Brent будет падать сильнее чем Light
Мексика либерализовала добычу нефти на своем участке шельфа в Мексиканском заливе с 2015 г., но на это известие сильнее отреагировал падением сорт Брент, почему?
Наверняка потому, что наконец-то начался экспорт нефти из США ( первый танкер на пути в Ю. Корею) и теперь разница между ценой контрактов будет стремиться к паре-тройке процентов как было в давние времена и, возможно, Light станет дороже Brent.
C какой скоростью будет происходить падение и сужение спреда?
Я поприкидывал на недельках — минимум в районе 80 долларов по Бренту, январь-февраль 2015
smart-lab.ru/blog/189801.php
хернст форева ;)
вот еще прогнозы на эту тему
elliottwavegold.com/2014/06/us-oil-elliott-wave-technical-analysis-19th-june-2014/
smart-lab.ru/blog/191763.php#comment2820683
я тут пытался нефтью народ увлечь, а они пассивные какие-то smart-lab.ru/blog/189440.php
а вот нереализовавшаяся Иракская надежда — вовремя хотя перевернулся вниз… smart-lab.ru/blog/188821.php
exante, saxobank, gain capital, AMP Clearing — полно брокеров же реально выводящих на биржу, тикекы правда по разному называются например названия у saxo lcХХ и clХХ
глубина ликвидности очень значительная:
маржинальные требования 3% внутри дня и на парных сделках могут быть снижены до 1.5%
базовый контракт айс — инишал (ГО) около 3 тыс долл, лайт на nymex чуть больше см
Если оперировать понятием плечо — то 33 по лайту и 38 по бренту,
А если их противопроложно открываешь, то ГО резко снижается примерно в 4 раза до 1500$ за ДВА взаимокомпенированных контракта (там своп еще возникает если через ночь)
и комиссия падает с 10 долл до 6 на круг)
в этом случае плечо фактически больше 100, но рискменеджемент это пропусает, типа беттанейтральная позиция…
Надо уже пытаться строить структурные продукты на основе вероятного прогноза ниже 100 но выше 80 к началу 2015
полагаю Вы слегка поспешили —
не вижу сигналов для лонга пока
—
во всех таймфреймах технически падаем пока…
103.8 последняя сделка на ICE кстати
www.theice.com/products/219/data
закрытие будет не не ниже дня…
т.е. на уровнях 103.5-103.6 в переводе на новый контракт можно набираться…
наверное ;)
Brent crude fell to the lowest in 13 months as the International Energy Agency said a supply glut was shielding the market against threats in the Middle East. West Texas Intermediate also declined.
Brent dropped the most in four weeks. The IEA cut projections for demand growth this year and next and estimated that output from the Organization of Petroleum Exporting Countries rose to a five-month high. Libya prepared to export crude from a key port for the first time in a year.
“The IEA report knocked the market pretty hard today,” said Bill Baruch, a senior market strategist at Iitrader.com in Chicago. “Demand worry has really been moving the market. There is really no reason for WTI to push above $100 unless there is a major supply disruption.”
Brent for September settlement dropped $1.66, or 1.6 percent, to $103.02 a barrel on the London-based ICE Futures Europe exchange, the lowest close since July 1, 2013. The volume of all futures traded was about 43 percent above the 100-day average as of 3:26 p.m.
Volume jumped earlier as prices fell below $102.98, the intraday low from Nov. 8. The September Brent contract traded more than 3,100 times from 12:58 p.m. to 1 p.m. In the prior three minutes, 475 lots changed hands, according to exchange data compiled by Bloomberg.
WTI for September delivery decreased 71 cents, or 0.7 percent, to $97.37 a barrel on the New York Mercantile Exchange. Volume was 2.4 percent above the 100-day average. The European benchmark crude was at a premium of $5.65 to WTI, the narrowest since July 24.
Slower Growth
WTI hit an intraday low of $96.81 at 12:59 p.m. as volume jumped. Approximately 4,037 September contracts changed hands in one minute.
Prices were little changed after the American Petroleum Institute said U.S. crude inventories rose 229,000 barrels last week, according to a person familiar with the report. Stockpiles at Cushing, Oklahoma, the delivery point for WTI futures, increased 469,000 barrels. Futures were 76 cents lower at $97.32 in electronic trading at 4:39 p.m.
The Energy Information Administration may report tomorrow that U.S. crude supplies fell 2.05 million barrels last week, according to the median of 10 analyst estimates in a Bloomberg survey.
Libya Exports
Brent also fell as Libya loaded the first oil cargo from the port of Ras Lanuf since it was closed by rebels a year ago. A tanker will soon leave port with 680,000 barrels of crude and head to Italy, Ibrahim Al-Awami, the Oil Ministry’s Director of Measurement, said by phone today from Tripoli.
The Paris-based IEA reduced estimates for global oil demand growth by 180,000 barrels a day in 2014 and by 90,000 barrels in 2015. The annual expansion in fuel consumption slowed to 700,000 barrels a day in the second quarter, the lowest level since early 2012.
“Despite armed conflict in Libya, Iraq and Ukraine, the oil market today looks better supplied than expected, with an oil glut even reported in the Atlantic Basin,” said the agency, which advises 29 nations on energy policy.
In Iraq, OPEC’s second-largest supplier after Saudi Arabia, the political crisis deepened as embattled Prime Minister Nouri al-Maliki refused to hand power to designated successor Haidar al-Abadi. Maliki called Abadi’s appointment by President Fouad Masoum “legally worthless” and defied pressure from some fellow Shiite political figures and U.S. President Barack Obama to step aside.
Iraq Conflict
The U.S. and some Iraqi leaders have blamed Maliki’s divisive policies for the success of the Sunni insurgents, an al-Qaeda offshoot. Obama, who authorized air attacks against Islamic State in northern Iraq over the weekend, has tied expanded U.S. strikes to the formation of a more inclusive government capable of easing sectarian and ethnic divisions.
“None of the geopolitical developments impact short-term supplies,” Amrita Sen, chief oil analyst at consultants Energy Aspects Ltd. in London, said in a report. “Crude inventories are plentiful.”
The U.S. and European Union sanctions against Russia aren’t supporting the oil market because the impact is “questionable” in medium term, the IEA said. Neither set of sanctions will have any tangible near-term impact on oil supplies.
“The market may have expected geopolitical issues to impact production, but the larger issue is the conflict between Russia and Ukraine has had an impact on the Russia economic picture and also on the European economic picture,” said Michael Cohen, an analyst at Barclays Plc in New York. “Both European and Russian demand growth will be impacted by the conflict.”
To contact the reporter on this story: Moming Zhou in New York at mzhou29@bloomberg.net
To contact the editors responsible for this story: David Marino at dmarino4@bloomberg.net Bill Banker
P.S. напоминаю их «september» это наш «август» с экспирой 15.08
1 не все читают по собачьи… о чем там вкратце речь
2 имхо спред схлопнут в новом контракте т.е не факт что дадут заработать