Unzureichende Absicherung bei illiquiden kritischen Mineralien

Definition

IRENA and OECD note that many transition metals and critical minerals (e.g. cobalt, lithium, rare earths) are not widely traded on exchanges; copper is an exception, while others are mainly sold via bilateral contracts.[6][8] This low liquidity and product heterogeneity make conventional futures hedging difficult and limit availability of effective hedging tools for industrial users.[6] Australian companies active in these commodities often leave sales and purchase contracts largely unhedged or rely on fixed‑price contracts without robust indexation or proxy hedges, exposing them to significant price swings. Given the high volatility of some critical minerals, price moves of 20–40% over a year are not uncommon. For wholesalers operating on gross margins of 10–15%, even an unhedged adverse move of 5–10% in purchase versus sales prices can erode 3–7 percentage points of margin on affected product lines (logic based on typical margin structures and observed price volatility in critical minerals markets). For a product portfolio of AUD 20 million annual turnover in such materials, this implies potential annual margin loss of AUD 600,000–1,400,000 if price risk is not systematically managed.

Why This Matters

The Pitch: Australian metals and critical minerals wholesalers 🇦🇺 lose 3–7% Marge auf bestimmten Produkten, weil sie Preisrisiken mangels geeigneter Hedging-Tools nicht systematisch steuern. Implementierung von strukturierten Preisformeln, Indexierung und Proxy-Hedges reduziert diesen Verlust deutlich.

Affected Stakeholders

Chief Commercial Officer, Head of Sales, Procurement Director, Risk Manager, CFO

Related Business Risks