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Robusta coffee futures on Liffe jumped to a four-month high on Thursday, on limited Vietnamese selling, pushing its discount to arabica beans to the lowest in nearly four years, while raw sugar on ICE was little changed in choppy dealings. Cocoa futures were firm with the bulk of the session's heavy volume on ICE Futures US due to position rolling out of the spot contract ahead of first notice day Feb. 14.
May robusta coffee futures on Liffe rose $12, or 0.4 percent, to $2,081 a tonne by 12:28 p.m. EST (1728 GMT). The contract climbed to a peak of $2,092 earlier in the session, the highest level for the benchmark second month since October, as origin selling from top producer Vietnam slowed ahead of holidays to mark the Lunar New Year.
Andrea Thompson, an analyst at Coffee Network, part of INTL FCStone, pegged Vietnam's 2012/13 crop at 25 million 60-kg bags, down from 27 million the previous year. The price surge caused the arbitrage between robusta futures trading on Liffe and arabica coffee futures on ICE Futures US to narrow to about 45 cents per lb, basis the spot contracts. This is the smallest premium for arabica over robusta since April 2009, preliminary Thomson Reuters data showed.
March arabica coffee futures edged 1.55 cents, or 1.1 percent, lower on ICE, to $1.4055 per lb, after dipping to $1.3965, the lowest level for the spot contract on a continuation chart since mid-December. "The outside markets are very weak. You're seeing the stock market selling off quite a bit today, that's putting downward pressure on coffee," said Spencer Patton, founder and chief investment officer of Steel Vine Investment in Chicago.
March raw sugar futures on ICE were up 0.02 cent, or 0.1 percent, at 18.21 cents a lb, as expectations for a second bumper crop in top producer Brazil kept the market near last month's 2-1/2-year low at 18.06 cents. Open interest in sugar and arabica continued to rise steadily to highest levels since 2010, exchange data showed. Rainfall in Brazil's main sugar cane belt is keeping the new crop on course for a record nearly 600 million tonne harvest that is due to start in early March, weather forecaster Somar said on Wednesday.
March white sugar on Liffe rose a modest 70 cents, or 0.1 percent, to $493.40 a tonne. Cocoa futures bucked they day's weak trend in a move described as consolidative with support from the firm sterling against the US dollar. May cocoa on Liffe rose 3 pounds, or 0.2 percent, to close at 1,461 pounds a tonne. The industry was expected to hold sufficient cover and was in no hurry to buy, said the broker. March cocoa futures on ICE settled up $15, or 0.7 percent, at $2,238 a tonne.

Copyright Reuters, 2013

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