nyse liffe commoditiesfiles.ctctcdn.com/cce6335e001/980bb9df-82d3-4037-9676-d... · 2015. 8....
TRANSCRIPT
-
NYSE LIFFE COMMODITIES MONTHLY UPDATE: JUNE 2013
-
NYSE LIFFE COMMODITY DERIVATIVES – PRODUCT RANGE
Softs
Cocoa futures and options
Robusta Coffee futures and options
White Sugar futures and options
Agriculturals
Milling Wheat futures and options
Rapeseed futures and options
Corn futures and options
Feed Wheat futures and options
Malting Barley futures and options
Skimmed Milk Powder futures
2013 ADV is over 90,000 lots
51% 35%
7% 7%
2013 YTD Average Daily Volume (ADV)
Soft Commodity Futures
Agricultural Commodity Futures
Soft Commodity Options
Agricultural CommodityOptions
Annual ADV & OI
0
200,000
400,000
600,000
800,000
1,000,000
1,200,000
1,400,000
1,600,000
0
10,000
20,000
30,000
40,000
50,000
60,000
70,000
80,000
90,000
100,000
2006 2007 2008 2009 2010 2011 2012 2013YTD
Op
en
inte
rest
AD
V
Average Daily Volume
Open Interest
2
-
NYSE LIFFE COCOA
-
September 13 Contract
COCOA FUTURES DAILY SETTLEMENT PRICE
4
Per Tonne
£1,350
£1,400
£1,450
£1,500
£1,550
£1,600
-
COCOA FUTURES DAILY VOLUME & OPEN INTEREST
5
Volume Open Interest
150,000
170,000
190,000
210,000
230,000
250,000
270,000
0
5,000
10,000
15,000
20,000
25,000
30,000
35,000
40,000
45,000
50,000
-
£0
£5
£10
£15
£20
£25
£30
£35
£40
£45
£50
September 13 Contract
COCOA FUTURES INTRA-DAY PRICE RANGE
High: £45
Median: £24
Low: £12
6
-
COCOA FUTURES ARB: NYSE LIFFE-ICE (£/MT) ARB $/£
September 13 Contracts
7
1.49
1.50
1.51
1.52
1.53
1.54
1.55
1.56
1.57
1.58
£1,250
£1,300
£1,350
£1,400
£1,450
£1,500
£1,550
£1,600
NYL Cocoa price
ICE Cocoa price
£/$
-
NYSE LIFFE ROBUSTA COFFEE
-
ROBUSTA COFFEE FUTURES DAILY SETTLEMENT PRICE
9
Per Tonne
September 13 Contract
$1,600
$1,650
$1,700
$1,750
$1,800
$1,850
$1,900
$1,950
-
10
Volume Open Interest
ROBUSTA COFFEE FUTURES DAILY VOLUME & OPEN INTEREST
96,000
98,000
100,000
102,000
104,000
106,000
108,000
110,000
112,000
114,000
116,000
-
5,000
10,000
15,000
20,000
25,000
30,000
35,000
40,000
45,000
-
$0
$10
$20
$30
$40
$50
$60
$70
$80
ROBUSTA COFFEE FUTURES INTRA-DAY PRICE RANGE
11
High: $68
Median: $35
Low: $17
September 13 Contract
-
12
NYSE Liffe September 13 Contract, ICE September 13 Contract
COFFEE ARB: ICE-NYSE LIFFE ($/TONNE)
$2,500
$2,550
$2,600
$2,650
$2,700
$2,750
$2,800
$2,850
$2,900
$2,950
$1,700
$1,800
$1,900
$2,000
$2,100
$2,200
$2,300
$2,400
$2,500
$2,600
$2,700
NYSE Liffe Robusta Coffee
ICE Coffee
-
NYSE LIFFE WHITE SUGAR
-
WHITE SUGAR FUTURES DAILY SETTLEMENT PRICE
14
Per Tonne
October 13 Contract
$445
$450
$455
$460
$465
$470
$475
$480
$485
$490
$495
-
WHITE SUGAR FUTURES DAILY VOLUME & OPEN INTEREST
15
Volume Open Interest
64,000
66,000
68,000
70,000
72,000
74,000
76,000
78,000
80,000
82,000
-
5,000
10,000
15,000
20,000
25,000
30,000
-
$0
$2
$4
$6
$8
$10
$12
$14
$16
$18
$20
WHITE SUGAR FUTURES INTRA-DAY PRICE RANGE
16
High: $17.90 (179 ticks)
Median: $5.60 (56 ticks)
Low: $2.80 (28 ticks)
October 13 Contract
-
WHITE SUGAR PREMIUM: NYSE LIFFE-ICE
17
NYSE Liffe October 13 Contract vs ICE October 13 Contract
Per Tonne
$80.00
$85.00
$90.00
$95.00
$100.00
$105.00
$110.00
$115.00
$120.00
$125.00
$130.00
$300
$350
$400
$450
$500
$550
White Sugar Premium $/tonne
Liffe $/tonne
ICE $/tonne
-
NYSE LIFFE MILLING WHEAT
-
MILLING WHEAT FUTURES DAILY SETTLEMENT PRICE
19
November 13 Contract
Per Tonne
€ 185
€ 190
€ 195
€ 200
€ 205
€ 210
-
MILLING WHEAT FUTURES DAILY VOLUME & OPEN INTEREST
20
Volume Open Interest
150,000
160,000
170,000
180,000
190,000
200,000
210,000
0
5,000
10,000
15,000
20,000
25,000
30,000
-
€ 0
€ 1
€ 2
€ 3
€ 4
€ 5
€ 6
MILLING WHEAT FUTURES INTRA-DAY PRICE MOVEMENT
21
High: €5.00 (20 ticks)
Median: €2.25 (9 ticks)
Low: €1.00 (4 ticks)
November 13 Contract
-
CME WHEAT & NYSE LIFFE MILLING WHEAT FUTURES (€/TONNE)
22
Price €/tonne $/ EUR
NYSE Liffe November 13 Contract vs CME September 13 contract
1.28
1.29
1.30
1.31
1.32
1.33
1.34
1.35
$180
$185
$190
$195
$200
$205
$210
$215
$220
CMENYSE Liffe$/EUR
-
NYSE LIFFE RAPESEED
-
RAPESEED FUTURES DAILY SETTLEMENT PRICE
24
Per Tonne
November 13 Contract
€ 370
€ 380
€ 390
€ 400
€ 410
€ 420
€ 430
€ 440
-
RAPESEED FUTURES DAILY VOLUME & OPEN INTEREST
25
Volume Open Interest
0
10,000
20,000
30,000
40,000
50,000
60,000
70,000
80,000
0
2,000
4,000
6,000
8,000
10,000
12,000
14,000
16,000
18,000
-
RAPESEED FUTURES INTRA-DAY PRICE RANGE
€ 0
€ 1
€ 2
€ 3
€ 4
€ 5
€ 6
€ 7
€ 8
€ 9
26
NYSE Liffe Rapeseed November 13
High: € 8.25 (33 ticks)
Median: € 4.25 (17 ticks)
Low: € 2.00 (8 ticks)
-
RAPESEED: NYSE LIFFE RAPESEED VS. ICE CANOLA
27
Price €/tonne Can$ / EUR
NYSE Liffe Rapeseed November 13 Contract vs ICE Canola November 13 Contract
1.33
1.34
1.34
1.35
1.35
1.36
1.36
1.37
1.37
1.38
1.38
370 €
380 €
390 €
400 €
410 €
420 €
430 €
440 €
NYSE Liffe Rapeseed
ICE Canola
Can $/EUR
-
NYSE LIFFE CORN
-
CORN FUTURES DAILY SETTLEMENT PRICE
29
Per Tonne
NYSE Liffe Corn November 13 Contract
€ 176
€ 178
€ 180
€ 182
€ 184
€ 186
€ 188
€ 190
€ 192
-
CORN FUTURES DAILY VOLUME & OPEN INTEREST
30
Volume Open Interest
18,500
19,000
19,500
20,000
20,500
21,000
21,500
22,000
22,500
23,000
23,500
0
500
1,000
1,500
2,000
2,500
3,000
-
CORN FUTURES INTRA-DAY PRICE RANGE
€ 0
€ 1
€ 2
€ 3
€ 4
€ 5
€ 6
€ 7
€ 8
€ 9
€ 10
31
NYSE Liffe Corn November 13 contract
High: € 9.50 (38 ticks)
Median: € 2.25 (9 ticks)
Low: € 0.50 (2 ticks)
-
CORN: CME & NYSE LIFFE (€/TONNE) Price €/tonne $ /EUR
NYSE Liffe Corn November 13 vs CME Corn December 13
32
1.28
1.29
1.30
1.31
1.32
1.33
1.34
1.35
$150
$155
$160
$165
$170
$175
$180
$185
$190
$195
CME
NYSE Liffe
$/EUR
-
ISV & QUOTE VENDOR CODES
33
Product Bloomberg Reuters CQG Trading
Technologies EasyScreen RTS Stellar
Cocoa Futures Cocoa Options
QCA CT QCA OMON
0#LCC:
0#LCC+
QC QC
C C
LXF:C LXO:C
LFF COA LFF OCOA
XFC XOC
Robusta Coffee Futures
Robusta Coffee Options
DFA CT DFA OMON
0#LRC:
0#LRC+
LRC LRC
RC RC
LXF:RC LXO:RC
LFF COF10 LFFOCOF10
XFRC XORC
White Sugar Futures White Sugar Options
QWA CT QWA OMON
0#LSU:
0#LSU+
QW QW
W W
LXF:W LXO:W
LFF WSG LFFOWSG
XFW XOW
Milling Wheat Futures
Milling Wheat Options
CAA CT CAA OMON
0#BL2:
0#BL2+
PV OBM
yEBM yOBM
PYF:EBM PYO:OBM
FRF EBM FRF OEBM
YFEBM YOOBM
Rapeseed Futures Rapeseed Options
IJACT IJAOMON
0#COM: 0#COM+
PM PM
ECO yOCO
PYF:ECO PYO:OCO
FRF ECO FRFOOCO
YFECO YOOCO
Corn Futures Corn Options
EPACT EPAOMON
0#EMA: 0#EMA+
PZ PZ
yEMA yOMA
PYF:EMA PYO:OMA
FRF EMA FRF OOMA
YFEMA YOEMA
-
nyx.com/commodities
France Nicholas Kennedy Head of Business Development Paris Office +33 1 49 271927 [email protected]
UK Anna Mac Business Analyst London Office +44 (0) 207 379 2133 [email protected]
USA Dayre Lashnits US Commodity Sales Manager Chicago Office +1 312 442 7031 [email protected]
Singapore Stefan Ullrich Business Development Singapore Office +65 6501 4118 [email protected]
Hong Kong Cecelia Zhong Head of Business Development Hong Kong Office +852 3973 6454 [email protected]
CONTACT DETAILS
http://www.nyx.com/commoditiesmailto:[email protected]:[email protected]:[email protected]:[email protected]:[email protected]