#contango

Nov 15, 20227 min read

End of an Era: Coffee Market Back in Carry

The current Z/H #calendarspread has been inverted for an entire year (November 2021) and today, it touched a low of -2.6c and is...

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Feb 1, 20227 min read

Coffee Calendar Spreads are On Fire

Yesterday, #Arabica #certifiedstocks dropped an impressive 70k and the #calendarspreads are going bananas. Calendar spreads in Arabica...

1,224 views0 comments

Jul 27, 20213 min read

Volatility and Inversion in the Calendar Spreads

The #Arabica #coffeemarket was inverted by 5 bps in N22/U22 as of 7:18am. This is VERY unusual. I'm not trying to be alarmist here, I...

678 views0 comments

Jul 9, 20214 min read

Squeeze in Robusta Spills into Arabica

(Edit: An earlier version of this article erroneously quoted the MiFiD position limits rather than the ICE Eur Delivery Limits. This has...

484 views0 comments

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