Grain Spreads

Sean LuskGeneral Commentary

What a difference a week makes! I was out of the office last week due to my sons birth. Everybody is doing well at home and for those who have followed our advice in long old crop/short new crop soy and meal spreads have benefited and are also doing well. In the Soy complex the July 18/Nov 18 bean spread has rallied over 20 cents last week to push out to 48 cents July over November. Today we settled on slight profit taking to 43.4 over. Soy meal continues to impress  as well as the July 18/Dec 18 meal spread pushed out and passed our upside target at 20.4 over to trade 25.4 July over Dec meal twice last week. Today we settled near 20.0 over as some profit taking took place last Friday into today. Lets look forward and examine some opportunities. The push higher in the soy complex i has been due to a lack of rain in Argentina where central and southern growing areas are in the midst of a La Nina type drought. WX risk, the AG weather site sees needed rains showing up by mid month in these areas which could offer relief for some of the crop while it may to be too late in other areas. Longer term forecasts further out point to rainier models in to month end and early April signalling the drought coming to an end. Stay tuned. While Argentina is in dire need for rain, Brazil’s weather in their main growing provinces has been optimal for production. Crop scouts in both countries have come in with average trade guesses for Brazil at 113-114 million metric tons about equal to last years bumper crop. Argentina has been reduced from 57.5 last year down to 44 million metric tons currently. The shortage for South America for the 17/18 growing season is all due to potential Argentinean losses at this point. As they are the worlds top bean crusher, commercial end users have continued to buy dips in meal. Managed money funds in beans bought over 50 K contracts last week to push out to 150 K net long. In meal they hold a record long of 106 K contracts. While the market is overbought from a technical standpoint, needed rains need to show up in by mid month to a see a pull back in price. Remember we hold a sizable carry here domestically for beans near 530 million bushels. This Thursday we have our monthly WASDE report which puts ending stocks at 529, the average trade guess. Should rains show up and domestic demand from China remain spotty, look for a pullback.

Potential trades

Sell the July 18/Nov 18 bean spread at 46 cents July over with a downside target at 22 over. Stop loss at 53 over risking 7 cents. This spread posted a high of 52 cents July over November late February of last year for those keeping score.

Sell the July 18/Dec 18 meal spread at 22.0 July over with a stop at 26.0 over. Risking 4.0 points per spread or 400.0 plus commissions and fees. Look for a retracement down to 12.0 over.

Option strategy: Buy puts and sell 2 calls. For anybody holding beans in the bin please listen or for those wishing they had beans in the bin take a look. Buy the July 1040 bean put and sell 2 July 1220 calls to finance it. Bid even money on the spread where the costs are then commissions and fees. There is unlimited risk here but in my view its the fastest way to capture 40 cents on an option strategy rather quickly if the market plunges to 10.20 basis July as we inch closer to the quarterly stocks/prospective plantings report at month end.

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