Major Gold and Silver Moves Brewing Before the Fed: What is the Best Arbitrage Strategy?

Ivan_Gan
12-09 20:00

A significant market movement for gold and silver is anticipated leading up to the Federal Reserve's final meeting of the year.

The market widely expects the Fed to continue cutting interest rates, with some even forecasting another cut in January. However, with the market having already priced in the likely successor to the Fed chair, this meeting is drawing less attention than usual.

The primary source of uncertainty may lie in the differing opinions among the voting members. In the near future, the market is likely to focus more on the statements of the "shadow" Fed chair to predict the future path of rate cuts, potentially making the market less sensitive to Fed meetings until the leadership transition is complete.​

Gold Awaits a Clearer Path for Rate Cuts

Despite strong expectations for a rate cut in December, the price of gold has not reached a new high. This suggests that the gold market is awaiting a more decisive easing signal, such as a faster pace of rate cuts or a new round of quantitative easing (QE). If the post-meeting statements from the Fed have a hawkish tone regarding the rate cut, it is possible that gold prices could face a negative adjustment and return to a consolidation range.​

For this week's gold trading strategy, a small-volume dual-option purchase is recommended, meaning buying both call and put options. This strategy is designed to capitalize on significant price volatility that could result from any unexpectedly positive or negative news from the Fed meeting.

The trading period is about one to two weeks, and a profit can be realized if the price deviates significantly from the current price by about 5% (200 points). The strike prices for the options can be chosen at approximately 200 points above and below the current gold price.

It is advisable to close the position after a week and a half, regardless of whether it is profitable, as holding long option positions for an extended period can lead to significant losses and limited gains; therefore, long-term holding is not recommended.​

Will the Silver Rally Continue?

The phenomenon of silver prices rising while gold prices remain stagnant is characteristic of speculative trading in the precious metals market.

As mentioned in last week's post, the primary driver of silver's value is currently its cross-market arbitrage potential. While it appears to be in high demand, its price will likely stabilize quickly once the price differential disappears, which would require a policy event such as the cancellation of tariffs or a release of silver from strategic reserves. It is currently uncertain whether the speculative rally in silver has ended, but continued participation will likely involve high volatility, so a conservative approach is advised.​

Given the high level of activity in the silver market, one strategy to consider is the cross-market arbitrage between Chinese silver futures and COMEX silver futures.

Due to the current large price gap between the two markets, some traders are attempting to profit by shipping silver from China for delivery overseas, creating an arbitrage opportunity.

When the price of COMEX silver is higher than the price of Chinese silver futures plus shipping and miscellaneous costs, one can short COMEX silver and go long on Chinese silver futures, and vice versa. It is recommended to pay close attention to and observe such strategies to broaden your trading horizons.

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Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.

Comments

  • zookie
    12-09 20:38
    zookie
    Arbitrage strategies can be tricky, mate. Gotta watch those spreads closely! [看涨]
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