SGX: Rising Supply Concentration Risk in Iron Ore
OREANDA-NEWS. January 27, 2016. Brazilian federal court ordered the suspension of activities at Vale SA’s Tubar?o port. The suspension order was made as part of a police investigation until concerns around pollution, arising from the iron ore and coal docks, are fixed. Last year, it is estimated that Vale’s iron ore shipments from the port exceeded 100 million tonnes, around 8% of the total seaborne iron ore market. Any sustained closure of the port could therefore have a material impact on seaborne iron ore supply-demand dynamics. Vale noted that the ban would prevent exports of around 200,000 tonnes every day that port activities remained closed. In November 2015, Samarco – a joint venture between Vale and BHP Billiton – suspended activities following a tailings dam collapse, killing at least 17 people (Samarco operations remain closed).
Increasing supply concentration risk in the seaborne market
In an environment of abundant supply growth in recent years, shorter-term price fluctuations had arguably been more heavily impacted by demand factors, driven largely by the Chinese steel industry. However, this period of strong production growth among the major international iron ore miners, and relatively limited supply disruption, has somewhat masked the growing supply concentration risk in the seaborne iron ore market.
Australia and Brazil have increased seaborne market share in recent years, a trend which is expected to continue (see exhibit 1). Meanwhile, seaborne supply has also increased market share within China’s steel industry, relative to domestic Chinese iron ore supply (see exhibit 2), and the Chinese steel industry has become ever more reliant on imports as a result. With increasing supply concentration from Australia and Brazil, any unexpected supply disruptions from either of these two regions alone will have an increasingly significant bearing on global iron ore pricing.
SGX forward curve best reflects sentiment changes
On Friday 22 January, the first day following suspension of activities at Tubar?o, the benchmark TSI 62% Fe spot price rose 2% to US\\$41.30. The SGX forward curve on average rose 3%. The front-end of the forward curve saw a slightly higher increase (with 2016 contract months rising 3.8% on average) in light of the nearer-term impact of any sustained supply disruption out of Brazil.
The SGX iron ore forward curve represents pricing for a clear majority of iron ore derivative open interest globally. Following volume growth at a CAGR of 135% over the past six years, and unbroken liquidity across all contract months up to four years forward, the SGX iron ore forward curve has become an increasingly useful and relevant tool for market participants to assess future price expectations and investor positioning in the seaborne iron ore market.
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