PRICING NOTICE: Nickel arbitrage calculation changes on import tax cut from January 1, 2021

Fastmarkets has updated its formula for calculating the daily physical nickel arbitrage in Shanghai, after China announced it would lower the import tax on certain non-alloyed nickel from 2% to 1%, from January 1, 2021.

Nickel full-plate cathodes count as a product that will see tax reduced as part of China’s move.

The formula consists of three parts:

a) Shanghai Futures Exchange front-month contract close + domestic market spot premium/discount = China spot market price

b) (London Metal Exchange three-month price at 3pm Shanghai time + premium in-warehouse Shanghai) x 1.13 x1.01 x forex rate + 200 = cost for imported nickel

c) The final import arbitrage result comes from (a minus b).

The import tax for nickel used in the Fastmarkets’ daily arbitrage calculation was 2% prior to January 1, 2021.

Fastmarkets published the Shanghai Base Metals Physical Arbitrage Methodology in November 2020 to provide an indication of when arbitrage windows open for importing physical base metals into China.

Please contact Archie Hunter (archie.hunter@fastmarkets.com) or Sally Zhang (sally.zhang@fastmarkets.com) if you have any queries regarding the arbitrage.

To see all Fastmarkets’ pricing methodology and specification documents go to www.fastmarkets.com/about-us/methodology.

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