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Volatility & Flows Commentary
ClearPort Flows  (As of 6-18-14 Close)
                 

Symbol

Quantity

Strike

Structure

Price

Ivol

Hedge Month

Futures

Delta

OGN4/OGQ4

540x540

1275

Call Calendar

9.60

 

GCQ4

1271.00

0.05

OGX4

150

1275

Calls

37.50

 

GCZ4

1272.00

0.52

OGU4

750

1260

Puts

20.70

 

GCV4

1272.00

0.40

OGZ5

75x75

1175/950

Put Spread

38.10

 

GCZ5

1277.00

0.18

OGV4

75x75

1250/1300

Strangle

43.80

 

GCV4

1272.50

ref

OGN4 

200x200

1230/1220

Put Spread

0.30

 

GCQ4

1273.00

0.02

OGZ4

200

1250

Puts

33.50

 

GCZ4

1273.00

0.35

 

 

 

 

 

 

 

 

 

PAOU4

300x900

800/750

Put Spread 1x3

3.20

 

PAU4

827.00

0.65

 

 

 

 

 

 

 

 

 

PLOQ4

1000x1000

1420/1520

Fence

6.00p

 

PLV4

1454.00

0.46

 

 

 

 

 

 

 

 

 

SOZ5

50

22

Calls

1.25

 

SIZ5

20.02

0.38

SOQ4/SOV4

600x300

20

Call Calendar Ratio 2xQ/1V

0.06q

 

SIU4/SIZ4

19.80/19.85

.41/.46

SOZ4

40x80

32/35

Call Spread 1x2

.01 for the 2

 

SIZ4

19.84

ref

Straddle Runs & Skew Summary
updated Wednesday, June 18, 2014 7:26:34 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.

This material includes price information that does not account for transaction costs, such as commissions, or slippage. Actual trades made in reliance on this price information will result in transaction costs and may incur slippage, which will adversely affect the value of the trade.