commoditymonitor monthly oct2012
DESCRIPTION
markets performanceTRANSCRIPT
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Marketsperformance
Units Oct2012 %chg(MoM)
%chg(Yearto
date)Vegetableoils
SBO@CBOT USc/lb 50.16 -3.87% -3.71%CPO@BMD MYR/T 2,496.00 -1.96% -21.39%RBDOlein,FOB,Mly US$/T 825.00 -6.52% -23.26%SBO,FOB,Arge US$/T 1,090.00 -3.28% -4.39%Sunoil,ExNWE
/T 1,247.50 -0.60% 3.96%Rapeoil,FOB,Dutch
/T 939.00 -0.11% -2.39%CPO,cif,Rotterdam
/T 840.00 -1.18% -19.23%CSBOdegummed,ExNWE
/T 895.00 -3.76% -5.99%SoftsandPlantations
Sugar11@ICE USc/lb 19.46 -0.61% -16.48%Rubber@TOCOM JPY/kg 255.10 -2.07% -3.15%Cocoa@ICE US$/T 2,388.00 -5.09% 13.23%CoffeeC@ICE USc/lb 154.65 -10.86% -31.83%Tea,BestBP1,Kenya US$/kg 4.12 -0.72% 43.06%EnergyandMetals
Crudeoil@NYMEX US$/barrel 86.24 -6.45% -12.74%Goldspot US$/troyoz 1,720.05 -2.86% 9.99%Silverspot US$/oz 32.21 -6.53% 16.32%Copper@LME US$/T 7,759.50 -5.43% 2.10%Aluminum@LME US$/T 1,906.00 -9.75% -5.64%Zinc@LME US$/T 1,870.00 -10.78% 1.36%Indices
DJIA
13,096.46 -2.54% 7.19%FTSE100
5,782.70 0.71% 3.78%Straittimes
3,038.37 -0.72% 14.81%S&PGSCI
637.74 -4.20% -1.11%Currencies
USDollarIndex
79.9190 -0.02% -0.32%GBP/USD
1.6128 -0.22% 3.82%EUR/USD
1.2958 0.78% 0.10%USD/JPY
79.7600 2.39% 3.67%USD/SGD
1.2200 -0.55% -5.92%USD/MYR
3.0445 -0.34% -3.93%USD/BRL
2.0306 0.25% 9.01%
Monthly Commodity Markets Roundup
Oct 2012
Index
> Market performance
> Market Brief
> Market visuals Spreads Corner
Macroeconomic gauge
Price charts - Agriculture
Price charts - Energy
Price charts - Indices
Price charts Currency & Treasury
yield
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Monthly Commodity Market Roundup Oct 2012
-2- PacificRimPlantationServicesPteLtd
Market Brief
Marketanalysis
a)Supplyglut,especiallyofpalmoilweighedonVegetableoilmarketsinthe3rdquarterof2012
Worldvegetableoilmarketsingeneralandpalmoilinspecifictradedweakinthethirdquarterandtheselloffacceleratedin Sep 2012 as market players were mainly concerned about the near term supply burden following the harvest ofNorthern hemisphere oilseed crops viz. rapeseed, sunflower and soybean. Despite projected year on year decline inoilseedderivedvegetableoiloutputforMY12/13byover2.4milliontons,(Table-1)neartermharvestpressurestookatoll.Palmoilpricesdeclinedthemostduringtheperiodasseasonalbounceinproductionaftermathtothelowbiologicalyieldcyclewasmuchstrongerthanpreviouslyanticipated.ProductioninMalaysiaduringthe3rdquarteraccumulatedtoarecord5.36milliontons,upby29%overpreviousquarter(Fig-1).SimilartrendwasexperiencedinIndonesiafollowinganincreaseinmaturearea.Atthecurrentpace,globalpalmoilproductionforCY2012isprojectedtoreach52.28milliontons,up1.86milliontonsoverpreviousyear.
Table-1:Globalvegetableoilproduction,inmilliontons Fig-1:QuarterlyPalmoilproductiontrendinMalaysia,inmilliontons
Source:USDA,MPOBandPacrimresearchFig-2: Palm olein discount against SBO at record lowfollowingasharpbuildupinpalmoilstocks
Fig-3:Palmoilpricesrelativetoothervegetableoils,pricesinUSD/MT.
Source:ReutersandPacrimresearch
Besidesanabsolutedeclineinpricelevels,rapidincreaseinpalmoiloutputandconsequentbuildupinstocklevelstohistoric high levels in Malaysia and Indonesia owing to tepiddemand has resulted in widening discount against other
qtyinmln.T 2008/09 2009/10 2010/11 2011/12 2012/13 y/ychgOilseedbasedvegoiloutput
Soybeanoil 35.9 38.8 41.3 42.2 42.7 0.53Rapeseedoil 20.6 22.4 23.6 24.0 23.2 -0.83Sunfloweroil 12.0 12.1 12.2 14.7 13.1 -1.58Groundnutoil 5.1 4.7 5.1 5.2 5.2 -0.06
Cottonseedoil 4.8 4.6 5.0 5.3 5.2 -0.1Oliveoil 2.8 3.1 3.3 3.3 2.9 -0.37
Subtotal 81.0 85.8 90.4 94.7 92.3 -2.41Plantation
Palmoil 44.0 45.9 47.9 50.2 52.3 2.13PalmKerneloil 5.2 5.5 5.6 5.8 6.1 0.32
Coconutoil 3.5 3.6 3.8 3.6 3.5 -0.04Subtotal 52.7 55.0 57.3 59.5 61.9 2.41
Total 133.7 140.8 147.7 154.3 154.2 -0.01
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RBDoleindiscountagainstSBO,LHSPalmoilstocksinMalaysia,RHS
Palm oleindiscountagainstSBOatrecordhighwithclimbinguppalmoilstocks
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Monthly Commodity Market Roundup Oct 2012
-3- PacificRimPlantationServicesPteLtd
vegetableoils.ThewidelyfollowedRBDPalmolein(basisFOBMalaysia)discountagainstSoybeanoil(FOBArgentina)haswidenedfromearlyApril2012lowofUSD40totheOct2012highofUSD300perMT,thelevelnotseeninthepastten year trading history. Fig-2 clearly highlights the impact of build up in palm oil stocks in Malaysia on the spreadbetweenPalmoleinandsoybeanoil.Thespread looksunsustainableat thecurrent levelsandsoonwemightwitnessareversalintrend.
FortheMY2012/13,combinedoutputofpalmoilandpalmkerneloilattheglobalfrontisforecastedtogrowby2.45milliontonsto58.4milliontons,andwasabletocompletelyoffsetthedeclineinsoftoiloutput.Butforthecontributionofpalmoilproductiongrowth,theworldvegetableoilsupplysituationwouldhavebeenverytight.Althoughthiscouldaverseanyprolongeddeclineinprices,marketswouldbewatchingoutforsignsofpickupindemandbeforepricescouldgathernecessarymomentumtoheadnorth.
b)WorldvegetableoilconsumptionforMY2012/13drivenbygrowthinfoodusesegment.Growthfrombiofuelsegmentseenasweaklink.WorldconsumptionofeightmajoroilsforMY12/13isforecastedtogrowby4.7milliontonsto155.05milliontonsfrom150.3milliontonsinthepreviousyear.Thisisincomparisontopreviousyeargrowthof5.8milliontonsandwellbehindthepastfiveyearaverageannualincrementof6.13milliontons(Fig-4).Foodandfeedusesegment,withayearonyeargrowthof3.8milliontonsshallcontinuetobetheengineofgrowthwithmajorityofincreasestemmingupfromChina,India,USandIndonesia.Industrialusesegmentwhichalsoaccountsforuseinbiofuelproductioniscurrentlyseenasaweaklinkasitisforecastedtogrowbyonly0.87milliontonscomparedtoitspastfiveyearaverageannualgrowthof2.5milliontons.Howeverseveraldevelopmentsinrecentfrontsuggestthatthismightchangeforbetterinthecomingperiod.Thesedevelopmentsinclude
a)Prospective increase inbiodiesel production at origins itself as in IndonesiaandArgentinawhich aremajorexportersofbiodieseltoEU.b)ImplementationofhigherblendsofbiodieselintransportationfuelasinMalaysiawhichisplanningtomoveovertoB10fromtheexistingB5.Thismoveisestimatedtoabsorbanadditional300thousandMTofpalmoilperyear.c)TalksofavisitbyUSEnvironmentalProtectionAgency(EPA)toIndonesiainordertoreevaluatetheimpliedgreenhousegasemissionreductionbypalmoilwhichhithertofailedtomeettheEPAsRenewableFuelStandardguidelines.d) Spain, one of the largest biodiesel importer in EU, move to relax the previously imposed ban on biodieselimportfromIndonesiaandArgentinaande) Prevailing trend of firm mineral oil prices which is conducive for an increase in discretionary usage ofrenewablefuels.
Fig-4:WorldconsumptiongrowthofeightmajorvegetableoilsinFoodandFeedusesegmentandindustrialusesegments
Fig-5:Worldendingstocksofeightmajorvegetableoilsandstockstousetrend
Source:MPOBandPacrimresearch
Thoughitisdifficulttoquantifytheimpactofthesedevelopmentsatthemoment,itisapparentthatworldvegetableoilbalancesheetistightlybalancedfollowingamismatchintheproductionandconsumptiongrowths.Worldvegetableoil
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02468
1012141618
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Monthly Commodity Market Roundup Oct 2012
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ending stocks forMY 12/13 is currently forecasted at 12.8 million tons compared to the previous year level of 15.58milliontons.Withstockstouseratioat8.27%,itstillhoversnearthelowerendofthehistoricalrangeasillustratedinFig-5.
While the underlying tightness is seen supportive for the vegetable oil prices in the medium term perspective, thefollowingfactorsplayacrucialroleintheimmediatefront.
a)SoybeancropdevelopmentinSouthAmerica,especiallyinBrazilandArgentinafollowingadelayinplantingpace.
b) Pick up in import demand for palm oil and pace of stock drawdown in Malaysia and Indonesia given its pricecompetitiveness
c)USsoybeanexportpaceinthecurrentmarketingtilldatewhichhasexceededtheexpectationstilldate.d)Macroeconomicperformanceandfinancialriskcontagion
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Monthly Commodity Market Roundup Oct 2012
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Market Visuals
Spreads corner Soybean to Corn price ratio Wheat to Corn price ratio
Coconut oil vs Palm kernel oil CPO CIF vs. CPKO CIF
SBO vs. Palm olein Brent crude premium over WTI, Brent @ICE vs. WTI @ NYMEX
Source:ReutersandPacrimresearch
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Monthly Commodity Market Roundup Oct 2012
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Macroeconomic gauge Unemployment rate in US, UK, EURO ZONE, Germany and JPY (%) Manufacturing index in US, GBP, JPY, Germany and China (% y/y)
Automobile sales in US and China US survey indexes, ISM mgf and services, CB consumer confidence
Key interest rates, in % Consumer price inflation (YoY), %
Source:Reuters,IMFandPacrimresearch
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Monthly Commodity Market Roundup Oct 2012
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Price charts - Agriculture CPO futures at BMD, weekly continuous SBO futures at CBOT, weekly continuous
Soybean futures @ CBOT, weekly continuous Corn futures @ CBOT, weekly continuous
Rubber Rss3 futures at TOCOM, weekly continuous Sugar No:11 futures at ICE, weekly continuous
Wheat futures @ CBOT, weekly continuous Cotton futures @ ICE, weekly continuous
Source: Reuters and Pacrim research
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
1,200
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2,400
3,000
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4,200
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:FCPOc3-Weekly11/6/2012Open2447,Hi2447,Lo2370,Close2372(-5.0%)Vol78,500MA(Close,15)
2,372
2,727.27
3,0473,166.84
10.030.050.070.090.0@:FCPOc3-Stochastic%D(9,3,3)=33.04515,Stochastic%K(9,3)=30.72267
33.045230.7227
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
20.0
30.0
40.0
50.0
60.0
70.0
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:BOc1-Weekly11/6/2012Open49.16,Hi49.22,Lo48.25,Close48.68(-1.2%)Vol138,720MA(Close,15)
48.6852.698952.79254.078
20.040.060.080.0
100.0@:BOc1-Stochastic%D(9,3,3)=13.18466,Stochastic%K(9,3)=8.36364
13.1847
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
600
800
1,000
1,200
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@:Sc1-Weekly11/6/2012Open1522.25,Hi1525.75,Lo1503.5,Close1516.75(-0.7%)Vol142,619
1,516.751,473.221,388.45
1,629.53
0.020.040.060.080.0
100.0@:Sc1-Stochastic%D(9,3,3)=16.56086,Stochastic%K(9,3)=16.35881
16.560916.3588
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
200
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400
500
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2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:Cc1-Weekly11/6/2012Open737.5,Hi745,Lo733,Close741(0.2%)Vol221,114MA(Close,15)
741690.094682.068
771.4
20.040.060.080.0
100.0@:Cc1-Stochastic%D(9,3,3)=34.36908,Stochastic%K(9,3)=32.26318
34.369132.2632
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
120.0
180.0
240.0
300.0
360.0
420.0
480.0
540.0
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:JRUc6-Weekly11/6/2012Open255,Hi255.5,Lo244.7,Close246.6(-3.4%)Vol18,517MA(Close,15)
246.6243.773
275.002
331.061
20.040.060.080.0
100.0@:JRUc6-Stochastic%D(9,3,3)=67.59814,Stochastic%K(9,3)=60.0795967.598160.0796
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
6.0
12.0
18.0
24.0
30.0
36.0
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:SBc1-Weekly11/6/2012Open19.49,Hi19.77,Lo19.26,Close19.59(0.7%)Vol69,982MA(Close,15)
19.5920.049321.919124.9201
10.030.050.070.090.0@:SBc1-Stochastic%D(9,3,3)=28.78337,Stochastic%K(9,3)=21.03479
28.783421.0348
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
400
600
800
1,000
1,200
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:Wc1-Weekly11/6/2012Open864.5,Hi879.75,Lo863,Close877(1.4%)Vol111,936MA(Close,15)
877
741.111724.26
877.5
10.030.050.070.090.0@:Wc1-Stochastic%D(9,3,3)=30.70283,Stochastic%K(9,3)=32.65701
30.702832.657
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
40.0
60.0
80.0
100.0
120.0
140.0
160.0
180.0
200.0
220.0
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:CTc1-Weekly11/6/2012Open70.2,Hi71.1,Lo69.95,Close70.1(-0.4%)Vol21,834MA(Close,15)
70.172.858780.5162
111.825
20.040.060.080.0
100.0@:CTc1-Stochastic%D(9,3,3)=34.98711,Stochastic%K(9,3)=17.99465
34.987117.9947
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Monthly Commodity Market Roundup Oct 2012
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Price Charts Energy and Metals
Crude oil at NYMEX, US$ / barrel, weekly Natural Gas at NYMEX,
Gold, weekly, US$ / oz Silver, spot, weekly, USc/oz.
Copper at LME, 3M forward, weekly, US$ /T Zinc at LME, 3M forward, weekly, US$/T
Aluminium at LME, 3M forward, weekly, US$ /T Lead at LME, 3M forward, weekly, US$/T
Source:ReutersandPacrimresearch
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
40.0
60.0
80.0
100.0
120.0
140.0
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:CLc1-Weekly11/6/2012Open84.65,Hi89.22,Lo84.34,Close88.71(4.5%)Vol477,577MA(Close,15)
88.7192.33694.959295.2038
20.040.060.080.0
100.0@:CLc1-Stochastic%D(9,3,3)=13.92642,Stochastic%K(9,3)=12.36732
13.926412.3673 CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
2.0
4.0
6.0
8.0
10.0
12.0
14.0
16.0
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:NGc1-Weekly11/6/2012Open3.533,Hi3.62,Lo3.506,Close3.617(1.8%)Vol217,603MA(Close,15)
3.6173.433353.126132.71007
10.030.050.070.090.0@:NGc1-Stochastic%D(9,3,3)=84.42943,Stochastic%K(9,3)=78.96810
84.429478.9681
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
400
600
800
1,000
1,200
1,400
1,600
1,800
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:GCc1-Weekly4/29/2005Open432.7,Hi438.2,Lo431.3,Close435(0.2%)Vol207MA(Close,15)
1,714.11,707.251,666.181,609.02
20.040.060.080.0
100.0@:GCc1-Stochastic%D(9,3,3)=37.95097,Stochastic%K(9,3)=39.80146
40.786925.5599
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
600
1,200
1,800
2,400
3,000
3,600
4,200
4,800
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
@:SIc1-Weekly11/6/2012Open3078.5,Hi3215,Lo3078.5,Close3201.9(3.8%)Vol41,092MA(Close,15)
3,201.93,188.153,099.67
3,314.47
20.040.060.080.0
100.0@:SIc1-Stochastic%D(9,3,3)=36.69925,Stochastic%K(9,3)=21.92114
36.699221.9211
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
2,000
3,000
4,000
5,000
6,000
7,000
8,000
9,000
10,000
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
MCU3-Weekly11/6/2012Open7615,Hi7700,Lo7607,Close7700(0.5%)Vol1,395MA(Close,15)
7,7007,879.377,969.338,461.63
20.040.060.080.0
100.0MCU3-Stochastic%D(9,3,3)=34.93348,Stochastic%K(9,3)=16.81851
34.933516.8185
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
1,200
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2,400
3,000
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4,200
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
MZN3-Weekly11/6/2012Open1852,Hi1899.5,Lo1852,Close1899.5(1.4%)Vol1,504MA(Close,15)
1,899.51,932.81,956.742,099.4
10.030.050.070.090.0MZN3-Stochastic%D(9,3,3)=19.87828,Stochastic%K(9,3)=16.40510
19.878316.4051
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
1,200
1,800
2,400
3,000
3,600
4,200
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
MZN3-Weekly11/6/2012Open1852,Hi1899.5,Lo1852,Close1899.5(1.4%)Vol1,504MA(Close,15)
1,899.51,932.81,956.742,099.4
10.030.050.070.090.0MZN3-Stochastic%D(9,3,3)=19.87828,Stochastic%K(9,3)=16.40510
19.878316.4051
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
600
1,200
1,800
2,400
3,000
3,600
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
MPB3-Weekly11/6/2012Open2082,Hi2169,Lo2082,Close2165(3.3%)Vol629MA(Close,15)
2,1652,090.332,051.48
2,240.4
20.040.060.080.0
100.0MPB3-Stochastic%D(9,3,3)=38.16798,Stochastic%K(9,3)=35.09739
38.16835.0974
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Monthly Commodity Market Roundup Oct 2012
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Indices, weekly charts
DowJones Industrial Average, US S & P 500, US
FTSE-100, UK Strait Times Index, Singapore
Shangai Composite Index, China NSE NIFTY, India
S & P Goldman Sachs Commodity Index, weekly VIX (Volatility Index)
Source:ReutersandPacrimresearch
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
7,000
8,000
9,000
10,000
11,000
12,000
13,000
14,000
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
.DJI-Weekly11/6/2012Open13092.3,Hi13290.8,Lo13038.7,Close13245.7(1.2%)Vol2,010,625
13,245.712,975.912,408.6
13,298.2
10.030.050.070.090.0.DJI-Stochastic%D(9,3,3)=31.38977,Stochastic%K(9,3)=23.05599
31.389823.056
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
700
800
900
1,000
1,100
1,200
1,300
1,400
1,500
1,600
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
.INX-Weekly11/6/2012Open1414.2,Hi1433.38,Lo1408.13,Close1428.39(1.0%)Vol10,021MA(Close,15)
1,428.391,427.631,377.051,316.71
10.030.050.070.090.0.INX-Stochastic%D(9,3,3)=30.53070,Stochastic%K(9,3)=25.87074
30.530725.8707
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
3,600
4,200
4,800
5,400
6,000
6,600
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
.FTSE-Weekly11/6/2012Open5868.55,Hi5885.16,Lo5825.55,Close5884.9(0.3%)Vol13,405,441
5,884.95,826.715,728.255,713.69
10.030.050.070.090.0.FTSE-Stochastic%D(9,3,3)=70.46871,Stochastic%K(9,3)=70.53278
70.468770.5328
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
1,500
2,000
2,500
3,000
3,500
4,000
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
.FTSTI-Weekly11/6/2012Open3029.39,Hi3037.12,Lo3019.33,Close3019.33(-0.7%)Vol4,553,045
3,019.332,972.332,960.95
3,052.03
0.020.040.060.080.0
100.0.FTSTI-Stochastic%D(9,3,3)=49.27834,Stochastic%K(9,3)=40.36372
49.278340.3637
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
1,000
2,000
3,000
4,000
5,000
6,000
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
.SSEC-Weekly11/6/2012Open2113.33,Hi2123.33,Lo2078.47,Close2106(-0.5%)Vol1,429MA(Close,15)
2,1062,104.79
2,247.12,500.17
10.030.050.070.090.0.SSEC-Stochastic%D(9,3,3)=65.37368,Stochastic%K(9,3)=66.61240
65.373766.6124
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
1,000
2,000
3,000
4,000
5,000
6,000
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
.NSEI-Weekly11/6/2012Open5693.05,Hi5730.8,Lo5679.5,Close5724.4(0.5%)Vol1,898MA(Close,15)
5,724.45,538.145,330.195,297.48
10.030.050.070.090.0.NSEI-Stochastic%D(9,3,3)=85.84789,Stochastic%K(9,3)=87.06968
85.847987.0697
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
200
300
400
500
600
700
800
900
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
.SPGSCI-Weekly11/6/2012Open625.74,Hi645.66,Lo622.45,Close644.612(3.0%)Vol0MA(Close,15)
644.612655.805660.543661.478
20.040.060.080.0
100.0.SPGSCI-Stochastic%D(9,3,3)=14.25840,Stochastic%K(9,3)=12.85886
14.258412.8589 CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
10.0
20.0
30.0
40.0
50.0
60.0
70.0
80.0
90.0
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
.VIX-Weekly11/6/2012Open18.33,Hi18.7,Lo17.19,Close17.58(-0.1%)Vol0MA(Close,15)=15.70600
17.5815.706
17.622920.8993
0.020.040.060.080.0
.VIX-Stochastic%D(9,3,3)=65.52614,Stochastic%K(9,3)=67.5895865.526167.5896
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Monthly Commodity Market Roundup Oct 2012
-10- PacificRimPlantationServicesPteLtd
Currencies, weekly charts US Dollar Index spot GBP / USD
EUR / USD USD / JPY
USD / SGD USD / MYR
10 year treasury yield, American region 10 year treasury yield, EU
Source:ReutersandPacrimresearch
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
72.0
78.0
84.0
90.0
96.0
102.0
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
.DXY-Weekly11/5/2012Open80.621,Hi80.843,Lo80.497,Close80.749(0.2%)Vol0MA(Close,15)
80.74980.641680.581578.4619
0.020.040.060.080.0
100.0.DXY-Stochastic%D(9,3,3)=48.53050,Stochastic%K(9,3)=68.76960
48.530568.7696
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
1.400
1.500
1.600
1.700
1.800
1.900
2.000
2.100
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
GBP=-Weekly11/6/2012Open1.602,Hi1.6039,Lo1.5956,Close1.5995(-0.2%)Vol0MA(Close,15)
1.59951.597591.593431.58284
10.030.050.070.090.0GBP=-Stochastic%D(9,3,3)=51.18608,Stochastic%K(9,3)=41.80552
51.186141.8055
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
1.100
1.200
1.300
1.400
1.500
1.600
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
RD-EUR=-Weekly11/6/2012Open1.2811,Hi1.2842,Lo1.2761,Close1.2813(-0.2%)Vol0MA(Close,15)
1.28131.27641
1.283991.34158
10.030.050.070.090.0RD-EUR=-Stochastic%D(9,3,3)=62.15699,Stochastic%K(9,3)=44.02306
62.15744.0231
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
80.0
90.0
100.0
110.0
120.0
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
RD-JPY=-Weekly11/6/2012Open80.27,Hi80.56,Lo79.95,Close80.34(-0.1%)Vol0MA(Close,15)
80.3479.599579.3847
0.020.040.060.080.0
100.0RD-JPY=-Stochastic%D(9,3,3)=81.50681,Stochastic%K(9,3)=87.2693681.506887.2694
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
1.200
1.300
1.400
1.500
1.600
1.700
1.800
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
SGD=-Weekly11/6/2012Open1.2229,Hi1.2267,Lo1.2216,Close1.2223(-0.2%)Vol0MA(Close,15)
1.22231.232091.252391.2558
0.020.040.060.080.0
100.0SGD=-Stochastic%D(9,3,3)=19.56270,Stochastic%K(9,3)=25.01810
19.562725.0181
CreatedwithAmiBroker-adv ancedchartingandtechnicalanaly sissof tware.http://www.amibroker.com
3.000
3.100
3.200
3.300
3.400
3.500
3.600
3.700
3.800
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012
MYR=-Weekly11/6/2012Open3.0536,Hi3.067,Lo3.0536,Close3.06(0.3%)Vol0MA(Close,15)
3.063.072693.07663.0897
0.020.040.060.080.0
100.0MYR=-Stochastic%D(9,3,3)=21.46463,Stochastic%K(9,3)=26.35763
21.464626.3576
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Monthly Commodity Market Roundup Oct 2012
-11- PacificRimPlantationServicesPteLtd
Disclaimer: The research presented in this document is based on the information obtained from sources
we believe to be reliable, but we do not make any representation or warranty nor accept any responsibility
or liability as to its accuracy, completeness or correctness. Nothing contained herein shall be construed as
a recommendation to buy or sell cash commodities, commodity futures or options on futures.