Grain Spreads

Sean LuskGeneral Commentary

Soy Complex

After a muted reaction following yesterdays WASDE report, beans and meal finally broke. Two takeaways in the soy complex in the near and long-term. The USDA put ending stocks at 555 million bushels. This sis the second highest total ever and just missed the all time high of 579 in the 2008-09 crop year. Secondly, weather in Argentina is coming in wetter for the second half of March and into April signalling the possibility of a La Nina type drought ending.  WX Risk, the top Ag weather site, sees a shift in the MJO (Madden Julian Oscillator), which brings cooler and wetter outlooks for the next 30 days or so. While China was in buying 388 K metric tons of beans this morning, their buying has been spotty in 2018 which has resulted in the USDA raising ending stocks in the last two reports. Should crop conditions not worsen any further in Argentina , I would argue fair value for beans sits between 960 and 980 and not at 1050 to 1080. But we have some time to go before we get a better assessment on where Argentina is with their crop. Rains forecasted in the next two weeks have only decent amounts and are not widespread. Since they are the world’s top bean crusher, I’m using soy meal as a proxy here as to press the short side of the market or not. A frenzied buying pace by commercials in the April/May time frame for meal could still be in the cards. If May meal closes above 380.2 next week, the recent price break is negated in my view. In my view if soy meal breaks below 3.67, beans follow and move lower.

Spread Trade: Sell the Nov 18/Nov 19 bean spread at 34 cents Nov 18 over. Wide stop loss here at 47 cents over, a 13 cent risk. However, if beans continue to work lower, this spread in my view will trade to a carry where one can add contracts should the market move lower. This spread has rallied 48 cents since early January and should at retrace down to 22 cents over, a fifty percent retracement. For producers , this is a conservative hedge strategy that can be expanded on a percentage hedge basis. Call or email with questions.

Wheat/Corn

The surprise of yesterday’s report was the 200 million cut in ending stocks for corn. the cut bested trade expectations by a wide margin and was the reason we saw new highs in corn. KC and Chicago wheat continues to lose to corn as drought like conditions seem to have been priced in for now. Chicago wheat vs corn has rallied from 72 over to 1.31 over just last week. Since that high, its lost 30 cents and the selling doesn’t look like its ending any time soon. One can aggressively sell this spread at 1.02 with our first target at 84 over and then 78 cents over. Stop loss at 1.12.

KC wheat vs corn has had a more pronounced rally from 78 cents KC wheat over to 1.57 over. Today we went out at 130.0 over. If I were to pick one or the other to sell vs corn, sell KC. As long as May KC futures don’t have a weekly settle above 5.25, sell KC vs corn at 1.35 with a target of a 1.00 over, capturing 35 cents. Stop loss at 1.47 risking 12 cents.

Minneapolis vs KC

We suggested buying Minneapolis vs KC on Wednesdays report at 84 to 85 Minneapolis over and so far its been a good call as the spread settled today near 96 cents Minneapolis over. There’s more room to the upside here longer term as seasonal buying tendencies in my view will increase exposure and favor. This stems from the uncertainties and timing of spring wheat planting versus winter wheat coming out of dormancy and inching closer to harvest. Its something to keep watch of going forward where one can catch 10 to 12 cent at a time, book profits, await pull backs, and then re-enter. KC wheat holds a weather premium. Should it continue to erode, it will lose to not only corn, but Chicago and Minneapolis wheat as well in my opinion. Those who took our suggestion and got long this spread (Minn vs KC) may move their stop to break even at 85 cents over. Near term target to exit is at 1.06.

Call or email with questions on these spreads or any relationships in futures and option spreads that may interest you. Those looking for ideas for your production, we offer a free marketing prospectus upon request. Call or email me at 888 391 7894 or email me at slusk@walshtrading.com

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