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Radio Feature 13: Nicolas Robin in conversation with Sona Blessing
Extracting performance from commodity volatility
 
Tuesday, May 03, 2011
radio In this feature Nicolas Robin, co-manager of the Threadneedle (Lux) Enhanced Commodities Fund discusses how to deal with and reduce the impact of contango and the cost of carry; although commodities are tagged as being "very liquid" why this liquidity is uneven along the curve; whether there is a disconnect between the fundamentals and the prices commodities are trading at; why he doesn't use the word "bubble"...

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Extracting performance from commodity volatility

Duration: 07:53 

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  • Q1 - Commodity volatility is here to stay - exploiting it to capture performance
            Geopolitical risk is here to stay
            The cost of insurance (i.e. implied volatility) is pretty low - in fact, there is a dichotomy

    Duration: 01:40 


  • Q2 - Fighting contango
            Reduce the cost of carry vs. flattening of the curve/ backwardation

    Duration: 01:29 


  • Q3 - Is there a disconnect between the fundamentals and commodity prices?

    Duration: 01:20 


  • Q4 - From a historical perspective which commodities are in a "bubble" and the role of the USD?

    Duration: 01:34 


  • Q5 - How should investors be positioned in the energy, agriculture complex?

    Duration: 01:48 



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