Weekly Aegis update 3/25
Posted: Sat Mar 26, 2022 8:01 am
https://www.linkedin.com/video/event/ur ... 560519680/
at 14 minute mark, they discuss swaps and collars...interesting
Say that there is "call skew" favoring collars
NG is up from 4.60 to 5.60 in less than 9 days driving the gassy names
Other topics: Counter-parties have to assess risks and don't have an unlimited budget
Heating oil: Summer vs winter is a 5 cent spread, normally .25 cents therefore summer is overvalued or winter is undervalued.
Points to short term diesel shortage. Saw some comments that rationing is coming. That sure will help supply chain!>my comment
at 14 minute mark, they discuss swaps and collars...interesting
Say that there is "call skew" favoring collars
NG is up from 4.60 to 5.60 in less than 9 days driving the gassy names
Other topics: Counter-parties have to assess risks and don't have an unlimited budget
Heating oil: Summer vs winter is a 5 cent spread, normally .25 cents therefore summer is overvalued or winter is undervalued.
Points to short term diesel shortage. Saw some comments that rationing is coming. That sure will help supply chain!>my comment