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FMC's call auction move to bring spot trading on comexes

Call auction, if expanded, can be used for forward nature of spot trading

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Rajesh Bhayani Mumbai
Last Updated : Jan 02 2015 | 11:28 PM IST
The call auction on commodity exchanges proposed by the market regulator, Forward Markets Commission (FMC), will help bring spot trading of commodities on national exchanges.  FMC had proposed the call auction on commodity exchanges to arrive at a final settlement price, which is the price at which futures trades are settled. FMC has proposed a 20-minute trading, which will be compulsorily delivered, and price arrived at will be the final settlement price.

A government official said since trading during call auction will be delivery-based and delivery will be by way of transfer of warehouse receipt, it will be tantamount to ‘forward trading’ and will fall under FMC.  FMC regulates forward trading. Forward trading is already operationalised on National Commodities and Derivative Exchange (NCDEX).

In equities, call auction happens before the start of market to arrive at an opening price and trades during that time are not taken in to account. For commodities, the call auction will be at the end of trading session and trades will be taken into account and will result in delivery.

On commodity exchanges, the call auction will be relevant for commodities that are settled in delivery and cash settled contracts have been proposed to be exempted.

Call auction mechanism will be important for agri-commodities.

An exchange official said, “If the 20-minute call auction window is extended for full day, it will be spot trading. But delivery by warehouse receipt will make it forward trade.”

In other words, such spot trading will automatically fall under FMC since call auction will be overseen by the FMC and trading will happen on futures exchanges. While technically this spot trading will be similar to the trades that were happening on National Spot Exchange Ltd or NSEL, in call auction or forward trades actual deliveries will take place. However, regulatory clarity is now emerging on the same.

For robust commodity futures, its synchronisation with the spot market is equally important and in many agri-commodities that was not perfect. Now, both markets were synchronising but method of arriving at spot price was through polling, which was open for criticism. So the FMC has proposed a transparent call auction method. If and when spot trading also starts on futures exchanges, spot, forward and futures trades will open a huge arbitrage opportunity which will increase hedging efficiency of the exchanges.

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First Published: Jan 02 2015 | 11:23 PM IST

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