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From: Daniel Sabba To: [email protected] Cc: , Paul Morris , Stewart Oldfield Subject: crude oil commentary Date: Mon, 15 Dec 2014 21:52:40 +0000 Classification: Public Jeffrey, see below - short term crude ivols up to 48% with UAE oil ministers comments... We have been working on some short vol trades in oil we could discuss if you are interested. Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email From: To: Date: Subject: Stavros Valavanisidb/dbcom@DBCOEX 12115/2014 03:45 PM DB EOD Commodities Note - 15 Dec Classification: Public OIL Another down day in crude today, with WTI off 4% and BRE off 2%. The market was spooked today by the UAE oil minister's comments who affirmed OPECs decision to maintain production at 30M, and does not see a reason for an emergency OPEC meeting. He also seemed to imply that even if oil were to fall to 40$/bbl, he would not see a need for OPEC to cut production. In other news, the forties stream is having some technical issues, with Buzzard production halted. Furthermore, Libyan fighting over the weekend has shut the ES Sider terminal and possibly the Ras Lanuf terminal, which is causing the production of the 160kbd Wafa field and some other smaller fields; this puts Libyan production below 400kbd. There was also a 3 day Nigerian oil worker strike that started today. There are no apparent loading delays yet but there are rumors that the NNPC did not approve any new loadings today...Also, the NSEA window was bid today with Jan 7-10 forties being bid up to +35 cents...BRE spreads took notice and rallied sharply, with the prompt BRE spread trading up to -13cents...quite close to backwardation! In products land, European distillate was weak again, with the prompt gasoil crack trading below 13$. US distillate on the other hand was extremely bid, with cash trading strong... OIL VOLS Oil vols rallied aggressively today as we made new lows in both crudes. WTI vols rallied more

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