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Spot cotton futures dove on Tuesday to their lowest since December 2013 as traders dumped long positions as the July contract entered its delivery period and unwilling buyers clung to the sidelines. The front-month July contract on ICE Futures US dropped as much as 6.1 percent to 82.17 cents a lb.
The contract was down 4.64 cents, or 5.3 percent, at 82.88 cents a lb by 1:08 pm EDT (1708 GMT) on the first trading day that notices were issued for cash delivery against the contract ahead of its July 9 expiry. Daily price limits are removed during the delivery period. Prices fell by the 4-cent limit on Monday during a mass exodus that spooked the market and left a buying vacuum on Tuesday.
The most-active December cotton contract on ICE Futures US fell 0.86 cent, or 1.1 percent, at 76.82 cents a lb. "There are no buyers left. It's a race to the bottom," said Ron Lawson, a partner at commodity investment firm LOGIC Advisors in California.
The past several sessions of wild swings represent a fourth straight year of gyrations surrounding the expiry of July that have already captured the attention of regulators. US government regulators have upped their oversight of the cotton market following an alleged squeeze in May-July 2011.
While a large ICE delivery was expected by many to wipe out exchange inventories, notices for just 101 lots, or about 10,100 bales, had so far been issued, ICE data showed. ICE stocks climbed to 439,198 bales on Monday from 436,979 previously, exchange data showed on Tuesday. The market gyrations were "perplexing," said a European trader. Inventories in the United States, the world's top exporter, have been tightening after farmers harvested less than initially forecast and year-to-date exports have beat expectations.
The situation has left nearby prices at a steep premium for months, especially amid rising expectations for a sharp increase in US output in the 2014/15 crop year that begins on August 1. The premium of the July contract over the December contract, which represents 2014/15 cotton, plunged to 6.06 cents a lb on Tuesday. That was down from 9.84 cents a lb previously and a near three-year peak of 13.96 cents a lb last week.

Copyright Reuters, 2014

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