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Сахар: итоги дня ( ISBК2-ISBH3)

дата публикации: 2012-02-28 12:02:00

 
ICE Futures U.S. Sugar No.11 Contract
 
 
 
 
Settlement (cUS$/lb)
Open High Low Last
Volume *
O/I
Life High
Life Low
Mar'12
26.50
0.31
 
26.23
26.78
26.19
26.50
21,559
40,537
30.60
13.67
May'12
25.55
0.33
 
25.22
25.81
25.22
25.57
67,148
238,144
28.53
14.25
Jul'12
24.54
0.24
 
24.21
24.81
24.21
24.53
38,665
199,056
27.03
14.41
Oct'12
24.43
0.06
 
24.37
24.69
24.35
24.42
19,640
93,736
26.04
14.31
Mar'13
24.86
0.01
 
24.85
25.13
24.82
24.85
12,301
71,639
25.39
14.70
May'13
24.26
-0.10
 
24.36
24.48
24.27
24.29
2,067
12,362
24.75
14.55
Jul'13
23.96
-0.16
 
24.12
24.18
24.00
24.00
673
16,702
24.60
15.02
Oct'13
24.06
-0.17
 
24.13
24.26
24.10
24.10
572
16,476
24.53
16.15
Mar'14
24.17
-0.16
 
24.23
24.39
24.20
24.22
339
12,170
24.45
20.43
May'14
23.92
-0.14
 
23.96
24.10
23.95
23.97
38
3,987
24.10
20.30
Jul'14
23.71
-0.13
 
23.72
23.86
23.71
23.77
27
3,989
23.86
20.84
Oct'14
23.65
-0.13
 
23.63
23.76
23.61
23.71
9
1,644
23.78
22.08
Total
 
163,038
710,442
 
 
 
Technical Indicators (Mar'12)
 
 
ICE U.S. Sugar No.11 - Spreads
 
Moving Average
10 days =
25.23
RSI
9 days =
83.10
Mar'12/ May'12
 
0.95
Oct'12/ Mar'13
(0.43)
20 days =
24.67
14 days =
74.54
Mar'12/ Jul'12
 
1.96
Oct'12/ May'13
0.17
Bollinger Bands
Upper
Mid
Lower
Mar'12/ Oct'12
 
2.07
Mar'13/ May'13
0.60
26.35        
24.67
22.99
Mar'12/ Mar'13
 
1.64
Mar'13/ Jul'13
0.90
CFTC - ICE U.S. (Futures and Options position)
 
May'12/ Jul'12
 
1.01
May'13/ Jul'13
0.30
May'12/ Oct'12
 
1.12
May'13/ Oct'13
0.20
Funds/Specs net position as of 21-Feb
55,891
May12/ Mar'13
 
0.71
Jul'13/ Oct'13
(0.10)
Index Funds net position as of 21-Feb
238,803
Jul'12/ Mar'13
 
(0.32)
Jul'13/ Mar'14
(0.21)
 
 
NYSE.LIFFE White Sugar Futures Contract
 
 
 
Settlement (US$/mt)
Open High Low Volume
Open Interest
Life High
Life Low
May'12
671.10
9.70
 
665.70
672.00
664.30
2,727
25,302
42%
823.70
564.20
Aug'12
648.00
10.50
 
641.60
648.70
641.50
1,570
19,226
32%
774.20
481.50
Oct'12
639.30
10.90
 
633.00
639.30
632.50
732
8,264
14%
761.80
533.60
Dec'12
638.20
8.90
 
632.30
638.10
632.30
142
2,630
4%
737.30
558.90
Mar'13
639.10
6.50
 
634.00
638.00
634.00
92
4,207
7%
712.30
588.90
May'13
634.60
7.60
 
629.00
631.00
628.10
24
206
0%
681.20
588.10
Aug'13
627.90
7.90
 
621.00
626.00
621.00
61
60
0%
661.30
585.00
Oct'13
627.90
7.90
 
 
 
 
 
0
0%
662.30
600.10
Total*
5,348
59,895
 
 
 
NYSE.LIFFE White Sugar - Spreads
 
 
White Sugar Premium
 
May'12 / Aug'12 23.10
Aug'12 / Oct'12
8.70
May'12 / May'12
104.00
Dec'12 / Mar'13
85.50
May'12 / Oct'12 31.80
Oct'12 / Dec'12
1.10
Aug'12 / Jul'12
102.75
Mar'13 / Mar'13
86.25
May'12 / Dec'12 32.90
Dec'12 / Mar'13
(0.90)
Oct'12 / Oct'12
96.00
May'13 / May'13
95.50
May'12 / Mar'13 32.00
Mar'13 / May'13
4.50
Dec'12 / Oct'12
95.25
Aug'13 / Jul'13
95.25

Технический анализ

Торговые стратегии

2012-02-28 12:02:00
Александр Борисович Борц

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