fmx | energy | connect - Natural Gas – Options Report

Categories:

Tools

FMX 2010 Energy Expiration Calendar

Data Reports:: market snapshot; energy >> crude report; energy >> options report; energy >> natural gas report; commodities >> metals report; weather >> full report

<< Oil Climbs to Highest in More Than a Week on U.S. Sales, Syrian Sanctions | Crude Oil – Options Report – November 28, 2011 >>

Natural Gas – Options Report – November 28, 2011

November 28 2011, 16:00

Natural Gas – Options Report – November 28, 2011

FMX | Connect – www.fmxconnect.com - (Reported 11/28/2011)

The following is a report of Natural Gas Option’s activity in the Over-The-Counter and Exchange traded venues. Information is compiled and summarized below.

ATM Volatility Curve:

Volatility Smile:

***From NYMEX Settlements

NG Straddle Runs

NG
	Future	Bid	Offer
F12	355	28.0	29.0
G12	355	40.5	42.5
H12	355	49.0	51.0
J12	360	56.0	58.0
K12	365	61.5	63.5
M12	370	68.5	70.5
N12	375	73.5	75.5
Q12	375	79.0	81.0
U12	375	85.0	87.0
V12	380	91.0	93.0

Premium Subscribers

(click here to register):

Volumes & Open Interest

End Of Day Straddles

Trade Blotter

Settlements

-----

About FMX: FMX Connect is an information, data, and analytics portal for Commodities. The portal provides an all-in-one package including essential market data, independent third party research, industry news, and commodity trading tools. FMX Connect provides efficient, effective, and thorough data that bridges all aspects of commodities onto one screen. The Result; A user friendly application for hedge fund traders, OTC brokers, individual investors, and industry participants
-----
Note: The information presented, while from sources generally believed to be reliable, is not guaranteed and may not be complete. FMX | Connect makes no representations or warranties regarding the correctness of any opinions or information. Past results are not necessarily indicative of future results. Nothing in this report should be construed as a representation to buy or sell shares, futures or options, which contain considerable risks. For internal client distribution only. Any reproduction, re-transmission, or distribution of this report without permission is prohibited. Media correspondents or reporters may not quote any one page or section in its entirety and must attribute all quotes, ideas or concepts herein. Copyright FMX | Connect, ©2009-2010. All rights reserved.