Negative price trading on MCX: Brokers approach Sebi with alternatives

MCX move follows after it settled April crude oil futures at minus Rs 2884 price even as their software was not permitting negative price trade following close of Nymex crude

Topics
MCX | Sebi | Brokers

Rajesh Bhayani  |  Mumbai 

Multi Commodity Exchange mcx
Brokers wanted settling the contract at minimum of Re 1 as price below that making them open to high risk regarding collecting money from investors

After a month of controversial settlement of crude oil contract at a negative price or price quoted in minus, the has enabled its software-system to quote and trade at negative (minus) price or price below rupee one and that is applicable for all commodities. However, the controversy that started with the first settlement announced on April 21, is refusing to die down.

While it could take some time for actual trading taking place in negative price whenever referenced global contract trade in negative. This is because have to amend their front end trading software and further processes will have to be followed.

move follows after it settled April crude oil futures at minus Rs 2,884 price even as their software was not permitting negative price trade following close of Nymex crude at -$37 as per contract terms. Many lost crores as clients were not paying and hence, the challenged the exchange settlement in court.

Now, brokers’ dissatisfaction has increased as the solutions are proving to be riskier. They have seen the risk of negative price even if it starts trading in actual time. Till that happens, MCX has offered a special auction window. If during the trading hours, any commodity’s price fall in negative zone, the last 15 minutes of the same day have been reserved for a special auction for brokers to settle their positions. This is not acceptable to brokers, many of whom have stopped trading in crude oil since a month and others have increased margins for clients to cover up their own risks.

A few large brokers met a senior official via a video conference a few days ago and represented their case on trading in crude oil contract. Among several suggestions, they said that intermediate auction window, suggested by the MCX, should start soon after price turns negative in global reference contract of the commodity. Only 15 minute cooling off period to be given in between by halting the trading. has left this decision on the MCX who has announced end of the day auction window.

Brokers wanted settling the contract at minimum of Re 1 as price below that would increase their risk regarding collecting money from investors. Basically, brokers want a mechanism to limit their risks when clients trade.

They also suggested a Brent crude oil-based contract instead of current one on MCX which is WTI-shale oil based contract and asked it to be deliverable. As of now, oil and natural gas futures are only cash settled contracts. All other have been made deliverable.

Brokers point to was that if their risks are not capped, “better not to allow trading in crude oil contract.”

The issue of reducing speculation and making all commodity futures settling in delivery has a support. Last September, “Commodity Derivatives Advisory Committee of the Sebi has categorically said that no derivative contract shall be cash settled,” said a source. However, energy segment remained outside delivery based settlement.

Now, another issue came up after crude oil contract settlement in negative price last month. One broker has filed a court case against its client which is a diamond exporting company for recovering money that the company lost in the crude oil contract. Its exposure is said to be Rs 80 crore.

The issue that is being discussed in the industry is what has a diamond company got to do with crude oil. Certainly it is not a hedge for the diamond business. This proves that crude oil contract which is highest volume generating contract since many years, is more used for speculation than hedging.

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First Published: Tue, May 26 2020. 11:56 IST