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Implied spot price from current futures contracts

Owned by: Matthew Keir Matthew Keir

Shared: 11 Jun 2019
4 reports
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The implied spot price for the remainder of the contract period is derived from the bid-ask spread (blue area) and trade (the red line) within the current contract periods (quarterly and monthly) at Otahuhu and Benmore.

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Current calendar quarter and custom parameters

Added: 07 Jun 2019
519
7 adds 7 dashboard adds

Date: Current calendar quarter

Location: Otahuhu Commodity type: Base Duration: Quarterly

This report derives the implied spot price for the remainder of a futures contract period from the bid-ask spread and trade within the contract period. A contract trade above the average spot price to-date indicates a market expectation that spot prices for the remainder of the contract will be higher (or vice versa).

Current calendar quarter and custom parameters

Added: 07 Jun 2019
486
5 adds 5 dashboard adds

Date: Current calendar quarter

Location: Benmore Commodity type: Base Duration: Quarterly

This report derives the implied spot price for the remainder of a futures contract period from the bid-ask spread and trade within the contract period. A contract trade above the average spot price to-date indicates a market expectation that spot prices for the remainder of the contract will be higher (or vice versa).

Current month and custom parameters

Added: 07 Jun 2019
473
5 adds 5 dashboard adds

Date: Current month

Location: Otahuhu Commodity type: Base Duration: Monthly

This report derives the implied spot price for the remainder of a futures contract period from the bid-ask spread and trade within the contract period. A contract trade above the average spot price to-date indicates a market expectation that spot prices for the remainder of the contract will be higher (or vice versa).

Current month and custom parameters

Added: 07 Jun 2019
447
4 adds 4 dashboard adds

Date: Current month

Location: Benmore Commodity type: Base Duration: Monthly

This report derives the implied spot price for the remainder of a futures contract period from the bid-ask spread and trade within the contract period. A contract trade above the average spot price to-date indicates a market expectation that spot prices for the remainder of the contract will be higher (or vice versa).

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