRE
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