Hedging soybeans

Hedging soybeansHedging Soybeans - Example

Hedging in the futures market is a two-step process. Depending upon the hedger's cash market situation, he will either buy or sell futures as his first position. For instance, if he is going to buy a commodity in the cash market at a later time, his first step is to buy futures contracts. Or if he is going to sell a cash commodity at a later time, his first step in the hedging process is to sell futures contracts.

The second step in the process occurs when the cash market transaction takes place. At this time the futures position is no longer needed for price protection and should therefore be offset (closed out). If the hedger was initially long (long hedge), he would offset his position by selling the contract back. If he was initially short (short hedge), he would buy back the futures contract. Both the opening and closing positions must be for the same commodity, number of contracts, and delivery month.

Example: Assume in June a farmer expects to harvest at least 10,000 bushels of soybeans during September. By hedging, he can lock in a price for his soybeans in June and protect himself against the possibility of falling prices.

At the time, the cash price for new-crop soybeans is $6 and the price of November bean futures is $6.25. The delivery month of November marks the harvest of new-crop soybeans.

The farmer short hedges his crop by selling two November 5,000 bushel soybean futures contracts at $6.25. (Typically, farmers do not hedge 100 percent of their expected production, as the exact number of bushels produced is unknown until harvest. In this scenario, the producer expects to produce more than 10,000 bushels of soybeans.)

By the beginning of September, cash and futures prices have fallen. When the farmer sells his cash beans to the local elevator for $5.72 a bushel, he lifts his hedge by purchasing November soybean futures at $5.95. The 30-cent gain in the futures market offsets the lower price he receives for his soybeans to the cash market.

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Daytrading Soybeans

The first thing you must know to day trade soybeans is the contract specifications.

The important specifications you should know and understand before day trading the soybean market are detailed below.

The soybean futures contract is for 5,000 bushels of soybeans.

The soybean tick size and its value is important to know. A tick is the minimum movement permitted in the contract price. For soybeans it is 0.25 cents per bushel, which equates to $12.50 per contract.

Soybean prices are quoted in cents per bushel (example, 927.25).

Soybeans have futures contracts for September, November, January, March, May, July and August each year. When day trading, you are only interested in trading the contract with the highest daily volume. This is normally the next contract due to expire, or front month.

The last trading day for a soybean contract is the fifteenth calendar day of the contract month. For example, the November soybean contract would stop trading November15th. You should stop trading that contract well before the 15th of November. A good rule to follow is to change over to the next available soybean futures contract on the first Monday of the expiration month.

There are two different contracts associated with the commodity soybeans. One is the traditional floor-traded version. The other soybean contract is the electronic version. Day traders should trade the electronic version. The symbol for the electronic soybeans is ZS. The fill response time for electronically traded soybeans is much quicker.

The electronic contract has extended hours compared to the floor-traded soybeans. It is best to avoid day trading soybeans outside the traditional floor trading hours because volume is much lower. The traditional trading hours for soybeans is 0930 – 1315 US Central Time, Monday thru Friday.

You should know the lock limit information for soybean futures. This tells you what happens after large price moves. The soybean commodity price is locked fifty cents/bushel above or below the settlement price on the previous day.

You should know the margin required to day trade the commodity soybeans. This is the amount of money which must be deposited with the exchange to open, and maintain, positions. It is best to get this figure from your commodity broker. Normally, the margin to day trade commodities is less than the margin required to hold a position overnight.

It is absolutely essential that you truly understand all of the contract specifications for the commodity soybean, as well as, any other pertinent information about the soybean market before you begin day trading the commodity soybean. Day trading the soybeans can be very profitable, but also can be very costly if you do not understand exactly, the soybean commodity contract specifications.

This trading concept is very important

This trading concept is very importantThis Trading Concept Is Very Important

Whats the difference between old crop new crop in the agricultural commodities? When analysts and traders talk about agricultural commodities such as soybeans corn the one thing they generally mention is old crop versus new crop and that might confuse some beginners on what exactly is the difference. I will keep it simple because the only difference between old crop and new crop is that old crop in soybeans is any month other than November as an example is March or May and all months that were grown last year while the new crop is the November soybeans and will be harvested this October of 2015 and will be grown this summer. Thats why sometimes there is a price difference between the old crop and the new crop because of the fact that this years harvest in soybeans could be as high as 4.0 billion bushels pushing prices lower in the November contract as old crop and new crop can also have different carryover levels or supply levels.

Old crop corn is any month other than the December contract while the new crop is only the December contract which will be grown this summer and harvested in October and sometimes theres a price difference between old crop and new crop as well because as we will be harvesting around 13.5 billion bushels in October which is the reason why the December corn can be lower than the May corn because that was old crop which was harvested last October also having different supply situations.

Many of the agricultural commodities are affected by old crop new crop including the grains, meats, coffee, and cotton so if you need help understanding which month you should be trading feel free to give me a call at any time I will be more than happy to make sure that you are trading the correct month.

If you are looking to contact Michael Seery (CTA—COMMODITY TRADING ADVISOR) at 1-312-224-8140 he will be more than happy to help you with your trading or visit seeryfutures Skype Address: mike. seery3



If youre looking to open a Trading Account click on this link admis

There is a substantial risk of loss in futures and futures options. Furthermore, Seery Futures is not responsible for the accuracy of the information contained on linked sites. Trading futures and options is Not appropriate for every investor.

Hedging in commodities

Hedging in commoditiesHedging in Commodities

By Chuck Kowalski. Commodities Expert

The commodity markets are primarily made up of speculators and hedgers. It is easy to understand what speculators are all about - they are taking on risk in the markets to make money. Hedgers are a little more difficult to understand.

Either party is trying to limit their risk by hedging in the commodity markets.

The easiest example to associate to a hedger is a farmer. A farmer grows crops, soybeans for example, and has risk that the price of soybeans will decline by the time he harvests his crops in the fall. Therefore, he would want to hedge his risk by selling soybean futures, which locks in a price for his crops early in the growing season.

A soybean futures contract on the CME Group exchange consists of 5,000 bushels of soybeans.

If a farmer expected to produce 500,000 bushels of soybeans, he would sell 100 contracts of soybeans.

Lets assume the price of soybeans is currently trading at $13 a bushel. If the farmer knows he can turn a profit at $10, it might be wise to lock in the $13 price by selling (shorting) the futures contracts. The risk is that the price of soybeans could fall below $10 by the time he harvests and is able to sell his crops at the local market.

There is always the possibility that soybeans could move much higher by harvest time.

Continue Reading Below

Soybeans could move to $16 a bushel and the farmer could make huge profits. The opposite could also happen - soybean prices could tank and the farmer could incur a substantial loss. The main part of business is survival and earning a decent profit, not how much money you can make while throwing caution to the wind. That is what hedging is all about.

There are two parts to a hedge. A position in a commodity (cash position) that is either being produced or has to be bought. The other side is the position in the futures markets that a hedger creates to limit risk.

The typical case is that one of the positions will move in favor of the hedger and the other will move against the hedger. A perfect hedge would have the hedge spread not change at all during the course of the hedge. This would make the hedger no better off or no worse off by the time the final goods are actually bought or sold.

Most people would think that hedgers would initiate a hedge as soon as possible to make sure they don’t have any risk that prices could make a detrimental move before they have to buy or deliver a commodity. However, that is often far from the normal case.

Some companies don’t hedge or they rarely hedge. A good example of this is when the major airlines were caught sleeping when the price of oil climbed from $30 to nearly $150 a barrel. Many airlines suffered huge losses and some went bankrupt due to the high fuel costs.

If they had been hedging properly, a large portion of the losses could have been avoided. They still would have had to pay the higher fuel costs, but they would have made a substantial amount of profits on the futures positions. Most airlines are now very diligent about using a strict hedging program.

Farmers, for example, sometimes don’t hedge until the last minute. Grain prices often move higher in the June - July timeframe on weather threats. During this time, farmers watch prices move higher and higher, often getting greedy. Sometimes they wait too long to lock in the high prices and prices tumble. In essence, these hedgers turn into speculators.

The premise of hedging is why the commodity futures exchanges were originally created. It is still the main reason why futures exchanges exist today. Hedgers don’t make up the main volume of trading, but they are the main economic reason why exchanges exist. Speculators make up the bulk of the trading volume and the exchanges really wouldn’t exist without them.

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Cotton no. 2 - A crop whose history is tied to the American south, cotton is traded in cents per pound (100).

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It’s all in the spread

Trading in the commodities markets is often described as one of the most fascinating and absorbing of all the capital markets, and those traders who dip a toe in the water, often end up fully immersed, and ultimately never trade in any other market.

Commodities after all, represent the world’s largest supermarket for raw materials crucial to maintaining living standards and the global economies around the world. Oil underpins every economy, and is the single natural resource which dominates the news when prices rise or fall. Gold is another, which grabs the headlines, as investors rush to this ultimate safe haven when markets are volatile. Soft commodities are dominated by the weather and growing conditions, whilst base metals such as copper are driven by supply from major industrial nations such as China, as well as the effects of stockpiling. Demand for energy commodities can be seasonal whilst silver is driven both by demand from investors and industry.

Each commodity has its own unique profile but there is one aspect that many of them share, and this is the inter-market commodity spread.

The commodity markets in general spend a great deal of time focusing on a huge number of inter-market spreads that are driven by fundamental factors such as the interplay between supply and demand. This in turn is reflected in the production cycle itself, as the raw commodities are converted into refined products, in some cases where one commodity is substituted with another related commodity. Within this continuous pipeline, there are a myriad of ‘’spreads’’, which highlight the supply demand relationship, with the various energy crack spreads, the soybean crush spread, and the gold silver ratio being three of the most popular.

The crush spread

If we consider the crush spread first we can think of this as the profit made by the soybean crusher. As you may already know if you have read the ‘Softs’ page, soybeans are crushed to provide two key by products, namely soybean oil and soybean meal. For commodity traders the crush spread presents an interesting trading strategy.

The typical approach is to buy the spread or sell the spread. If we buy the spread then we are expecting higher crush margins, and as such we would buy the byproducts and sell the soybeans themselves, or alternatively if we sell the spread, then we would buy soybeans and sell the byproducts. The spread is typically achieved using ten soybean futures contracts to eleven soybean meal futures contracts and nine soybean oil contracts. However, to make things very simple one could simply buy and sell in the ratio one to one to one.

In order to arrive at the crush spread in cents per bushel, we have to do some unit conversions, since all three commodities are quoted in different formats. Soybean oil is quoted in cents per pound, soybean meal is quoted in dollars per short ton, whilst soybeans are quoted in cents per bushel. In terms of the crushing process, this generally produces around 11 pounds of oil per bushel and 44 pounds of soybean meal.

So in order to convert to cents per bushel we simply multiply the soybean meal prices by 2.2 ( converting to cents per bushel), add the soybean oil price multiplied by eleven, and then subtract the soybeans price. This gives the crush spread in cents per bushel.

The crack spread

The oil crack spread is similar to the crush spread for soybeans, and is referred to as the crack, as oil is refined or cracked into various refined products such as gasoline and heating oil. So once again we have a spread which is created between the raw product and the refined or byproducts of the refining process. In this case the spread or the profit for the refiners, is between crude oil futures and a combination of gasoline and heating oil futures. In order to construct the three legs of the trading strategy for oil. we first need to identify the approximate quantities of the cracked products produced from a barrel of crude oil. The general rule of thumb is that from three barrels of oil, the market can expect to see two barrels of gasoline and one barrel of heating oil. So using these ratios, we could then buy or sell the crack spread as follows:

For a buy, where we expect to see refining margins increasing, then we would

Buy two RBOB gas futures, one heating oil futures contract and

Sell three oil futures.

Alternatively, to sell the spread we would

Sell two gasoline futures, along with one heating oil futures contract, and

Buy one crude oil futures contract.

Once again we have to deal with the different units for each futures contract, and to simplify this, we could simply trade one crude oil futures contract against one heating oil futures contract, or alternatively one crude oil contract against one gasoline futures. Crude oil futures are based on the delivery of 1,000 barrels whilst heating oil and gasoline, are based on the delivery of 42,000 gallons. So to convert our crude oil and gasoline spread, we simply multiply the gasoline futures price by 42, and then subtract the our crude oil futures price, to give the spread per barrel. The same maths is applied to the crude oil and heating oil spread which once again gives the spread per barrel.

These spreads are of course seasonal with demand for gasoline increasing sharply in the summer months in the US, as the so called ‘driving season’ takes effect pushing gas prices higher as a result. The converse of this is demand for heating oil which reaches a peak in the winter months, although heating oil is slowly being replaced by natural gas.

Gold silver spread

Finally we have the ratio between gold, the ultimate safe haven and precious metal, and silver, the alternative to gold as an asset, yet classified as an industrial metal due to its increasing demand in a variety of industrial processes.

The ratio itself is simply one price divided by the other with the price of gold divided by the price of silver and is used by investors and the market as a general indication of relative value. The simplest strategy to employ here is one using options where we purchase ‘’put options’’ on gold and ‘’call options’’ on silver when the ratio is high, and the opposite when the ratio is low where we sell ‘’put options’’ in gold and sell ‘’call options’’ in silver. The strategy is based on the assumption that the spread will fall if the ratio is high, and increase if the ratio is low. This is a longer term strategy, and as such we would look to buy or sell long dated options or leaps when trading the spread using this strategy.

Whether you are a spread trader as outlined above, or a simple trend trader in the commodities markets, one of the keys to success is in understanding and watching price activity in related markets. In the case of a spread trader, it’s watching those products and instruments which give signals of a change in the underlying spread. So in the case of oil for example, the relationship we watch here is between oil, heating oil and gasoline, whilst in the soybean crush spread, its soybeans, soybean oil and soybean meal.

Or since commodities are priced in US dollars we could watch for strength or weakness in the US dollar, in particular those commodity currencies which tend to correlate such as the CAD/JPY, the AUD/USD and the USD/CAD.

Understanding inter market relationships is key for the commodity trader, regardless of the strategy you are using to trade, because being aware of movements in related markets significantly increases the likelihood of a trend speculation being accurate, and therefore increases the percentage of winning trades.

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