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LME SHFE Cross Market Arbitrage


LME SHFE Cross Market Arbitrage | London Metal Exchange

We explore the “arb” between the LME and the Shanghai Futures Exchange (SHFE). We will focus on copper and explore some of the considerations and pitfalls.

LME-SHFE Cross-Market Arbitrage (PDF)

In this, our latest look at arbitrage, we explore the “arb” between the LME and the Shanghai. Futures Exchange (SHFE). We will focus on copper and explore some ...

The Asian connection | London Metal Exchange

The arbitrage is a comparison of the regional Chinese price – captured by SHFE's solely Chinese delivery network – with the LME's global price, supported by its ...

Exclusive-Near-record high LME prices a magnet for Chinese ...

Sources say the arbitrage between LME and ShFE prices is making it lucrative to export copper. ... The arbitrage is the money that can be made on ...

Shanghai Base Metals Physical Arbitrage - Fastmarkets

contract prices on the London Metal Exchange and. Shanghai Futures Exchange, spot premium/discount in China's domestic market, Chinese import taxes (if.

Cost of Cross Border Arbitrage - Orient Futures

The cost of cross-border arbitrage is defined as the following: [(LME +/- ADJ +CIF) * USD/RMB*(1+VAT) *(1+TARIFF) + ADMIN] – SHFE = arbitrage level.

10. Arbitrage Trading Rules of the Shanghai Futures Exchange ...

“Calendar arbitrage” means trading different contracts on the same product for profit; “cross-product arbitrage” means trading contracts on different products ...

LME / Shanghai Copper Arbitrage prices CNY/mt - Argus Media

Argus brings transparency to the global metal markets through its independent price assessments and unbiased reporting. Currency:.

LME Insight | London Metal Exchange

Proprietary trading firms and the London Metal Exchange · Physical and Financial Hedging Beginners Guide · LME SHFE cross market arbitrage · What are implied ...

Market faces 'unsustainable' double negative with copper ...

... London Metal Exchange copper price over the Shanghai Futures Exchange ... Arbitrage terms measure the import opportunity between the LME and SHFE ...

Nickel import arbitrage(Spot) price today - Shanghai Metals Market

Prev.Close-4,497.0885. Contract ; Open-3,900.8677. Spot premium ; Price Range-4,281.3916~-3,740.3031. SHFE/LME ; Exchange rate7.2099. SWAP Fee ($/T) ...

Arbitrage - LinkedIn

There are many different markets and commodities this occurs on between the LME, CME, SHFE, MCX, etc. where the same metal is traded on each ...

Arbitrage Opportunities for SHFE Copper Futures and the ...

... LME and COMEX all have cointegration ... futures price of copper in SHFE. Moreover, the copper prices in these four trading markets in the last few trading ...

Copper Jumps to a Record High on Growing Market Disconnect

Given this, the arbitrage opportunities for copper between CME and LME ... 67% of LME copper stocks in warehouses are made up of brands ...

An analysis of the market efficiency of the Chinese copper futures ...

... arbitrage opportunities. The influence between the LME copper futures market and the SHFE copper futures market was bidirectional.

Aluminum market eyes SHFE, LME arbitrage as support for premiums

Some traders in Asia are closely monitoring the spread between Shanghai Futures Exchange and London Metal Exchange aluminum contract prices, ...

Copper Arbitrage: China Says Go; Investors Say No

... price on SHFE has moved back above the equivalent LME price. In our ... COMEX arbitrage trending down, which is weighing on LME prices.

LME Insight - The Asian connection

As markets have globalised, SHFE-LME arbitrage activity has evolved beyond just physical merchants ... Commodity Futures Trading Commission (CFTC), or ...

Seasonal demand lull starts to push Chinese copper stocks higher

... Exchange(ShFE)+non-ShFE warehouse vs London Metal Exchange (LME). A ... market dynamics (LME vs ShFE) may encourage cross-market arbitrage.

Copper import arbitrage(CU2501) Charts - Shanghai Metals Market

Price Range-146.7827~108.0494. SHFE/LME8.1895. Import tariffs0. Exchange rate7.2371. SWAP Fee ($/T)-37.76. FOB Charge (¥/T)130. Copper import arbitrage(CU2501) ...