Futures

Hot Rolled Futures: Backwardated to the Future

Written by David Feldstein


The following article on the hot rolled coil (HRC) futures markets was written by David Feldstein. As the Flack Global Metals director of risk management, Dave is an active participant in the hot rolled coil (HRC) futures market and we believe he will provide insightful commentary and trading ideas to our readers. Besides writing futures articles for Steel Market Update, Dave produces articles that our readers may find interesting under the heading “The Feldstein” on the Flack Global Markets website www.FlackGlobalMetals.com.

Ferrous Futures have been under some pressure over the past week.  All three curves remain steeply backwardated. 

April LME Turkish scrap futures fall $17.5 to $282.5/t in the past week. 

April LME Turkish Scrap & Curve

April SGX iron futures fell to $83/t with the IODEX printing $84.75/t Wednesday night.  Iron ore’s steep backwardation may be the primary reason US Midwest HRC prices are backwardated. 

April SGX Iron Ore Futures & Curve

April CME Midwest HRC Futures settled at $649/st Wednesday. May settled at $640/st and June settled at $635.  European and Chinese HRC have plateaued at current levels for months while the US price continues to move higher.  Flat rolled imports continue to be a non-factor and the strength in global prices has provided little new opportunities on the import front.  Even if there was an influx of attractive imported tons, there is a three to six month lag time on those orders and data shows service center and OEM inventory levels are relatively low. Demand remains strong and robust across many sectors with a nascent rebound in the energy industry the most intriguing. 

However, if oil prices continue to fall causing the rig count and/or production to reverse course, then expect flat rolled prices to follow suit.  If scrap and/or iron ore prices continue to fall rapidly, this could spook buyers and pressure HRC prices lower as well.  Otherwise, steel industry fundamentals remain strong and the future looks constructive. 

April CME Midwest HRC Futures & Curve

I’ve been watching Q3 and Q4 2017 currently around $610/st and $595/st, respectively. The 6 percent and 10 percent delta below the April futures and spot indexes is intriguing.

David Feldstein, SMU Contributor

David Feldstein

Read more from David Feldstein

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Since June, The US hot-rolled coil (HRC) futures market has been in a rare period of prolonged price stability, closely mirroring the subdued volatility seen in the physical market. Over the past five months, futures have been rangebound, with prices oscillating between a floor near $680 and a ceiling around $800. This tight range, highlighted in the chart, underscores a cautious market environment. The chart below shows the rolling 3rd month CME HRC Future.