Declassified U.S. Government Report on Fukushima: “100% of The Total Spent Fuel Was Released to the Atmosphere from Unit 4”

We reported in 2011 that the International Atomic Energy Commission knew within weeks that Fukushima had melted down … but failed and refused to tell the public.

The same year, we reported in 2011 that the U.S. knew within days of the Fukushima accident that Fukushima had melted down … but failed to tell the public.

We noted in 2012:

The fuel pools and rods at Fukushima appear to have “boiled”, caught fire and/or exploded soon after the earthquake knocked out power systems. See this, this, this, this and this.

TEPCO Admits Fukushima Radiation Leaks Have Spiked Sharply

Just weeks after the completion (and failure) of one supposed 'containment' wall (and as the construction of the "ice wall" begins), TEPCO, the operator of the crippled Fukushima nuclear plant, has admitted that the levels of radioactivity in underground tunnels has risen sharply (4000x last year's levels). As NHKWorld reports, TEPCO officials have stated that they plan to investigate what caused the spike in radiation... yes, that would seem like a good idea.

Playing Chess With Putin

Submitted by Nick Giambruno via InternationalMan.com,

“What’s it like playing chess with Obama?” asks a top aid of Russian president Vladimir Putin.

 

Putin replies, “It’s like playing chess with a pigeon. First it knocks over all the pieces, then it shits on the board, and finally it struts around like it won.”

Now, Putin hasn’t actually said this on record. It’s just a popular joke circulating in Russia.

"Straddle-Up" Goldman's 'Winning' Options Strategy Into Year-End

"Straddle-Up" Goldman's 'Winning' Options Strategy Into Year-End

As 2015 draws to a close, Goldman identifies 15 straddle-buying opportunities on stocks with liquid options, reporting in December. Our studies analyzing historical earnings events show at-the-money straddles are systematically undervalued ahead of the event. Buying straddles ahead of earnings has returned 10% through early December vs. the long term average of 2%.

As Goldman Sachs writes, our studies analyzing historical earnings events show at-the-money straddles are systematically undervalued ahead of the event.

Pages