The impact of biodiesel on the vegetable oils price outlook Presentation by Dr. James Fry, Chairman, LMC International, Oxford, UK CIOC, Guangzhou, 2013 www.Lmc.co.uk Background to my presentation • The oilseeds complex is complicated, thanks to the interaction between the oils and meals sectors. Since biofuels only affect oils, I will not discuss meal, but will concentrate on the forces determining vegetable oil prices today, which will highlight the role of biofuels. • The 12 months since we last met have been the most remarkable “laboratory” for testing the validity of the price band linking vegetable oil prices to petroleum. • A year ago, palm oil stocks were at all-time highs. The world was anticipating record S. American soy crops. • No wonder most people were bearish for 2013, but I hope to explain why my belief in the price band in the face of its greatest ever test has been fully vindicated. How has the price band been behaving? This is my favourite diagram. It shows how EU oils and petroleum prices have been linked since 2007 in a price band, which has survived its major test. NW Europe prices, US$ per tonne 1,600 1,400 1,200 1,000 800 600 400 200 Jan-06 Jan-07 Jan-08 Brent Crude Jan-09 Palm Oil Jan-10 Jan-11 Soy Oil Jan-12 Jan-13 Rapeseed Oil Because of the price band, we should now focus on EU spreads over Brent crude inside the band. EU premium over Brent crude, US$/tonne 800 700 600 500 400 300 200 100 0 -100 Jan-07 CPO Jan-08 SBO Jan-09 RSO Jan-10 CPO Average Jan-11 Jan-12 SBO Average Jan-13 RSO Average September was the third time that the premium for CPO fell to zero, i.e., the EU CPO price was equal to the Brent North Sea crude oil price. EU premium over Brent crude, US$/tonne 800 700 600 500 400 300 200 100 0 -100 Jan-07 CPO Jan-08 SBO Jan-09 RSO Jan-10 CPO Average Jan-11 Jan-12 SBO Average Jan-13 RSO Average Since 2007, vegetable oil prices behave as if they are part of the petroleum complex. • The main oils now trade inside a cage that links them to petroleum prices. Brent North Sea crude is the one we use, as it is the price reference for most world trade. • Brent crude sets the floor to the price band, while palm is the oil whose price trades the closest to this floor. • The CPO price floor, which is where EU palm oil prices equal Brent crude prices, was tested to the extreme just after last year’s CIOC and it has been tested again in the past three months, but once again it held firm. • In the rest of my talk, I will explain why the price band has been so resilient and what this means for the future. What determines the premium for vegetable oils over Brent crude? 600 2,750 500 2,500 400 2,250 300 2,000 200 1,750 100 1,500 0 1,250 -100 Jan-07 1,000 Jan-08 Jan-09 Premium Jan-10 Jan-11 Jan-12 Average premium Jan-13 Stocks MPOB Stocks, '000 tonnes EU premium over Brent, $/tonne Answer for palm oil: its premium vs. Brent moves in the opposite direction to Malaysian stocks. Since 2007, Brent crude oil has set the floor to EU CPO prices. Malaysian Palm Oil Board data on stocks drive the CPO premium over Brent. • Brent crude prices lie at the bottom of the price band. • Malaysian palm oil stocks are crucial in determining the level of the EU premium for CPO over Brent prices. • High stocks have been associated with a low premium; and low MPOB stocks with a high premium. • Did you notice that something has changed recently? • The market has started to be forward-looking and the premium has started to anticipate stock changes. The premium tumbled before stocks rose, and then in the past month, the premium soared before stocks fell. • (To be honest, it is remarkable it has taken so long for the seasonality of CPO output to be recognised.) I mentioned seasonality because the monthly pattern of Malaysian CPO output is very regular, with the monthly peak just before the year-end. 2.0 Monthly CPO output, million tonnes 1.9 1.8 1.7 1.6 1.5 1.4 1.3 1.2 1.1 1.0 2009 2010 2011 2012 2013 How does the CPO price floor hold firm in the face of the pressure of stocks? At the zero premium floor to the EU price band, CPO in S.E. Asia is cheaper than Brent. See EU (red) and Malaysian (blue) premia over Brent. CPO premium over Brent, US$ per tonne 250 200 150 100 50 0 -50 -100 -150 -200 03/09/12 03/11/12 03/01/13 03/03/13 CPO Cif Rott 03/05/13 03/07/13 CPO Local Delivered 03/09/13 03/11/13 In Indonesia export taxes pull local CPO prices (green) down to a bigger discount to Brent than those at a FOB level for exports (in blue). CPO premium over Brent, US$ per tonne 250 200 150 100 50 0 -50 -100 -150 -200 -250 03/09/12 03/11/12 Cif Rott 03/01/13 03/03/13 FOB Belawan 03/05/13 03/07/13 03/09/13 FOB Belawan - export tax 03/11/13 Indonesian export taxes make local CPO (green) and stearin prices (red) very similar. Therefore biodiesel for local use is often made from stearin. Premium over Brent, US$ per tonne 50 0 -50 -100 -150 -200 -250 03/09/12 03/11/12 03/01/13 03/03/13 CPO f.o.b - Export tax 03/05/13 03/07/13 03/09/13 RBD Stearin f.o.b - Export tax 03/11/13 Freight costs and export taxes have defended the floor to the EU price band • Freight costs from S.E. Asia translate the floor to the EU price band (where CPO prices equal Brent crude prices) into an FOB CPO discount on crude oil in S.E. Asia. • Export taxes in S.E. Asia have reinforced the economics of turning CPO into biofuel for use in the region. • There is no doubt that, at the floor to the price band, vegetable oils are competitive liquid fuels in S.E. Asia. • However, the big increase just announced in Indonesia’s biodiesel mandate has added $120 to the CPO price. • In the first week of October, internal Indonesian CPO prices were $105 below Brent crude. In the first week of November, they had leapt to $15 above Brent. If palm oil producers have been the winners, who have been the losers? The main losers are the seed oils. As EU and US support for biofuels has eased, seed oils look to strong CPO prices to underpin their own prices. Premium over Brent, US$ per tonne 600 500 400 300 200 100 0 -100 03/09/12 03/11/12 03/01/13 03/03/13 Soy oil Palm oil 03/05/13 03/07/13 03/09/13 Rapeseed oil Sun oil 03/11/13 Another group of losers as a result of Indonesian export taxes has been importing refiners. CIF CPO prices are often above those of RBD olein. EU premium over Brent, US$ per tonne 250 200 150 100 50 0 -50 -100 -150 03/09/12 03/11/12 CPO 03/01/13 03/03/13 03/05/13 RBD P.Stearin 03/07/13 03/09/13 RBD P.Olein 03/11/13 This is possible because Indonesian export taxes on olein are lower than those on CPO, pulling olein prices above CPO prices inside Indonesia. Premium over Brent, US$ per tonne 100 50 0 -50 -100 -150 -200 -250 03/09/12 03/11/12 03/01/13 Indonesia CPO 03/03/13 03/05/13 Indonesia Stearin 03/07/13 03/09/13 Indonesia Olein 03/11/13 Seed oil prices are boosted by CPO export taxes, but destination refiners suffer • The prices of soy, rapeseed and sunflower oils would all be lower if it had not been for the support they received from lower palm oil stocks, which are a direct result of the stimulus to Asian biofuel demand from export taxes. • Without palm oil prices as support, seed oil prices would have started to fall to levels that trigger their own pricesensitive biofuel demand in competition with petroleum. • It should be stressed that the boost to palm oil offtake in biofuels has not been at the expense of seed oil sales. • The main losers from the differential export taxes in S.E. Asia (higher taxes on CPO than RBD oils) have been the import refiners; hence the lobbying by Indian refiners for an increase in the import tariff on RBD palm olein. How are biofuel policies evolving - US? The US ran into an ethanol blend wall, making it impossible to meet renewable fuel mandates. As they are cut back, biodiesel will suffer, too. 23 Billion gallons 21 19 17 E10 blend wall 15 13 11 9 2008 2009 2010 2011 2012 2013 2014 2015 2016 Corn Ethanol Advanced (i.e. Sugar Ethanol) Cellulosic (Ethanol) Biodiesel How are biofuel policies evolving - EU? EU political support for biofuels is falling, causing a cutback in EU targets; and the “double counting of waste oils” is hitting its biofuel demand for oils. Million tonnes of biodiesel demand 14 12 10 8 6 4 2 0 2007 2008 Vegetable oils 2009 'Waste oils' 2010 2011 2012 Double counted & so not used 2013 Weakening EU and US enthusiasm for biofuels will not end the price band • Different reasons (technical and political) lie behind the slowdown or fall in biofuel demand in the US and EU. • However, this coincides with a sharp rise in S.E. Asian biodiesel demand, led by Indonesia, and the emergence of a new form of demand for biodiesel as a cheap fuel in Asia in imports of biodiesel-diesel blends into China. • Therefore, the geographical balance of biofuel demand is shifting, but changing government policies on biofuels will not affect the future relevance of the price band. • The scope to use palm oil as a cheap fuel is now well known. That knowledge is just as relevant for the seed oils; therefore, every time prices approach that of crude oil, free market biofuel use should create the price floor. Price influences in the next few months The price band, biofuel policies and palm oil stocks will remain the key to oil prices • The price band will not go away. Now that the world knows of the ability to turn oils into biofuels when it is profitable to do so, that knowledge will not vanish. • However, biofuel policy can play an important role, boosting demand (as in S.E. Asia next year) or slowing it (as in the EU and US), which will affect the position of individual oils inside the price band. • As a result, there will be a difference between the prospects for palm oil, whose stocks are peaking far below the level in 2012, and the seed oils, which cannot look to biofuel mandates to take more oil. • This all points to a narrower spread between palm oil and seed oils, such as we last saw in 2010. Implications for future vegetable oil prices • New crude oil supplies and rising competition from shale gas still convince me that Brent prices will decline; but these forecasts apply today’s Brent prices of $106. • 1. EU CPO prices will move towards $200 above Brent at $975 in March-April. This implies Malaysian BMD futures at $850 (M$2,700 at M$3.16/US$). • 2. CPO would be higher if weak biodiesel demand were not holding back seed oil prices; but markets work, and low EU palm-soy spreads, now only $70, will lead some Chinese and Indian food demand to switch to seed oils. • 3. This implies EU soy oil should be at $1,050 in April. • 4. FOB Argentina SBO prices will be $990 vs. FOB olein at $900 (pulled down by the impact of export taxes). • • • • Thank You www.LMC.co.uk Acknowledgements: EIA, IMF, Jacobsen, MPOB, Public Ledger, SEA (India), TNS, USDA, World Bank Oxford (HQ) Clarendon House 52 Cornmarket Street Oxford OX1 3HJ UK New York 1841 Broadway New York, NY 10023 USA T +44 1865 791737 F +44 1865 791739 info@lmc.co.uk T +1 (212) 586-2427 F +1 (212) 397-4756 info@lmc-ny.com Kuala Lumpur B-03-19, Empire Soho Empire Subang Jalan SS16/1, SS16 47500 Subang Jaya Selangor Darul Ehsan Malaysia T +603 5611 9337 Singapore 16 Collyer Quay, #21-00 Singapore T +65 6818 9229 +65 6818 9230 +65 6818 9231 info@lmc-kl.com info@lmc-sg.com © LMC International, 2013 All rights reserved This presentation and its contents are to be held confidential by the client, and are not to be disclosed, in whole or in part, in any manner, to a third party without the prior written consent of LMC International. 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