#Brent #Volatility and Term Structure

The recent fall in Brents price changed its term structure not only in Levels but in volatility as well. It seems like a burst in price bubble created not only in commodities but in equities as well. Terms structure came back to contango after a long time and forecasted levels speak about the 80-100$/bbl band.

wpid-tempfileforshare.jpg Commodity Term Structure Commodity Term Structure2 wpid-tempfileforshare.jpg Volatility Surface Calculator

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