Oil arbitrage

Discussion in 'Economics' started by Krent Birshner, Apr 20, 2020.

  1. tsfx

    tsfx

    12 usd contango is pretty crazy, yep. I personally haven't seen it before but i wasn't checking it back in 2008. I wonder how bad was it then.

    Front can also be higher than back, for example, back in 2018 summer, front traded pretty strong premium against back.
     
    #21     Apr 20, 2020

  2. But truly how involved it is to do the physical trade, take delivery, store it, insure it, deliver it again in a month or so

    any 1 have info like actual figures or how to obtain such info or key words to search

    i know the empty barrels are not free, lol

    any one know if its feasible to do it with less than 10 contracts? As in supposed you found a storage facility that i assume has all the necessities of storing hazard materials. Is there a minimum amount of barrels storage you need to purchase? Same with transporting them ?
    Can someone get started with lets say 250k? Guaranteed profits if insurance, storage, financing is covered?? Of course assuming contango holds @bone
     
    #22     Apr 20, 2020
    .sigma likes this.

  3. Ya i noticed that whenever oil is higher front month is at a premium and whenever is lower it's at a disocunt

    can you check if this is always the case

    how are you checking so fast? Typijg both symbols in two
    Different charts at and picking the date ?
     
    #23     Apr 20, 2020

  4. Wow, you discovered contango.
     
    #24     Apr 20, 2020
  5. vanzandt

    vanzandt

    It gives a whole new meaning to "aged in charcoal barrels" now doesn't it.

    Hey... it is 4/20. Cut him some slack.
     
    #25     Apr 20, 2020

  6. Here comes the schmuck, my personal and die hard followed everyone meet poopyDeek, he got nothing to do but to follow me, thats how shabby the life he leads. Its ok we forgive you and your sad childhood
     
    #26     Apr 20, 2020

  7. Stay posted behind my ass, thats where people like you belong, in the back, smelling all the shit and followers, typical middle class mind set hahahahaha
     
    #27     Apr 20, 2020
  8. Amun Ra

    Amun Ra

    We're at $10.58 now and still falling.
     
    #28     Apr 20, 2020
  9. S2007S

    S2007S


    I know you are looking at the futures, so then what is the price of a barrel??? Its not $10 a barrel?
     
    #29     Apr 20, 2020
  10. FrankInLa

    FrankInLa

    Why Oil Is $11 a Barrel Now but Three Times That in Autumn
    Many traders are betting that the coronavirus pandemic will run its course and later this year demand for oil will jump
    [​IMG]
    By


    Ryan Dezember

    April 20, 2020 10:25 am ET
    The price for a barrel of West Texas Intermediate crude to be delivered next month fell 40% to $11 in Monday’s trading, the lowest price in two decades. If that barrel were to be delivered to a buyer in November, it would be worth nearly three times as much.

    The unusually large difference in price between oil now and then has traders filling up tankers and setting them adrift. The bet is that the coronavirus pandemic runs its course and later this year demand for oil—and thus its price—will jump.

    Some may have little else to do with their oil other than put it on a boat, given the historic collapse in transportation fuel demand that has accompanied shelter-in-place orders around the world aimed at slowing the spread of the deadly virus. Producers have been running out of places to send crude as refineries choke back their output to match the meager demand for gasoline or jet fuel.

    [​IMG]
    The unusually large difference in price between oil for delivery now and in the future has traders filling up tankers and setting them adrift.PHOTO: JEAN-PAUL PELISSIER/REUTERS

    The price gap widened Monday with expiration of the May futures contract set for Tuesday. The price of oil futures converge with the price of actual barrels of oil as the delivery date of the contracts approach.

    “If you can find storage, you can make good money,” said Reid I’Anson, economist for market-data firm Kpler Inc.

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    Increasingly, traders are looking offshore. Lease rates have soared for very large crude carriers, the 2-million-barrel high-seas behemoths known as VLCCs.

    The average day rate for a VLCC on a six-month contract is about $100,000, up from $29,000 a year ago, according to Jefferies analyst Randy Giveans. Yearlong contracts are about $72,500 a day, compared with $30,500 a year ago. Spot charter rates have risen sixfold, to nearly $150,000 a day.

    Day rates rise as the spread between oil-futures contracts widens. The basic math is that every dollar in the six-month spread equates to an additional $10,000 a day that can be paid for a VLCC over that time without wiping out all the oil-price gains, Mr. Giveans said.

    May delivery futures of Brent crude, the international benchmark typically used to price waterborne oil, ended Friday at $28.08 a barrel. The contract for November delivery settled at $37.17. The $9.09 difference wouldn’t justify a $100,000 day rate, but the record spread of $13.45 reached on March 31 does.

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    At the end of March there were about 109 million barrels of oil stowed at sea, according to Kpler. By Friday it was up to 141 million barrels.

    [​IMG]
    The collapse in current oil prices, combined with the expectations that a lot of economic activity will resume by autumn, has resulted in a market condition called contango—in which prices for a commodity are higher in the future than they are in the present.

    One of the great trades in modern history involved steep contango and a lot of oil tankers. In 1990, Phibro, the oil-trading arm of Salomon Brothers, loaded tankers with cheap crude just before Iraq invaded neighboring Kuwait and crude prices surged. The trade’s architect, Andy Hall, became known for a $100 million payday and bought a century-old castle in Germany.

    Present market conditions have inspired emulators.

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    In the past four weeks, nearly 50 long-term contracts have been signed for VLCCs, Mr. Giveans said. Jefferies has identified more than 30 of them as being intended for storage, usually because they are leased without discharge locations. The coast of South Africa offers popular anchorage since it is relatively equidistant to markets in Asia, Europe and the Americas.

    “We’ve seen more floating-storage contracts signed for 12 months in last three weeks than we’ve seen in the last three years,” Mr. Giveans said.

    Companies that own and operate pipelines and oil-storage facilities could gain as well.

    Consider the difference between Friday’s prices for West Texas Intermediate to be delivered in May, which was $18.27 a barrel, and in May 2021, which closed at $35.52: A $17.25 spread could be locked in by buying contracts for oil to be delivered next month and then selling contracts for delivery a year later.

    ADVERTISEMENT
    Assuming monthly costs for storage owners of 10 cents a barrel—as Bernstein Research analysts did when they ran back-of-the-envelope storage math in a recent note to clients—leaves a profit of $16.05 a barrel.

    Companies don’t usually disclose unused storage capacity, but it is possible that bigger players such as Energy Transfer LP, Enterprise Products Partners LP and Plains All American Pipeline LP could have room for tens of millions of barrels, the Bernstein analysts said.

    The coronavirus pandemic has emptied out cities around the world, causing a historic drop in oil demand just as production was reaching new highs. WSJ explains the oil price bust that could reshape energy markets. Photo Illustration: Carlos Waters/WSJ

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    Write to Ryan Dezember at ryan.dezember@wsj.com

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    #30     Apr 20, 2020