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Volatility & Flows Commentary
ClearPort Flows  (As of 6-25-14 Close)
                 

Symbol

Quantity

Strike

Structure

Price

Ivol

Hedge Month

Futures

Delta

OGZ5

100x100

1150/1100

Put Spread

21.20

 

GCZ5

1320.00

0.10

OGZ5

600x1200x600

1300/1100/900

Put Fly

40.40

 

GCZ5

1323.00

0.20

OGZ4

500

1650

Calls

2.00

 

GCZ4

1319.00

ref

OGZ5

100

900

Puts

5.00

 

GCZ5

1323.00

0.19

OGZ4

50

1315

Puts

40.20

 

GCZ4

1324.00

0.44

OGU4

150x150

1250/1400

Fence

.40p

 

GCV4

1322.00

0.22

 

 

 

 

 

 

 

 

 

SOU4

120x240

20.25/19

Put Spread 1x2

0.16

 

SIU4

20.93

0.10

SOZ4

125

21

Straddle

2.22

 

SIZ4

20.97

ref

SOZ5

100x100

26.50/18.50

Fence

.10p

 

SIZ5

21.30

0.44

SOQ4

100x100

20.50/21.50

Fence

.03c

 

SIU4

21.00

0.62

SON5

125

35

Calls

0.18

 

SIN5

21.25

0.04

SON5

750x250x750

16/21.75/32

Iron Fly Ratio 1x3 strangles

2.15

 

SIN5

21.30

ref

SOZ5

240x80x240

15/22/35

Iron Fly Ratio 1x3 strangles

2.635

 

SIZ5

21.34

ref

Straddle Runs & Skew Summary
updated Wednesday, June 25, 2014 7:32:18 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.