#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...

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...

1,217 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...

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...

Sign up for your FREE
Commodity Market Essentials package and discounts on training (see more options).