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WTI Collapse Continues Into Asia Session

Published 04/28/2020, 03:43 AM
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Overnight WTI collapsed by some 25% in the June contract after the largest oil ETF, USO (NYSE:USO), said it would roll all its positions from the June month, into a strip of maturities out to early 2021. That was after pressure came from its broke, and the exchange. Its total position in the near month contract accounting for an uncomfortably large proportion of total open interest.

Unfortunately, it’s filing yesterday stated that it would roll its total position over in batches, during the next few days. Apart from widening the already galactic contango between the near futures and the rest of the strip – inflicting more pain on ETF investors – telegraphing its intentions has seen more aggressive selling in the WTI June contact this morning. You can’t blame other market participants really if you are long and know that the largest oil ETF is publicly going to sell aggressively today and tomorrow, why hang around? WTI has fallen again by approximately 15% in Asian trading to around $ 10.80 a barrel. The 20 million barrel per day global demand imbalance hangs like the Sword of Damocles over oil markets.

The ongoing travails in oil have taken the gloss off what should have been another positive start for Asia today. Spain and Italy are easing coronavirus lockdowns, as are parts of Australia. New Zealand exited level 4 today, and some states in the USA have also started reopening. Not we note, the epicenters of New York state and California. In America’s case, and others to be fair, that joy may quickly become folly if COVID-19 cases spike again in a wave-2 scenario. With the United States so ideologically divided these days, dead Americans may be the only way the open-for- business-at-any-cost fashionistas may see sense. I hope, of course, I am entirely wrong.

Central Banks and earnings though, will dominate the headlines post the Asian session. The Federal Reserve starts its two-day meeting today after the Bank of Japan announced an increase in bond buying yesterday. The BOJ’s move was expected, and its impact on markets minimal as the theory that central banks should back-stop poor, and sometimes idiotic, investment decisions becomes ever more entrenched in popular capitalist culture. The Federal Reserve is expected to remain unchanged with no changes in its quantitative easing program. Given it has thrown the monetary kitchen sink at financial markets already, waiting for that cash to make its way through the financial system makes complete sense. The ECB on Thursday also meets, and here, we may see some more action. Expect the ECB to lift its bond-buying program from EUR 750 billion to perhaps as high as EUR 1.25 billion. That will be good news for peripheral Europe bond yields but may see the EUR come under pressure.

Earnings season continues at pace this week. This afternoon we have Alphabet (NASDAQ:GOOGL) just before Wall Street opens. Expect both to report decreased earnings for entirely different but related to coronavirus reasons. Facebook (NASDAQ:FB), Apple (NASDAQ:AAPL), Amazon (NASDAQ:AMZN) and Microsoft (NASDAQ:MSFT) all report this week. With much of the recent year’s S&P 500 rallies and market cap concentrated amongst the tech titans, how they are weathering the coronavirus storm, and their outlook will be vital to sustaining the stock market’s recent gains.

Equities Early Gains Fade As Oil Falters

Asia looked set for a bright start after Wall Street followed Asia’s positive session yesterday. The S&P 500 rose 1.50%, the NASDAQ rose 1.10%, and the Dow Jones rose 1.50%. However, with WTO collapsing in Asia today, US indices futures have turned down, and that has dragged Asian markets lower to give the region a mixed look as we head to mid-session.

Mainland China exchanges were underperforming today anyway, with Chinese Banks withdrawing investment products linked to commodity futures and sold to retail investors. These so-called wealth products linked to WTI futures resulted in heavy investor losses last week. The Shanghai Composite is down o.50%, and the CSI 300 is down 0.40%.

The Nikkei 225 has fallen 0.40%, as has the Singapore Straits Times and Jakarta Composite with the Hang Seng slightly higher by 0.35%. The Australian ASX 200 and All Ords are both flat for the day with New Zealand rising 0.70% as the country exits its level-4 lockdown.

Overall, today’s session is somewhat directionless, being dictated by the 0.40% falls in the S&P mini, after-hours futures trading. Assuming no earnings surprises, the weight of positive news should reassert itself once Europe arrives. The WTI sell-off is localized in the front month of the WTI futures, and oils sell-off will be an economic boon for much of the world if the lockdown easings pass without incident.

The US Dollar Gains Modestly In Asia As Equities Sink

The sell-off in oil and equities this morning has been supportive of the US dollar The greenback benefiting from modest haven flows as trouble ferments elsewhere in what is, a lackluster session.

The peak virus trade saw the AUD/USD leap by over 1.0% overnight to 0.6450. Although easing slightly today, AUD.USD still looks poised to ride the global recovery trade and potentially test its 100-day moving average at 0.6600 this week.

A lack of volatility amongst the members of the currency basket, sees USD/CNY maintain its sideways range of the past week, between 7.0800 and 7.1000. the Singapore dollar (SDG) caught the recovery wave last night, with the city-state having a massive beta to a global recovery. USD/SGD sank 0.50% to 1.4190 overnight, and now sits just above its 50-day moving average at 1.4170. Should the peak-virus trade continue to gather momentum, the SGD stand poised to benefit more than most, along with the MYR amongst regional currencies.

The return of the British Prime Minister Boris Johnson to work yesterday, having recovered from COVID-19, seems to have inspired a ‘Boris bounce” in the Pound. GBP/USD rose against the Euro and the dollar overnight, GBP/USD climbing 0.50% to 1.2430. Further gains through 1.2500 will be challenging though, with Brexit, and the COVID-19 recession hanging over Britain. Financial markets will need to see concrete progress on controlling COVID-19 and a lockdown exit plan to give the Pound new momentum.

WTI Plummets 15% In Asia Following An Overnight 25% Collapse

The headline says it all. With the USO ETF due to continuing selling down its June WTI position for the rest of the week, nobody else who needs to, or wants to sell, is hanging around and waiting for them to do so. That is an entirely sensible self-preservation strategy with the ability to stay alive trading oil markets in short supply these past two weeks.

The futures contango is now extremely steep with an inter-month roll likely costing nearly 25% now. WTI’s issues though are very much concentrated in the June futures and not the back months, exacerbated by a lack of storage at the Cushing Oklahoma Hub where the futures are delivered. That is not to say that oil, in general, as an industry, is not in a world of pain. It most certainly is, and black gold deservedly looks like black mold in the current macro-economic situation. It is important though, not to confuse fun and games in the June WTI futures with the industry as a whole. It’s terrible out there, but not as bad as the May, and June WTI futures would have us all believe. Winter is coming for US Shale Canadian tar sands though.

With WTI falling to below $11.00 a barrel in Asia, Brent crude has also suffered by association, falling by 2.50% to $19.80 a barrel today. Brent crude has now fallen around 10% over the past two sessions. The April low at $17.30 a barrel is the next obvious target as we edge below the $20.00 mark. However, with so much armageddon scenarios built into Brent prices at these levels, being to uber bearish is a dangerous thing. It would not surprise me in the least if $17.30 held again and we saw a short squeeze back to $25.00 a barrel. That doesn’t mean I think the worst is over; I frankly do not have that answer. Nor will the 20 million barrel a day supply/demand imbalance magically disappear. But much of that may already be priced into Brent crude for now.

Gold Falls In Asia As US Dollar Strengthens

Gold fell 1.0% overnight as equities strengthened, and the US dollar weakened. Today, it has dropped another 1.0% to $1697.00 an ounce as equities weakened, and the US dollar strengthened. If any of my readers can make sense of that, I would love to hear your thoughts!

Gold has fallen around $20 an ounce this week, leaving it at the bottom of its one-week range, but still comfortably tucked into its wider $1640.00 to $1740.00 long-term range. Gold’s inability to rally over the past three sessions, despite equities, yields and the US dollar moving higher and lower in that time, suggests to me that its one-month rally could have run its course.

Gold has support at $1680.00, $1662.00 and then $1640.00 an ounce. I suspect the momentum is not there to test the lowest boundary seriously. But golds inability to sustain gains in any market condition lately implies we will see more tests lower in the short-term.

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