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    Цитата Сообщение от orientt Посмотреть сообщение
    обоснование? :)
    А что обоснование, сахара много Тайланд, Бразилия, Индонезия. На этанол не пойдет. Тут все от спроса и предложения, как себя поведут производители при таких ценах. Коррекция вверх возможно, не отрицаю. Но проще продать после этой самой коррекции, если и будет. Мое вью, сам может вошел бы и в коррекцию ап, но пока не вижу ее образования.
    Да и статистика тухленькая вышла 50 на 50 )
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    Заметил любопытную статистику по свиньям.

    Как мы видим февраль дороже спота на 5 долларов, апрель на 11, май на 18 и июнь на 20. Для упрощения скажем в каждом месяце 20 дней. Во время экспирации фьючерса его цена должна ровняться цене спота. Допустим, цена спота остается все время прежней. Тогда можно высчитать среднюю “скорость” движения каждого контракта, к цене спота, так чтобы во время экспирации контракт ровнялся споту.

    До экспирации февраля 1 месяц(20 дней). 5/20 = 0.25
    До экспирации апреля 3 месяц(60 дней). 11/60 = 0.18
    До экспирации мая 4 месяц(80 дней). 18/80 = 0.225
    До экспирации июня 5 месяцев(100 дней). 20/100 = 0.2

    Получается что февраль должен падать быстрей всех а апрель медленней. То есть при выборе спреда можно продавать февраль и покупать апрель.
    Как вы думаете в этом есть смысл?
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    Это больше вопрос к торговле опционами. Реальная тета и расчетная. Есть те, кто на этом делают вполне успешный арбитраж. Хотя это очень упрощенно.
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    Цитата Сообщение от orientt Посмотреть сообщение
    обоснование? :)
    Приближается сезон начала поставок из Бразилии сахара нового урожая, либо сырца... В феврале-марте обычно начинается медвежье давление. Но до начала февраля обычно бывает краткосрочный всплеск из-за дифицита...Этот всплеск обычно просходит с 15-20 января. Кроме того, сах. заводы в США также начинают сезон поставок сахара из свеклы (после переработки сырья). Все это начнет оказывать давление в феврале-марте и далее. Правда год от года бывают проблемы в портах Бразилии, либо логистические. Из-за этого сезонность может плюс минус сдвигаться в диапозоне аж до 1 месяца.
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    Цитата Сообщение от Market_Outsider Посмотреть сообщение
    Здравствуйте!

    Кто-нибудь из форумчан использовал применительно к торговле спредами платформу CTS T4?
    Как она в сравнении с CQG? Присутствует ли пониженная маржа по спредам?

    Цена за базовую версию CTS T4 равна цене CQG trader (25$)
    Плюс, я так понимаю, что доп. комиссия за сделки (применительно к спредам) такая же
    http://www.ctsfutures.com/t4_version.aspx

    Спасибо!
    На Т4 хорошие графики, для выставления и модификации ордеров удобнее чем CQG Trader, есть лента. Единственный минус, там может быть маржа больше в два раза чем биржевая. Но клиринг будет все равно по биржевой марже. Бывает также, маржа в Т4 в два раза ниже чем биржевая. Например спреды канзасской пшеницы Т4 показывает маржу 350 долл, при том как биржевая - 625 долл. Если Вы не планируете превышать биржевую маржу в 35% от депозита, то на Т4 вполне можно вписаться.
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    изуродовали все на usda. Где теперь weekly export sales искать не подскажете?
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    This summary is based on reports from exporters for the period December 27, 2013 – January 2, 2014.

    Wheat: Net sales of 110,800 MT--a marketing-year low--for delivery during the 2013/2014 marketing year were down 55 percent from the previous week and 76 percent from the prior 4-week average. Increases were reported for the Philippines (62,200 MT, including 45,000 MT switched from unknown destinations), Italy (31,500 MT), Brazil (30,000 MT, including 25,000 MT switched from unknown destinations), Japan (21,700 MT), and Mexico (11,400 MT). Decreases were reported for unknown destinations (60,000 MT). Net sales of 184,000 MT for 2014/2015 were reported for unknown destinations (160,000 MT) and China (24,000 MT). Exports of 436,500 MT were up 55 percent from the previous week and 4 percent from the prior 4-week average. The primary destinations were the Philippines (108,400 MT), Japan (98,800 MT), Taiwan (57,100 MT), Brazil (55,000 MT), and Italy (31,900 MT).

    Optional Origin Sales: For 2013/2014, outstanding optional origin sales total 51,000 MT, and are for Italy (30,000 MT) and Algeria (21,000 MT).

    Exports for Own Account: For 2013/2014, new exports for own account totaling 2,400 MT were reported to Belgium-Luxembourg. The current exports for own account balance is 57,900 MT, and is for Italy (47,100 MT) and Belgium-Luxembourg (10,800 MT).

    Corn: Net sales of 155,300 MT for 2013/2014 were up 1 percent from the previous week, but down 79 percent from the prior 4-week average. Increases were reported for Japan (100,200 MT, including 63,900 MT switched from China and 35,300 MT switched from unknown destinations), Mexico (70,700 MT), South Korea (55,000 MT, switched from China) and China (6,100 MT). Decreases were reported for unknown destinations (88,300 MT). Exports of 603,300 MT were down 29 percent from the previous week and 34 percent from the prior 4-week average. The primary destinations were Japan (160,200 MT), China (155,600 MT), Mexico (151,000 MT), Saudi Arabia (63,100 MT), and Colombia (36,300 MT).

    Optional Origin Sales: For 2013/2014, options were exercised to export 70,900 MT to Mexico from the United States. Outstanding optional origin sales total 55,000 MT, all South Korea.

    Export Adjustments: Accumulated exports to China were adjusted down 51,373 MT for week ending December 5, 2013. Japan is the new destination for these shipments and is included in this week’s report.

    Barley: Net sales of 1,000 MT were reported for Taiwan. Exports of 800 MT were to Japan (400 MT) and Taiwan (400 MT).

    Sorghum: Net sales of 600 MT for 2013/2014--a marketing-year low--were reported for Mexico. Exports of 7,900 MT were to Mexico (6,300 MT) and China (1,600 MT).

    Optional Origin Sales: For 2013/2014, outstanding optional origin sales total 60,000 MT, all China.

    Rice: Net sales of 91,900 MT for 2013/2014 were up 5 percent from the previous week and 59 percent from the prior 4-week average. Increases were reported for Mexico (37,000 MT), Canada (35,000 MT), Taiwan (13,500 MT), Nicaragua (8,300 MT, including 8,000 MT switched from unknown destinations), and Australia (1,500 MT). Decreases were reported for unknown destinations (8,000 MT). Exports of 82,600 MT were down 44 percent from the previous week, but up 4 percent from the prior 4-week average. The primary destinations were Turkey (31,800 MT), Japan (24,500 MT), Mexico (10,400 MT), Nicaragua (8,300 MT), and Canada (2,700 MT).

    Soybeans:: Net sales of 155,500 MT--a marketing-year low--for 2013/2014 were down 84 percent from the previous week and 80 percent from the prior 4-week average. Increases were reported for China (387,900 MT, including 299,800 MT switched from unknown destinations and decreases of 49,200 MT), the Netherlands (65,300 MT, including 70,000 MT switched from unknown destinations and decreases of 4,700 MT), Tunisia (30,000 MT), Indonesia (22,900 MT), and Japan (15,500 MT, including 14,000 MT switched from unknown destinations and decreases of 400 MT). Decreases were reported for unknown destinations (394,800 MT), Singapore (8,900 MT), and Mexico (5,000 MT). Exports of 1,675,300 MT were up 10 percent from the previous week and 9 percent from the prior 4-week average. The primary destinations were China (1,217,800 MT), Thailand (73,400 MT), Saudi Arabia (72,600 MT), the Netherlands (65,300 MT), and Mexico (51,300 MT).

    Optional Origin Sales: For 2013/2014, outstanding optional origin sales total 280,000 MT, all China.

    Soybean Cake and Meal: Net sales of 62,800 MT--a marketing-year low--for 2013/2014 resulted as increases for Venezuela (35,700 MT), Syria (29,600 MT, switched from unknown destinations), Turkey (25,400 MT, including 14,000 MT switched from China and 10,400 MT switched from unknown destinations and decreases of 400 MT), Denmark (25,000 MT, switched from unknown destinations), and Morocco (15,000 MT), were partially offset by decreases for unknown destinations (89,000 MT), China (14,000 MT), and Colombia (7,300 MT). Exports of 341,900 MT were up 46 percent from the previous week and 22 percent from the prior 4-week average. The primary destinations were Denmark (49,000 MT), Egypt (41,200 MT), Venezuela (29,700 MT), Syria (29,600 MT), and Spain (28,000 MT).

    Soybean Oil: Net sales of 33,600 MT for 2013/2014 were primarily for China (35,000 MT, switched from unknown destinations), Egypt (9,000 MT, switched from India), Peru (5,200 MT), and Nicaragua (2,500 MT). Decreases were reported for India (20,000 MT). Exports of 3,500 MT were down 90 percent from the previous week and 87 percent from the prior 4-week average. The primary destinations were Mexico (2,700 MT), Canada (500 MT), and Panama (100 MT).

    Export Adjustments: Accumulated exports to Panama were adjusted down 41,981MT for week ending December 26, 2013. Previously reported sales and exports to Panama were inadvertently reported as pounds.

    Cotton: Net Upland sales of 68,100 RB for 2013/2014 were down 21 percent from the previous week and 62 percent from the prior 4-week average. Increases were reported for Turkey (16,300 RB), Taiwan (15,000 RB), Pakistan (12,900 RB), South Korea (4,800 RB), and China (4,500 RB). Decreases were reported for Japan (300 RB). Exports of 211,300 RB were up 48 percent from the previous week and 37 percent from the prior 4-week average. The primary destinations were Turkey (46,200 RB), China (35,400 RB), Vietnam (32,700 RB), Thailand (17,800 RB), and Mexico (15,700 RB). Net American Pima sales of 8,200 RB for 2013/2014 were up noticeably from the previous week and 59 percent from the prior 4-week average. Increases were reported for China (2,500 RB), Egypt (2,200 RB), Peru (2,000 RB), and Bangladesh (500 RB). Decreases were reported for Japan (300 RB). Exports of 15,800 RB were primarily to China (10,000 RB), India (3,000 RB), Pakistan (800 RB), and Thailand (600 RB).

    Optional Origin Sales: For 2013/2014, options were exercised to export 200 RB to Italy from the United States, switched from unknown destinations. Outstanding optional origin sales total 17,100 RB, and are for Thailand (9,300 RB), South Korea (4,600 RB), unknown destinations (2,900 RB), and Vietnam (300 RB).

    Exports for Own Account: For 2013/2014, the current exports for own account balance is 53,400 RB, and is for China (53,000 RB) and Vietnam (400 RB).

    Hides and Skins: Net sales for the 2014 marketing year (which began Jan. 1) were 233,400 pieces, all whole cattle hides. The major buyers of whole cattle hides were China (132,300 pieces), South Korea (54,300 pieces), and Taiwan (41,200 pieces). Sales of 2,709,400 pieces, including whole cattle hides of 2,658,700 pieces were outstanding on Dec. 31 and carried over to the 2014 marketing year. Exports of 357,500 pieces--all whole cattle hides--were reported for Dec. 27-31, with the primary destinations of China (230,200 pieces), South Korea (97,600 pieces), and Taiwan (8,800 pieces). Accumulated exports of hides and skins for 2013 were 23,713,700 pieces, down 3 percent from the prior year’s total of 24,334,400 pieces. Exports for Jan. 1-2 totaled 43,300 pieces, with whole hide exports totaling 40,500 pieces. Hides and skins exports were to China (25,000 pieces), South Korea (9,800 pieces), Thailand (2,000 pieces), Japan (1,900 pieces), and Hong Kong (1,800 pieces).

    Net sales of wet blues for the 2014 marketing year (which began Jan. 1) totaled 11,500 hides. The main buyers were Miguel (13,000 grain splits) and Mexico (4,800 grain splits). Decreases were reported for Italy (6,000 unspit), South Korea (200 unspit), and China (100 unsplit). A total of 245,300 hides were outstanding on Dec. 31 and carried over to the 2014 marketing year. Exports of 112,100 hides were reported for Dec. 27-31, with the primary destinations of Vietnam (29,300 unsplit), Italy (25,300 unsplit), and China (21,500 unsplit and 4,000 grain splits). Accumulated exports of wet blues totaled 6,982,800 hides, were up 6 percent from the 6,584,800 hides exported during the 2012 marketing year. Exports for Jan 1-3 were 4,600 hides with the destinations to Thailand (2,400 unsplit) and South Korea (2,200 unsplit). Net sales of splits totaled 2,300 pounds for Dec. 27–31 were for South Korea. Total sales of 1,067,000 pounds were outstanding on Dec. 31 and carried over to the 2014 marketing year. Exports of splits totaling 74,500 pounds were reported for Dec. 27-31 to South Korea. Accumulated exports of splits totaled 29,949,200 pounds, down 10 percent from the prior year’s total of 33,111,800 pounds. Exports for the period of Jan 1-2 totaled 190,200 pounds and were reported to South Korea (110,300 pounds) and China (79,900 pounds).

    Beef: Net sales of 5,800 MT for the 2014 marketing year (which began Jan. 1) were primarily for Hong Kong (2,600 MT), Japan (1,100 MT), Canada (600 MT), and Taiwan (500 MT). Exports of 2,300 MT were mainly for Hong Kong (600 MT), South Korea (600 MT), and Japan (400 MT). Net sales of 600 MT for Dec. 27-31 resulted as increases for Mexico (500 MT), South Korea (400 MT), Canada (300 MT), and Taiwan (100 MT), were partially offset by decreases for Japan (600 MT). A total of 30,600 MT were outstanding on Dec. 31 and carried over to the 2014 marketing year. Exports of 8,700 MT were for Dec. 27-31, were for Japan (2,000 MT), South Korea (1,900 MT), and Mexico (1,800 MT). Accumulated exports for 2013 of 695,000 MT were down 5 percent from the 731,800 MT exported during the previous year.

    Pork: Net sales of 21,100 MT for the 2014 marketing year (which began Jan. 1) were primarily for Mexico (6,300 MT), South Korea (4,800 MT), Canada (2,300 MT), and Australia (2,100 MT). Exports of 1,900 MT were mainly for Japan (700 MT), Mexico (500 MT), and South Korea (200 MT). Net sales of 1,100 MT for Dec. 27-31 were for Mexico (700 MT), Japan (300 MT), and Honduras (100 MT). A total of 24,200 MT were outstanding on Dec. 31 and carried over to the 2014 marketing year. Exports of 6,500 MT were for Dec. 27-31, were for Mexico (2,700 MT), Japan (1,100 MT), and South Korea (700 MT). Accumulated exports for 2013 of 382,300 MT were reported during the year.

    January 9, 2014

    ВОТ такие вот делЫ)) продажи сои совсем упали... Да и вообще по зерновым - все упало и пшеница и корн...Продажи хлопка также слабые - ЭТО Гуудд!
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    Цитата Сообщение от TOROS Посмотреть сообщение
    изуродовали все на usda. Где теперь weekly export sales искать не подскажете?
    не изуродовали а "Реорганизовали"
    http://apps.fas.usda.gov/export-sales/highlite.htm
    http://apps.fas.usda.gov/export-sales/complete.htm
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    Приближается сезон начала поставок из Бразилии сахара нового урожая, либо сырца... В феврале-марте обычно начинается медвежье давление. Но до начала февраля обычно бывает краткосрочный всплеск из-за дифицита...Этот всплеск обычно просходит с 15-20 января. Кроме того, сах. заводы в США также начинают сезон поставок сахара из свеклы (после переработки сырья). Все это начнет оказывать давление в феврале-марте и далее. Правда год от года бывают проблемы в портах Бразилии, либо логистические. Из-за этого сезонность может плюс минус сдвигаться в диапозоне аж до 1 месяца.
    именно о коррекционном росте до конца января я и говорю :)
    правда объемы снизу пока слабоваты, пока в режиме наблюдения
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    а что на медный спрэд такая маленькая маржа 130-150 долларов?
    Медный h14:n14 собирается вниз рвануть. буду брать.

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