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Coffee Weekly Report

By: StoneX Intelligence Brazil, StoneX Intelligence Brazil

Coffee prices closed lower for the third consecutive week
 
Fernando Maximiliano
 
Leonardo Rossetti
Amid prospect of reduced consumption and improved weather conditions in Brazil, coffee futures prices have returned to their 2021 pre-frost levels
HIGHLIGHTS 

•    Arabica prices dropped by 1805 points (9.7%) in NY, closing the week quoted at US₵ 167.75/lb.
•    Cepea’s Arabica indicator dropped by 7.7% in the week, quoted at BRL 987.53/bag.
•    Robusta prices dropped by 7.4% in London to USD 1949/t.
•    Cepea’s Robusta indicator closed down by 4.2% at BRL 580.79/bag.
•    Arabica stocks pending grading and certification exceed 81 thousand bags
•    Funds extended futures contracts selloff
•    USDBRL ends the week higher
•    October Inflation Forecast in Europe continues to cause concern about coffee consumption
•    Fed decision and activity indicators should move the market this week

   Bearish Factors       Bullish Factors

 

Over the past week, Arabica and Robusta coffee futures prices have extended the losses seen in previous weeks. Coffee prices have retreated amid the prospect of lower global consumption, which would reflect the global inflationary process and possible economic recession. In this scenario, the rainfall return in much of the coffee belt feeds the expectation of a possible great crop in 2023/24. Within this context, there was a strong liquidation of funds, both actively managed and index funds. 

In New York (ICE), the most active contract (Mar/22) ended the week with an 1805-point (9.7%) retreat, quoted at US₵ 167.75/lb. In London (ICE Europe), prices also ended the week with losses, with the most active Robusta coffee contract (Jan/22) ending the week with a loss of USD 147/t (7.4%), quoted at USD 1849/t.

Arabica and Robusta coffee future prices  

image 53796
Sources: ICE, Commodity Network Trader’s Pro. Design: StoneX.

In Brazil, coffee prices posted sharp declines, reacting to the drop in prices abroad and the USDBRL depreciation during the week. Cepea's Arabica indicator fell by 7.7% and ended the week quoted at BRL 987.53/bag. Following this trend, the Robusta coffee saw a 4.2% drop, closing Friday quoted at BRL 580.79/bag.

Last week, the substantial increase in stocks pending classification on the New York Stock Exchange raised concerns about a possible recovery in certified stocks of Arabica coffee, which tends to contribute to the bearish sentiment in the market. Despite stocks being below 390,000 bags, the lowest in over 20 years, there has been an increase to over 81,000 bags pending grading. Despite this increase, differential and market conditions are still unfavorable for certification by producing countries.

Funds extended futures contracts selloff

In addition to the fundamentals mentioned above, there was an extension of futures contracts selloff by Managed Money and index funds in the New York Arabica futures market. The latest COT/CFTC report indicated that between October 18 and 25, funds in New York reduced their net long position by more than 8,000 contracts, going from 5,100 contracts bought to 3,100 contracts sold. Since October 4, the funds reduced their position from 24.3 thousand long contracts to 3.1 thousand short contracts.

Spec funds positions in coffee futures and options on the New York Stock Exchange 

image 53797
Source: CFTC. Design: StoneX.

Index funds also showed a drop in their long positions by over 1.1 thousand contracts, for a net total of 35.5 thousand contracts - index funds do not follow coffee fundamentals. Still, they react to macroeconomic factors, especially risk aversion. During this period, prices for the type "C" contract retreated 640 points (3.3%) to US₵ 188.70/lb.

In London, funds also reduced their long positions in the Robusta coffee market. According to the latest COT report, between October 18 to 25, funds showed a decrease of 12,000 contracts, going from 4.2 to 7.1 thousand net long contracts. In the same period, Robusta coffee futures prices dropped by 3.6% to USD 1960/t.

October Inflation Forecast in Europe continues to worry about coffee consumption. Fed's decision this week should affect global markets

The real/dollar pair appreciated last week to BRL 5.30, an increase of 3.0%, or close to 15 cents. The dollar index posted a drop of 1.3%, quoted at 110.6 points. The week was one of great volatility in the Brazilian exchange market due to the apprehension and uncertainties provoked by the eve of the presidential elections, which increased investors' risk aversion. Abroad, the preliminary result for the US GDP in the third quarter was better than expected, with an increase of 2.6%, while analysts expected growth of 2.4%. The positive figure for the economy and expectations for a possible reduction in the pace of monetary policy tightening in the country later this year contributed to greater confidence of global investors.

The Federal Reserve's monetary policy decision on Wednesday (2) is expected to be one of the main factors that will take attention in global markets. Last week, speculation that the Fed may begin to moderate its pace of interest rate adjustments starting in December weighed on the American currency. For this Wednesday, amid still accelerated inflation and a heated labor market, a new adjustment of 0.75 p.p., taking the basic interest rate to a range between 3.75% and 4.00%, is practically certain. First, however, the agents should react to the signals given by the chairman of the authority, Jerome Powell, in a press conference after the decision was announced. Currently, the bets for the December decision are quite divided, with 48.0% of the agents projecting an increase of 0.50 p.p. and 45.8% expecting an increase of 0.75 p.p. Possible signs of a reduction in the Fed's monetary tightening tend to be bearish for the dollar and bullish for riskier assets, such as commodities and currencies of emerging countries.

Last Thursday (27), the European Central Bank opted to make a firm adjustment of 0.75 p.p. in the economic bloc's basic interest rate to 1.50% per year to help control strong inflation. However, it is worth noting that the decision was not unanimous, and the communiqué stated that a substantial part of the inflation had already been implemented. The indication of probable softening in the next decisions provoked a bearish effect, mainly for the euro, which reached a level above parity with the dollar on Wednesday (26) but retreated again after the ECB statement.

The ECB has been facing an extremely complex situation in which it has to try to control inflation in the eurozone without compromising the level of activity of the region's economies, which have been dropping significantly in recent months and signaling a possible recessionary situation. Recent data showing that consumer prices in Europe continue to accelerate while household income tends to fall caused a strong bearish sentiment concerning coffee consumption in the bloc, representing a little over 25% of global coffee consumption, according to USDA data.

Last Friday (28), preliminary results of the Consumer Price Index (CPI) of countries in the region continued to raise this concern. In this regard, Germany stood out, suggesting an increase in the accumulated in 12 months from 10.0% in September to 10.4% in October, and Italy, indicating an accumulated growth from 8.9% to 11.9%. On Monday (31), the preliminary consolidation of the eurozone showed an advance of 1.5% in October compared to September, with the accumulated in 12 months going from 9.9% to 10.7%. The September eurozone Producer Price Index (PPI), published on Friday (4), will also be followed by market participants since the large increase in industrial production costs in Europe also generates concerns that greater pass-through may be made in consumer prices.
 

Consumer Price Index (CPI) accumulated over 12 months for selected economies (in %)

image 53798
Source: Refinitiv. Design: StoneX.

Finally, it will be interesting to follow the movement of the Brazilian currency market after the decision of the presidential elections last Sunday (30), which gave the victory to former President Luis Inácio Lula da Silva (PT), who will assume his third term as president of the Republic starting in 2023. If on the one hand, a more bullish reaction of the dollar was expected in case of Lula's victory, these expectations have been frustrated on Monday (31). After starting the trading session higher, reaching intraday highs close to BRL 5.40, the dollar posted a significant fall of 2.30% on the day, quoted around BRL 5.175 when this report was written. From now on, investors will react to the main definitions regarding the economic policy of Lula's administration, with the market likely to give great weight to the definition of the Minister of Economy of his government.

INDICATORS
image 53799
Sources: ICE/NY; ICE/EU; B3; Commodity Network Trader’s Pro.
 

image 35317

 
 
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