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Coffee futures outpacing cash prices, finally

Caffeinated Coffee Futures

Cash prices have outpaced futures gains in recent years. That situation is starting to change as stockpiles dwindle.

Link: DJ-AIG Commodity Indexes

By Anna Raff
The Wall Street Journal

October 23, 2010

AFTER YEARS OF SHRUGGING off the global shortage of quality beans, coffee futures are finally perking up, a change from recent years.

Back in 2008, Colombia had one of its worst harvests in decades, prices on the cash market were surging, but futures mysteriously fell. Earlier this month it was revealed that there were worries about the quality of coffee stored in exchange-certified inventories. These concerns emerged during a disagreement about the inclusion of Brazil into the club of countries whose beans can be accepted into the stockpiles. No one—meaning no roasters, the natural buyers of green, or raw, coffee—wanted to take delivery of the coffee in stockpiles, market participants say, and it's this aversion that led to the distortion in prices.

The market for coffee futures, however, is on the mend. Prices are up 48% since the beginning of the year, so their discount to actual prices in the real market has narrowed. The big discounts that emerged over the course of 2008 were an indication that the market wasn't working.

It's beginning to, thanks to a decline in the amount of coffee in exchange-certified stockpiles, which have plunged 40%.

Near-month coffee futures on Thursday broke above the $2-a-pound level for the first time in 13 years, settling at $2.01. They have room to rise further. "Mild" Colombian arabica beans are selling for about $2.39 a pound on the cash market, according to the latest data from the International Coffee Organization.

The most bullish analysts are calling for record highs, but the supply-demand dynamics don't yet justify the stratospheric levels above $3.35 a pound, notched in April 1977. While the harvests in Colombia and Central America have been healthy compared with recent years, they're still disappointing. Brazil, the world's largest coffee grower, has had a bumper crop and about half has already been sold into the rally, underscoring the scarcity of supplies.

Investors are betting that "the proximity of higher seasonal consumption will provide very strong support for the market," says Rodrigo Costa with the coffee group at commodities brokerage Newedge.

There's little indication that global coffee demand, which is growing at a fast clip, will balk at higher prices. Roasters such as Starbucks (ticker: SBUX), Peet's Coffee & Tea (PEET) and J.M. Smucker (SJM), which owns the Folgers, Dunkin' Donuts and Millstone brands, are passing along price increases, betting that drinkers won't give up their caffeine fix.

The scramble for supplies isn't limited to sought-after arabica beans, another reason for prices to continue rallying. Roasters have been able to tinker with their blends to incorporate cheaper, not-as-tasty robusta coffee, the other dominant variety. But even robusta crops are running into problems. Robusta futures, which are traded on NYSE Liffe, jumped to a two-year high on Thursday on worries that Typhoon Megi, the strongest storm to hit the northwestern Pacific since 1990, could damage Vietnam's coffee crop.

With supplies on two continents under siege, prices should keep steaming.

GOLD FUTURES FELL 3.4% on the week from record levels as investors realized that currency jitters surrounding potential monetary easing in the U.S. were fully reflect in current prices. Gold for October delivery on Friday settled at $1,324.40 an ounce on the Comex division of the New York Mercantile Exchange.
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Anna Raff is managing editor for resources markets and companies at Dow Jones Newswires.

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