The global energy futures and options markets are ever-moving and ever-evolving. R.J. O’Brien’s exchange memberships provide the security and safety of a central clearinghouse that stands behind your exchange-traded energy contracts. Listed below is a representative sample of the products that we are actively executing and clearing.
Energy Futures and Options
(Listed and OTC-Cleared)
Rely on R.J. O’Brien’s futures market exchange clearing and execution services for your key energy futures trading needs:
- CME Group – Ethanol, Light Sweet Crude, Natural Gas, RBOB Gasoline
- ICE Futures Europe – Brent Crude, Coal, Natural Gas, RBOB Gasoline, WTI Crude
- SGX – Fuel Oil, Gasoil
Energy Execution Services
(Listed and OTC-Cleared)
Crude Oil
- Execution of outrights, spreads, boxes
- Algo-based execution models for boxes, flys, condors, etc.
Refined Products
- RBOB, Heat Oil, Gasoil outrights, flys, spreads, crackboxes, condors
- Algo-based synthetic interexchange spreads (RBBR, etc.)
- Cross-barrel liquidity on OTC-cleared products — Jet, Gasoil, Naphtha,Gasoline, Fuel Oil
Options
- Screen / block execution for Crude Oil and products options
- Assist physical players with inventory hedging through option structures
- Define optimal strategy for off-take floor price hedging
- Execution of gamma hedging strategies
Commodity Index Roll Expertise
- Assist in timing client rolling activities within and outside of the index roll window, depending on market structure
- Cover a wide range of commodity index replicators on the buy-side as well as commodity index desks at leading sell-side institutions
- Help to minimize the P&L impact by utilizing in-house built “MOC” – execution algorithms
Refinery Margins Hedging
- Structure bespoke hedging programs for refiners based on individual refinery yields and conversion factors
- Execution of the entire package as one “number” – monthly, quarterly or yearly strips
Energy Market Insights
RJO produces proprietary and comprehensive daily and weekly energy market analysis and reports that highlight the following:
- Daily energy market analysis along with trading strategies.
- Intra-day analysis of fundamental and technical developments.
- Long-term, strategic view of supply, demand, and inventory trends.
- Technical analysis and reports on open interest, volume and volatility.