About this channel
Channel author Mei Mei Gaetz has been an Energy and S&P Index Options Market Maker for 12 years and was Director of Risk at prominent proprietary trading firm for eight years.
This channel provides a unique offer in the carbon emissions derivatives market; aiming to objectively present all the trade information collected by Marex, which tends to be disorganized in the current marketplace.
All Daily Updates are T+1 Basis
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Daily Recap of Options trades and significant Futures trades.
- Daily Update of ATM implied Vol (subjective estimation)
- Daily Update of Exchange Settled ATM Straddles/Vol.
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Bi-Weekly Recap on changes in government policy as well as market conditions in price and volatilities.
Topics covered
- Reginal Greenhouse Gas Initiative (RGGI) Futures
- California Carbon Allowance (CCA) Futures
- European Carbon Emissions Allowance (EUA) Futures