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Volatility & Flows Commentary
ClearPort Flows  (As of 6-09-14 Close)
                 

Symbol

Quantity

Strike

Structure

Price

Ivol

Hedge Month

Futures

Delta

OGZ5

150

1285

Calls

81.60

 

GCZ5

1261.00

0.50

OGZ5

50

1285

Calls

81.20

 

GCZ5

1261.00

0.50

OGG5

50

1175

Puts

26.00

 

GCG5

1257.00

0.20

OGZ4

150x300x150

1300/1500/1700

Call Fly

22.10

 

GCZ4

1256.00

0.28

OGM5

1100x1100

1150/1400

Fence

6.50p

 

GCM5

1258.00

0.42

OGM7

900x900

1080/1630

Fence

17.20p

 

GCM7

1281.00

0.36

OGM7

500x500

1125/1800

Fence

45.50p

 

GCM7

1281.00

0.44

OGM5

200x400x200

1200/1075/950

Put Fly

17.70

 

GCM5

1255.00

0.12

OGM5

150

1265

Straddle

142.70

 

GCM5

1255.00

ref

OGV4/OGG5

200x200

1300

Call Calendar

19.60

 

GCV4/GCG5

1254.1/1255

.30/.39

OGM6

150

1400

Calls

60.50

 

GCM6

1263.50

ref

OGZ4

300x600

1450/1550

Call Spread 1x2 

0.70

 

GCZ4

1254.00

0.02

 

 

 

 

 

 

 

 

 

SON4/SOQ4

100x50

18.5/18.5

Put Calendar Spread 1x0.5

0.03

 

SIN4/SIU4

19.08/19.12

.20/.30

 

 

 

 

 

 

 

 

 

PAON4

200x200

850/875

Call Spread

5.80

 

PAU4

845.00

0.29

Straddle Runs & Skew Summary
updated Monday, June 9, 2014 7:04:47 PM GMT

Futures contracts, swaps contracts and options thereof (collectively "Commodities Contracts") involve risk of loss and are not appropriate for everyone. Past performance is not indicative of future performance. Any market recommendations or information communicated by Starfuels, Inc. ("Starfuels"), are based upon information obtained from sources believed by Starfuels to be reliable. Such recommendations and information may be based solely on the opinion of Starfuels and that such information may be incomplete and may be unverified. Starfuels makes no representation, warranty or guarantee as to, and shall not be responsible for, the accuracy or completeness of any information or trading recommendation furnished to you. Changes in market conditions may affect the foregoing market reports. Please contact Starfuels for firm bids and offers. The foregoing market reports are strictly those of Starfuels. This is a solicitation to enter into a derivatives transaction.

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