Epstein Secrets

since Dec 22nd yet evidence continues to point to light positioning. --EEM Shares Outstanding have roughly flat-lined since November (EEMSO Index on Bloomberg) --The Fund Manager Survey highlights the first investor EM equity UW in 9 months, with a current allocation 1.1 st dev below its long term average

ocation 1.1 st dev below its long term average (Hartnett) --HSCEI delta-adjusted open interest is currently at US $7bn. which is over 50% below the Sep-16 and Nov-16 highs while HSCEI was trading around current levels (GEVI) Interestingly as EEM has rallied fixed strike downside vol has been stable w

s am unlikely to have clarity into the impact of recent fonvard curve price changes in the short-term. Using the current forward curve (accessed in Bloomberg by NGA <CMDTY> <GO> CCRV <GO>) and assuming that natural gas price changes result in heat rate changes, we estimate that the company generates $77

i Sep-12 Mar-13 Sep-13 Mast Sep-le Mar-15 Sep-I5 — — Certral twalxhan Cad ICAFF) Ponder RS Basin (FRB) Scarce: Bloomberg (NYMEX). Mar-16 Sep-16 $18 5'0 551 S'2 5x S6 56 J.P.Morgan 47 EFTA00606205 Dave Katz. CFA North America Credit Research 16 February 2012 Coal Stockpiles in t

ince Dec 22nd, yet evidence continues to point to light positioning. --EEM Shares Outstanding have roughly flat-lined since November (EEMSO Index on Bloomberg) --The Fund Manager Survey highlights the first investor EM equity UW in 9 months, with a current allocation 1.1 st dev below its long term average

ocation 1.1 st dev below its long term average (Hartnett) --HSCEI delta-adjusted open interest is currently at US $7bn, which is over 50% below the Sep-16 and Nov-16 highs while HSCEI was trading around current levels (GEVI) Interestingly, as EEM has rallied, fixed strike downside vol has been stable,