Futures Measures

Grain Futures Basics | Corn, Wheat & Soybean Futures

| Jun 26, 2015
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    Futures Measures

    Grain Futures Basics | Corn, Wheat & Soybean Futures

    Jun 26, 2015

    With the USDA Planted Acreage and Grain Stocks Report coming out on Tuesday, we wanted to teach you the basics about grain futures and their contract specs.

    Corn, Wheat & Soybean Futures

    There are many similarities between corn, wheat and soybeans futures specs, so it makes it easier to talk about them as a group.

    The contract size for each of the grains futures is 5,000 bushels. The tick size for each of the grains is 1/4 of one cent per bushel, which equates to $12.50/contract.

    *Important: one thing that new grain futures traders do not realize is that the hours for grains are bit different than most. You can trade grains Sunday - Friday, from 7pm - 7:45am and Monday-Friday from 8:30am - 1:20pm

    Corn Futures (/ZC & /XC)

    Corn is a major commodity in the US, which produces 42% of the entire world’s corn. In 2013, 58% of the US crop was used for feed for livestock. of the remaining 42%, 17% went to ethanol production, and 25% went to exports. Corn currently has a notional value of $14,200/contract.

    Mini-corn Futures - /XC
    The contract specs for corn were mentioned above, but we left out the Mini-corn futures, /XC. Mini-corn futures are a smaller contract size, at 1,000 bushels. The minimum tick size is equal to 1/8 of one cent per bushel, which equates to $1.25 per contract. Mini-corn futures only trade a couple thousand contracts a day so liquidity could be an issue. If there are a lot of contracts trading on a particular day, it is a great underlying to trade for smaller accounts.

    Soybeans Futures (/ZS & /XK)

    The US is the #1 producer of soybeans in the world, with Brazil being a close second. The US produces 55% of the world’s soybeans and owns 45% of the world’s soybean acreage. Half of all US grown soybeans are exported to major markets including: Europe, Japan, Taiwan, Mexico and South Korea. Soybeans currently have a notional value of $49,250/contract.

    Mini-beans Futures - /XK
    Mini-bean futures are similar to mini-corn futures in size. One contract represents 1,000 bushels and the tick size is 1/8 of one cent per bushel ($1.25/contract). Also like mini-corn futures, mini-bean futures can be illiquid at times so keep an eye on the volume when trading these small contracts.

    Wheat Futures (/ZW & /XW)

    The most popular of the grain products in the US is wheat. About 3/4 of all US grain products come from wheat flour. Half of all wheat produced in the US is also consumed here as well. One acre of wheat yields about 40 bushels of wheat and one bushel yields about 42lbs of white flour or 60lbs of whole wheat flour. Wheat currently has a notional value of $27,950/contract.

    Mini-wheat Futures - /XW
    As you may have expected, mini-wheat futures are similar in contract specs to mini-bean futures and mini-corn futures. One contract represents 1,000 bushels with a tick size of 1/8 of one cent per bushel ($1.25 per contract).

    Old crop vs. New Crop

    An important concept to understand if you want to trade grain futures is old crop vs new crop and the impact on grain futures pricing. Because grains are planted at different times throughout the year, the pricing of the futures throughout the year gets a little bit confusing when crops are due to be planted/harvested.

    The difference in pricing for old crop vs new crop sometimes results in what is called backwardation. In laymen’s terms, backwardation is when contracts that are farther out are trading for less than current cotracts (which intuitively is backwards because you would expect them to be more when you factor in outside variables like carrying costs/storage).

    To catch the rest of the grains futures conversation, check out this episode of Splash Into Futures..

    Strategies: N/A

    Products Discussed In This Episode: /ZC, /ZW, /ZS, /XC, /XK, /XW

    This video and its content are provided solely by tastylive, Inc. (“tastylive”) and are for informational and educational purposes only. tastylive was previously known as tastytrade, Inc. (“tastytrade”). This video and its content were created prior to the legal name change of tastylive. As a result, this video may reference tastytrade, its prior legal name.

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