Broker FIS says recent growth in new steel swaps, US HRC still leads

Pittsburgh (Platts)--14Nov2012/734 am EST/1234 GMT


New swaps such as billet and Turkish scrap in the steel derivatives market, where volumes are still led by US hot-rolled coil, are showing signs of growth, brokerage Freight Investor Services said Wednesday.

FIS cited Black Sea-origin billet swaps as showing surprising volume growth for the newest contract in the complex, according to a statement prepared in advance of a market webinar at the end of November.

The swaps -- basis the Platts FOB Black Sea daily assessment and cleared through CME Group -- has traded over 75,000 mt since launching earlier this year.

It has been attracting "the most consistent interest of the three younger contracts, with smaller trades going through on a regular basis," FIS said, referring to Turkish scrap and North Europe hot-rolled coil swaps as the other burgeoning contracts.

Article continues below...


Request a free trial of: Platts SBB Steel Markets DailyPlatts SBB Steel Markets Daily
Platts SBB Steel Markets Daily

Platts SBB Steel Markets Daily provides transparent daily and weekly assessments of iron ore, coking coal, coke, ferrous scrap and ferroalloys prices, plus insightful analysis and commentary on the day's market activities.

Request a trial to Platts SBB Steel Markets DailyRequest More Information

Turkish imported scrap swaps basis The Steel Index reference price has traded 70,000 mt so far this year, after growing sharply from 2011's 2,000 mt when it was introduced, FIS said. A contract basis Platts Turkey CFR price is available through CME Group.

Volumes are accelerating as weekly cleared totals for the TSI contract are currently around 10,000 mt, FIS senior broker Sam Mehew said.

"This contract has emerged as a key tool for the industry as it links different regions and is applicable globally, with counterparties from locations as geographically diverse as South Africa, India, and the US, as well as Europe," the statement said.

"Most importantly, it has engaged counterparties from Turkey itself, a key potential area for growth for this contract in the coming year as counterparties from the region come online."

FIS expects US HRC swaps to trade over 1 million short tons this year on a cleared basis, up from just over 600,000 st last year. The uncleared volumes on the contract may be equal in size to the portion going through CME Group, based on market estimates.

"End-users are driving liquidity, as new counterparties from service centers, mills, and traders have joined the paper market in the past six months, and these physical market players are using swaps on a daily basis," London-based FIS said in a press release.

The North Europe HRC contract has met with renewed interest in the last month "as difficult physical trading conditions have hit market players."

FIS expects annual volume in this regional contract settled basis TSI to almost double to 110,000 mt for 2012 as it cites "key counterparties active in other areas" entering the market, particularly in the last few weeks.

--Hector Forster, hector_forster@platts.com
--Edited by Jonathan Dart, jonathan_dart@platts.com

Platts Iron Ore Alert addresses the seaborne iron ore markets' growing need for online & real time access to market information. Visit: