BBG Commodity Derivatives

Proprietary information. 2015 Bloomberg L.P. All rights reserved.
COMMODITY IDEA GENERATION
//
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
Commodities &
Commodity
Derivatives
IDEA
GENERATION
NEWS AND RESEARCH p.11

PRICE DISCOVERY p.14
ANALYTICS p.20
VOL ANALYTICS p.28
DERIVATIVE PRICING/RISK MANAGEMENT p.32
ECONOMICS p.7
//
COMMODITIES MARKETS OVERVIEW - p.3
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
TABLE OF CONTENTS
//
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
COMMODITY
MARKETS
OVERVIEW
CPLY<GO>
Give you some context : 5 days chart and current level vs 5yr high-low - and standard deviation to see if a price change has been significant
//
Everything you need to know on commodities and sector wise
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
COMMODITY MARKETS OVERVIEW
CPLY<GO>
Click on any fundamentals to chart as a historical or seasonal chart
//
Screen is interactive : click on any line to display related fundamentals
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
GLCO<GO>
Can display : performance, spreads or average over user-defined periods
//
Spot (mid) prices with % change over various intervals
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
//
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ECONOMICS
ECO<GO>
Find historical charts and Economist Estimates by clicking on release
//
Customise your economic announcement calendar and alerts
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ECONOMICS
ECFC<GO>
Compare countries within regions vs. a specific indicator
//
All Economic Forecasts in one place with ability to chart
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ECONOMICS
ECMI<GO>
Choose a release on the top left corner then add the reaction chart
from the bottom left hand corner
10
//
How do economic releases move the market?
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ECONOMICS
//
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
NEWS
STNI<GO>
12
//
Your one stop shop for scrolling Commodity news stories and
headlines, add in generic or specific filters as well such as OPEC
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
NEWS
RES <GO>
13
//
Consolidate all your Research into one place, search based on topic,
Analyst, Source and others. Also Customizable alerting options
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
NEWS
//
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
PRICE
DISCOVERY
AGGP<GO> BOIL<GO> SEUM<GO> TNKS<GO> etc

15
//
See spot prices for physical commodities at different locations across

the globe.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
PRICE DISCOVERY
CMBQ<GO>
16
//
Your one stop shop for all data related to a commodity future. Historical
prices, Futures prices, freight rates, FX, market statistics
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
PRICE DISCOVERY
CFVL<GO>
17
//
See swap prices on liquid and less liquid underlying and tenors using
Bloomberg Commodity Fair Value curves
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
PRICE DISCOVERY
CARC<GO>
18
//
Analyse arbitrage between different markets by quickly convert unit

and currency using forward rates. Analyse relative cost of carry.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
PRICE DISCOVERY
OMON<GO>
19
//
Monitor prices for any listed option. Display straddles and theoretical
prices using Bloomberg volatility surface when the option hasnt traded.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
PRICE DISCOVERY
//
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ANALYTICS
CRR<GO>
21
//
Rank Commodities composing a Index by various criteria, can also rank

by multiple criteria's with the scatter plot
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ANALYTICS
CPFC<GO>
22
//
Compare/Chart Commodity Price Forecasts with market analysts views

and the average/median forecasts on a quarterly basis.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ANALYTICS
CCRV<GO>
23
//
Compare Commodity Forward curves against other commodities and/or

historical levels
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ANALYTICS
Nymex WTI
Brent-WTI spread
Rolling correlation
HS<GO>
ICE Brent
24
//
Easily chart spreads, compare spread statistics, analyse correlation and

regression factors over a customizable period and range
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ANALYTICS
SEAG<GO>
25
//
Easily analyse seasonality for a commodity, spread or any

economic/statistical data.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ANALYTICS
BTM<GO>
26
//
Monitor Block Trades on any commodity or Exchange (Futures and

options)
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ANALYTICS
OMST<GO>
27
//
Analyse where and what commodity options have traded, rank by

volume, increase/decrease in price or return. Analyse option volume vs
open interest
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
ANALYTICS
//
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
VOL
ANALYTICS
OVDV<GO>
29
//
View volatility surface across tenors and deltas, view as RR/BF or as

Put/Call vols. View current and historical term & smile structure.
Compare the entire volatility surface between two dates or two different
commodities.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
VOL ANALYTICS
GV <GO>
30
//
Chart realised volatility, implied volatility, risk reversals, butterflies, skew

and kurtosis on a historical basis over a customizable range. Compare
their spreads, correlations and ratios. See distribution statistics.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
VOL ANALYTICS
VCA<GO>
31
//
Compare implied volatilities across all asset classes in terms of

implied/realised spreads, skew and term over customizable ranges with
useful statistics
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
VOL ANALYTICS
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
//
DERIVATIVE
PRICING/RISK
MANAGEMENT
OVML<GO>
33
//
Commodity swaps and options pricing tool, option structures are

already built in, price on your chosen source of market data using
market standard pricing models. Completely flexible solving features
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
DERIVATIVE PRICING/RISK MANAGEMENT
OVML<GO>
//
Create strips and customizable fixings on structures being American,

European or Asian . Book to a portfolio, 3rd party risk system and run
risk analysis
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
34
MARS <GO>
//
Multi Asset Risk System. Monitor and generate risk report on your
entire portfolio. Customize what fields you want to see, view multiple
portfolios, set alerts on barriers and customize home currency. See
impact on portfolio valuation of pre-defined or custom built scenarios
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
35
MARS<GO>
//
Run customizable scenario reports on a individual or group of position

or on the entire portfolio. Customize which factors should be
shocked and what outputs are required. Main reports are already
built in
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
36

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Proprietary information. 2015 Bloomberg L.P. All rights reserved.

COMMODITY IDEA GENERATION

NEWS AND RESEARCH p.11

Proprietary information. 2015 Bloomberg L.P. All rights reserved.

COMMODITY IDEA GENERATION

COMMODITIES MARKETS OVERVIEW - p.3

Proprietary information. 2015 Bloomberg L.P. All rights reserved.

COMMODITY IDEA GENERATION

COMMODITY IDEA GENERATION

Everything you need to know on commodities and sector wise

COMMODITY MARKETS OVERVIEW

COMMODITY IDEA GENERATION

Click on any fundamentals to chart as a historical or seasonal chart

Screen is interactive : click on any line to display related fundamentals

COMMODITY MARKETS OVERVIEW

COMMODITY IDEA GENERATION

Can display : performance, spreads or average over user-defined periods

Spot (mid) prices with % change over various intervals

COMMODITY MARKETS OVERVIEW

Proprietary information. 2015 Bloomberg L.P. All rights reserved.

COMMODITY IDEA GENERATION

COMMODITY IDEA GENERATION

Find historical charts and Economist Estimates by clicking on release

Customise your economic announcement calendar and alerts

COMMODITY IDEA GENERATION

Compare countries within regions vs. a specific indicator

All Economic Forecasts in one place with ability to chart

COMMODITY IDEA GENERATION

How do economic releases move the market?

Proprietary information. 2015 Bloomberg L.P. All rights reserved.

COMMODITY IDEA GENERATION

COMMODITY IDEA GENERATION

COMMODITY IDEA GENERATION

Proprietary information. 2015 Bloomberg L.P. All rights reserved.

COMMODITY IDEA GENERATION

AGGP<GO> BOIL<GO> SEUM<GO> TNKS<GO> etc

COMMODITY IDEA GENERATION

See spot prices for physical commodities at different locations across

COMMODITY IDEA GENERATION

COMMODITY IDEA GENERATION

COMMODITY IDEA GENERATION

Analyse arbitrage between different markets by quickly convert unit

COMMODITY IDEA GENERATION

Proprietary information. 2015 Bloomberg L.P. All rights reserved.

COMMODITY IDEA GENERATION

COMMODITY IDEA GENERATION

Rank Commodities composing a Index by various criteria, can also rank

COMMODITY IDEA GENERATION

Compare/Chart Commodity Price Forecasts with market analysts views

COMMODITY IDEA GENERATION

Compare Commodity Forward curves against other commodities and/or

COMMODITY IDEA GENERATION

Easily chart spreads, compare spread statistics, analyse correlation and

COMMODITY IDEA GENERATION

Easily analyse seasonality for a commodity, spread or any

COMMODITY IDEA GENERATION

Monitor Block Trades on any commodity or Exchange (Futures and

COMMODITY IDEA GENERATION

Analyse where and what commodity options have traded, rank by

Proprietary information. 2015 Bloomberg L.P. All rights reserved.

COMMODITY IDEA GENERATION

COMMODITY IDEA GENERATION

View volatility surface across tenors and deltas, view as RR/BF or as

COMMODITY IDEA GENERATION