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- AGUSTAAGUSTA
  ·2020-04-20
  [呆住] [呆住] [呆住]
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- AGUSTAAGUSTA
  ·2020-04-20
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  With delivery approaching, US crude oil futures experienced a "margin squeeze" and plummeted.
  纽约商品交易所（NYMEX）原油期货（WTI）5月合约开盘后持续走低，跌至10.77美元/桶。与此同时，6月合约价格维持在20美元/桶以上。原油期货近月合约与次近月合约出现如此巨大的价差，史上罕见。
  With delivery approaching, US crude oil futures experienced a "margin squeeze" and plummeted.
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- AGUSTAAGUSTA
  ·2020-04-17
  [财迷] [财迷] [财迷]
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- AGUSTAAGUSTA
  ·2020-04-15
  [开心] [开心] [开心]
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- AGUSTAAGUSTA
  ·2020-03-19
  [微笑] [微笑] [微笑]
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- AGUSTAAGUSTA
  ·2020-03-12
  [666] [666] [666]
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Meanwhile, the price of the June contract remained above $20 per barrel. Such a huge price difference between the near-month contract and the next-near-month contract for crude oil futures is unprecedented in history.</p><p>Investors familiar with futures trading know that futures trading involves a settlement process; If a contract is not closed before the last trading day, it must proceed to the physical delivery stage. The deliverable asset for crude oil futures on the New York Mercantile Exchange is naturally crude oil (West Texas Intermediate (WTI) light sulfur crude oil). The May WTI crude oil futures contract experienced a \"stampede\" sell-off today, indicating that a large number of long crude oil positions in the market do not want to actually deliver crude oil, but are simply using futures trading to make speculative profits.</p><p><b>Generally speaking, the difference between the prices of futures contracts in different expiration months is not too large. Conventionally, the phenomenon where the price of a far-month contract is higher than that of a near-month contract is called Contango, while the phenomenon where the price of a near-month contract is higher than that of a far-month contract is called Backwardation.</b>Contango indicates how optimistic investors are about long-term contracts, meaning they are optimistic about the future and not about the present. Backwardation indicates that investors are bullish on the present and not optimistic about the long-term market.</p><p><b>The May WTI crude oil contract price was hammered to $11, while the June price remained around $21. This phenomenon is known as \"extremely deep contango\".</b></p><p><b>There are three reasons for the occurrence of \"extremely deep contango\":</b></p><p>1. In the early stages, investors established a large number of speculative long positions in the near-month contract (May WTI), but these long positions did not have real demand for crude oil. Previously, insufficient production cuts led to expectations of crude oil supply exceeding demand. As delivery approached, investors had to cut excess long positions, resulting in a stampede.</p><p>2. We know that there are a large number of funds (ETFs) in the market that track crude oil prices. In order to maintain long-term continuity, these funds have to “roll over” (also known as “roll over”) their futures contracts every month. Both contango and backwardation are disliked by them because they cause tracking errors. Therefore, as speculators increasingly cut their positions, an \"extremely deep contango\" was formed. As a result, the \"crude oil index\" or \"crude oil ETF\" that tracks crude oil prices had to change months ahead of schedule, which exacerbated the selling of May contracts and the buying of June (or later) contracts.</p><p>3. As the price of the May WTI crude oil contract has been hammered, genuine hedgers who use crude oil futures for sell-side hedging are about to face significant losses. Therefore, they will be forced to short the May contract to hedge their physical open positions. This further exacerbated the price decline.</p><p><b>In short, the recent plunge in crude oil futures prices is the result of a stampede by traders amid panic.</b>The trigger for the stampede was that OPEC+'s previous production cuts were less than expected.</p><p>It is reported that OPEC+ has confirmed a two-month first round of production cuts starting May 1, 2020, with a production cut of 9.7 million barrels per day; Production will be reduced by 8 million barrels per day from July 2020 until December; Production will be reduced by 6 million barrels per day from January 2021 until April 2022. Russia and Saudi Arabia each reduced production by 2.5 million barrels per day from a benchmark of 11 million barrels per day. Other countries, meanwhile, reduced production by 23% based on October 2018 output. The United States, Canada, and Brazil will jointly bear the production cut of 3.7 million barrels per day, while other G20 countries will reduce production by 1.3 million barrels per day.</p><p>Even so, given the impact of the pandemic and expectations of a global economic recession, such production cuts will still result in an oversupply of crude oil. The downward trend in oil prices is unlikely to be reversed for the time being. As of press time, WTI crude oil futures for May delivery were trading at $11.39 per barrel, while the June contract was priced at $22.84 per barrel.<img src=\"https://static.tigerbbs.com/2775e5b653b10b719ecea1fe6beba49b\"></p><p><span>Prices of near-month crude oil futures contracts (May) on the New York Mercantile Exchange. Data source: Wind.</span></p><p><img src=\"https://static.tigerbbs.com/391bf7bba8971770fa06e854f67d0c6d\"><span>Price of the nearest month crude oil futures contract (June) on the New York Mercantile Exchange. Data source: Wind.</span></p><p>In addition, it is worth noting that the previous round of crude oil price crashes had a huge impact on international capital markets, and US stocks subsequently experienced a sharp decline that lasted for half a month. Today's US stock market rebound has reached a partial high, while oil prices are shocked again. Will this cause a new round of decline in international capital markets?</p><p>Let's wait and see.</p>","source":"gelonghui_highlight","collect":0,"html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>With delivery approaching, US crude oil futures experienced a \"margin squeeze\" and plummeted.</title>\n<style type=\"text/css\">\na,abbr,acronym,address,applet,article,aside,audio,b,big,blockquote,body,canvas,caption,center,cite,code,dd,del,details,dfn,div,dl,dt,\nem,embed,fieldset,figcaption,figure,footer,form,h1,h2,h3,h4,h5,h6,header,hgroup,html,i,iframe,img,ins,kbd,label,legend,li,mark,menu,nav,\nobject,ol,output,p,pre,q,ruby,s,samp,section,small,span,strike,strong,sub,summary,sup,table,tbody,td,tfoot,th,thead,time,tr,tt,u,ul,var,video{ font:inherit;margin:0;padding:0;vertical-align:baseline;border:0 }\nbody{ font-size:16px; line-height:1.5; color:#999; background:transparent; }\n.wrapper{ overflow:hidden;word-break:break-all;padding:10px; }\nh1,h2{ font-weight:normal; line-height:1.35; margin-bottom:.6em; }\nh3,h4,h5,h6{ line-height:1.35; margin-bottom:1em; }\nh1{ font-size:24px; }\nh2{ font-size:20px; }\nh3{ font-size:18px; }\nh4{ font-size:16px; }\nh5{ font-size:14px; }\nh6{ font-size:12px; }\np,ul,ol,blockquote,dl,table{ margin:1.2em 0; }\nul,ol{ margin-left:2em; }\nul{ list-style:disc; }\nol{ list-style:decimal; }\nli,li p{ margin:10px 0;}\nimg{ max-width:100%;display:block;margin:0 auto 1em; }\nblockquote{ color:#B5B2B1; border-left:3px solid #aaa; padding:1em; }\nstrong,b{font-weight:bold;}\nem,i{font-style:italic;}\ntable{ width:100%;border-collapse:collapse;border-spacing:1px;margin:1em 0;font-size:.9em; }\nth,td{ padding:5px;text-align:left;border:1px solid #aaa; }\nth{ font-weight:bold;background:#5d5d5d; }\n.symbol-link{font-weight:bold;}\n/* header{ border-bottom:1px solid #494756; } */\n.title{ margin:0 0 8px;line-height:1.3;color:#ddd; }\n.meta {color:#5e5c6d;font-size:13px;margin:0 0 .5em; }\na{text-decoration:none; color:#2a4b87;}\n.meta .head { display: inline-block; overflow: hidden}\n.head .h-thumb { width: 30px; height: 30px; margin: 0; padding: 0; border-radius: 50%; float: left;}\n.head .h-content { margin: 0; padding: 0 0 0 9px; float: left;}\n.head .h-name {font-size: 13px; color: #eee; margin: 0;}\n.head .h-time {font-size: 12.5px; color: #7E829C; margin: 0;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\nWith delivery approaching, US crude oil futures experienced a \"margin squeeze\" and plummeted.\n</h2>\n<h4 class=\"meta\">\n<p class=\"head\">\n<strong class=\"h-name small\">格隆汇</strong><span class=\"h-time small\">2020-04-20 22:33</span>\n</p>\n</h4>\n</header>\n<article>\n<p>The May crude oil futures (WTI) contract on the New York Mercantile Exchange (NYMEX) continued to decline after the opening bell, falling to $10.77 per barrel. Meanwhile, the price of the June contract remained above $20 per barrel. Such a huge price difference between the near-month contract and the next-near-month contract for crude oil futures is unprecedented in history.</p><p>Investors familiar with futures trading know that futures trading involves a settlement process; If a contract is not closed before the last trading day, it must proceed to the physical delivery stage. The deliverable asset for crude oil futures on the New York Mercantile Exchange is naturally crude oil (West Texas Intermediate (WTI) light sulfur crude oil). The May WTI crude oil futures contract experienced a \"stampede\" sell-off today, indicating that a large number of long crude oil positions in the market do not want to actually deliver crude oil, but are simply using futures trading to make speculative profits.</p><p><b>Generally speaking, the difference between the prices of futures contracts in different expiration months is not too large. Conventionally, the phenomenon where the price of a far-month contract is higher than that of a near-month contract is called Contango, while the phenomenon where the price of a near-month contract is higher than that of a far-month contract is called Backwardation.</b>Contango indicates how optimistic investors are about long-term contracts, meaning they are optimistic about the future and not about the present. Backwardation indicates that investors are bullish on the present and not optimistic about the long-term market.</p><p><b>The May WTI crude oil contract price was hammered to $11, while the June price remained around $21. This phenomenon is known as \"extremely deep contango\".</b></p><p><b>There are three reasons for the occurrence of \"extremely deep contango\":</b></p><p>1. In the early stages, investors established a large number of speculative long positions in the near-month contract (May WTI), but these long positions did not have real demand for crude oil. Previously, insufficient production cuts led to expectations of crude oil supply exceeding demand. As delivery approached, investors had to cut excess long positions, resulting in a stampede.</p><p>2. We know that there are a large number of funds (ETFs) in the market that track crude oil prices. In order to maintain long-term continuity, these funds have to “roll over” (also known as “roll over”) their futures contracts every month. Both contango and backwardation are disliked by them because they cause tracking errors. Therefore, as speculators increasingly cut their positions, an \"extremely deep contango\" was formed. As a result, the \"crude oil index\" or \"crude oil ETF\" that tracks crude oil prices had to change months ahead of schedule, which exacerbated the selling of May contracts and the buying of June (or later) contracts.</p><p>3. As the price of the May WTI crude oil contract has been hammered, genuine hedgers who use crude oil futures for sell-side hedging are about to face significant losses. Therefore, they will be forced to short the May contract to hedge their physical open positions. This further exacerbated the price decline.</p><p><b>In short, the recent plunge in crude oil futures prices is the result of a stampede by traders amid panic.</b>The trigger for the stampede was that OPEC+'s previous production cuts were less than expected.</p><p>It is reported that OPEC+ has confirmed a two-month first round of production cuts starting May 1, 2020, with a production cut of 9.7 million barrels per day; Production will be reduced by 8 million barrels per day from July 2020 until December; Production will be reduced by 6 million barrels per day from January 2021 until April 2022. Russia and Saudi Arabia each reduced production by 2.5 million barrels per day from a benchmark of 11 million barrels per day. Other countries, meanwhile, reduced production by 23% based on October 2018 output. The United States, Canada, and Brazil will jointly bear the production cut of 3.7 million barrels per day, while other G20 countries will reduce production by 1.3 million barrels per day.</p><p>Even so, given the impact of the pandemic and expectations of a global economic recession, such production cuts will still result in an oversupply of crude oil. The downward trend in oil prices is unlikely to be reversed for the time being. As of press time, WTI crude oil futures for May delivery were trading at $11.39 per barrel, while the June contract was priced at $22.84 per barrel.<img src=\"https://static.tigerbbs.com/2775e5b653b10b719ecea1fe6beba49b\"></p><p><span>Prices of near-month crude oil futures contracts (May) on the New York Mercantile Exchange. Data source: Wind.</span></p><p><img src=\"https://static.tigerbbs.com/391bf7bba8971770fa06e854f67d0c6d\"><span>Price of the nearest month crude oil futures contract (June) on the New York Mercantile Exchange. Data source: Wind.</span></p><p>In addition, it is worth noting that the previous round of crude oil price crashes had a huge impact on international capital markets, and US stocks subsequently experienced a sharp decline that lasted for half a month. Today's US stock market rebound has reached a partial high, while oil prices are shocked again. Will this cause a new round of decline in international capital markets?</p><p>Let's wait and see.</p>\n<div class=\"bt-text\">\n\n\n<p> source：<a href=\"https://www.gelonghui.com/p/366249\">格隆汇</a></p>\n\n\n</div>\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"https://static.tigerbbs.com/aa4a2187b267c2b09c55779e0a8af4ab","relate_stocks":{},"source_url":"https://www.gelonghui.com/p/366249","is_english":false,"share_image_url":"https://static.laohu8.com/6b8fa6424aebe95f6781d04ef17a1852","article_id":"1172202419","content_text":"纽约商品交易所（NYMEX）原油期货（WTI）5月合约开盘后持续走低，跌至10.77美元/桶。与此同时，6月合约价格维持在20美元/桶以上。原油期货近月合约与次近月合约出现如此巨大的价差，史上罕见。\n熟悉期货交易的投资者清楚，期货交易存在交割环节；如在最后交易日前未能平仓的合约，则须进入实物交割环节。而美国纽商所原油期货的交割物，自然就是原油（西德克萨斯轻质含硫原油）。WTI原油期货5月合约今日遭到“踩踏式”抛售，表明了市场上有大量的原油多单持仓者并不想要真正交割原油，只是利用期货交易、赚取投机收益罢了。\n一般而言，不同到期月份的期货合约价格之间，差距不会太大。习惯上把远月合约价格高于近月合约的现象称为Contango，而把近月合约价格高于远月合约的现象称为Backwardation。Contango表明投资者看多远月合约，即看好后市，不看好当下；而Backwardation表明投资者看多当下，不看好长期市场。\n而此次WTI原油5月合约价格被锤到11美元，6月价格维持在21左右，这样的现象被称为“极深的contango”（extremely deep contango）。\n此次出现“极深contango”的原因有三个：\n1 前期投资者在近月合约（5月WTI）上建立了大量投机多仓，而这些多仓并没有真实的原油需求。而此前关于减产的力度不足，导致原油供大于求的预期，交割临近，投资者必须将多余的多仓砍掉，因而出现踩踏；\n2 我们知道，市场上存在大量跟踪原油价格的基金（ETF），而这些基金为了维持长期连续性而不得不每个月进行期货合约的“展期”（也叫“换月”），而无论是contango还是backwardation，都是他们厌恶的，因为会造成跟踪误差。那么，随着投机者砍仓行为的增多，形成了“极深contango”，因而跟踪原油价格的“原油指数”或“原油ETF”不得不提前换月，这加剧了5月合约的抛售，与6月（或更远月份）合约的买入；\n3 由于WTI原油5月合约价格被锤爆，那些利用原油期货进行卖方保值的真实套期保值者，即将面临重大亏损。因而他们将被迫做空5月合约，来对冲自己的实物空仓仓位。这进一步加剧了价格的下跌。\n总之，此次原油期货价格暴跌，是恐慌情绪之下交易者出现踩踏的结果。而踩踏的诱因是此前OPEC+关于减产力度不及预期。\n据悉，OPEC+确认自2020年5月1日起进行为期两个月的首轮减产，减产额度为970万桶/日；自2020年7月起每日减产800万桶至12月；自2021年1月起每日减产600万桶至2022年4月。俄罗斯和沙特以1100万桶/日为基准，各自减少250万桶/日。而其它国家则以2018年10月产量为基准减产23%。美国、加拿大、巴西会共同承担370万桶/日的减产额度，而其它G20国家则每日减少130万桶。\n即便如此，在疫情冲击与全球经济衰退的预期下，这样的减产力度仍然会造成原油供大于求。油价下跌的势头目前暂难扭转。截止发稿时，WTI原油5月期货交投于11.39美元/桶，6月合约价格为22.84美元/桶。\n美国纽商所原油期货近月合约（5月）价格，数据来源：Wind\n美国纽商所原油期货次近月合约（6月）价格，数据来源：Wind\n此外，值得注意的是，此前一轮原油暴跌，为国际资本市场带来巨大的冲击，随后美股出现了持续半个月的惨烈下跌。今日美股反弹已经到达局部高点，而油价冲击又起，这是否会造成国际资本市场新一轮的下行呢？\n让我们静观其变吧。","news_type":1,"symbols_score_info":{}},"isVote":1,"tweetType":1,"viewCount":3684,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"EN","totalScore":0},{"id":926822017,"gmtCreate":1587054809339,"gmtModify":1705302936778,"author":{"id":"3520035050081687","authorId":"3520035050081687","name":"AGUSTA","avatar":"https://static.tigerbbs.com/9ef3e1fb3faf8494cdcae1e3948ba7fe","crmLevel":1,"crmLevelSwitch":0,"followedFlag":false,"authorIdStr":"3520035050081687","idStr":"3520035050081687"},"themes":[],"title":"","htmlText":"[财迷]&nbsp;[财迷]&nbsp;[财迷]&nbsp;","listText":"[财迷]&nbsp;[财迷]&nbsp;[财迷]&nbsp;","text":"[财迷] 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