Sat 13 Feb 2010
Why Are Markets Pricing Energy Inflation of 20%?
Posted by RichSlick under MMO, The Fed, Watch Out
[2] Comments
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Here’s some food for thought, I looked at the USO and UNG call options for January 2012 (in the money) and I was surprised to see over 20% premiums on these two ETFs two years out. I checked on UGA and this is showing 11% premium just SIX months into the future! This bothered me quite a bit so I did some further research using my utility company. I am fortunate enough to live in a state that offers competitive electric utility companies and all of them are pricing in electricity 20% higher than I have today for two years into the future. My current rate is about $0.10 per kilowatt and signing a two year deal today would cost me $0.12 to $0.13 per kilowatt.
The utility companies are pricing in inflation at 20% two years into the future on electricity rates! For reference (and control), Microsoft call options TWO years into the future barely show 10% premiums. Verizon and AT&T are also at 10% or less two years into the future!
This is extremely concerning on one level and extremely profitable potentially if I can figure out what the reason behind this is that people aren’t seeing. When I check the futures market on WTI Crude it only shows a 10% premium for January 2012. Somethings out of whack.
Check out the sample charts and calculations.
On one level, I’m tempted to buy UNG or USO or even UGA and sell those options and book my profits for the year. A 20% return on two years is about 10% per year and way much better than any bank is paying. The risk? Who the hell knows what will happen to energy prices two years from now but a 20% return over two years ain’t bad!
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