Your SlideShare is downloading. ×
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Monthly agricultural review october 2012
Upcoming SlideShare
Loading in...5
×

Thanks for flagging this SlideShare!

Oops! An error has occurred.

×
Saving this for later? Get the SlideShare app to save on your phone or tablet. Read anywhere, anytime – even offline.
Text the download link to your phone
Standard text messaging rates apply

Monthly agricultural review october 2012

215

Published on

Published in: Economy & Finance
0 Comments
0 Likes
Statistics
Notes
  • Be the first to comment

  • Be the first to like this

No Downloads
Views
Total Views
215
On Slideshare
0
From Embeds
0
Number of Embeds
0
Actions
Shares
0
Downloads
1
Comments
0
Likes
0
Embeds 0
No embeds

Report content
Flagged as inappropriate Flag as inappropriate
Flag as inappropriate

Select your reason for flagging this presentation as inappropriate.

Cancel
No notes for slide

Transcript

  • 1. AGRICULTUREOctober 2012MonthlyAgriculturalReviewA Global Trading Summary of Grain, Oilseed and Livestock Markets» Highlights» Futures» OptionsHow the world advances
  • 2. Monthly Agricultural ReviewAGRICULTURAL TRADING HIGHLIGHTSOctober 2012 Average daily volume for October 2012 Grain and Oilseed futures was 675,518 contracts, compared with 753,414 during October 2011, a decrease of 10.34 percent. Average daily volume for October 2012 Grain and Oilseed options was 184,460 contracts, compared with 195,450 during October 2011, a decrease of 5.62 percent. Average daily volume for October 2012 Oilseed complex futures was 388,196 contracts, compared with 405,033 during October 2011, a decrease of 4.16 percent. Average daily volume for October 2012 Oilseed complex options was 84,073 contracts, compared with 70,521 during October 2011, an increase of 19.22 percent. Electronic average daily volume for October 2012 Grain and Oilseed options was 80,295 contracts, compared with 49,427 during October 2011, an increase of 62.45 percent. Average daily volume for October 2012 Live Cattle and Lean Hog futures and options was 95,447 contracts, compared with 105,149 during October 2011, a decrease of 9.23 percent. Electronic average daily volume for October 2012 Live Cattle and Lean Hog futures was 67,263 contracts, compared with 69,483 during October 2011, a decrease of 3.2 percent. Electronic average daily volume for October 2012 Live Cattle and Lean Hog options was 8,260 contracts, compared with 6,601 during October 2011, an increase of 25.13 percent. Average daily volume for October 2012 cleared OTC Corn Calendar Swaps was 238 contracts, compared with 1,062 during October 2011, a decrease of 77.59 percent. 1
  • 3. www.cmegroup.com Scorecard - Average Daily Volume and Open Interest Statistics October 2012 Average Daily Volume Open Interest Spot Month Spot Month Close in 20-Day Ticker Symbols $ Notional $ Notional Close on US$/MT Historical Electronic - Pit Contracts ($ Millions) Contracts ($ Millions) 31-Oct-12 31-Oct-12 VolatilityCorn Futures ZC C 204,416 $7,724 1,286,956 $48,631 755 3/4 $297.53 26.92% Mini Futures XC YC 1,010 $8 8,167 $62 Total Futures 205,426 $7,732 1,295,123 $48,693 Options 85,559 1,944,905Wheat Futures ZW W 77,236 $3,339 466,197 $20,151 864 1/2 $317.65 20.85% Mini Futures XW YW 265 $2 2,955 $26 Total Futures 77,501 $3,341 469,152 $20,177 Options 17,047 463,504Soybeans Futures ZS S 229,220 $17,750 633,974 $49,093 1548 3/4 $569.07 20.07% Mini Futures XB YK 1,702 $26 9,149 $142 Total Futures 230,922 $17,777 643,123 $49,235 Options 69,460 695,700Soybean Oil Futures ZL BO 104,022 $3,131 334,166 $10,057 50.16 $1,105.84 18.12% Options 8,917 224,675Soybean Meal Futures ZM SM 54,954 $2,650 224,187 $10,810 482.20 $531.53 20.97% Options 6,059 200,058Rough Rice Futures ZR RR 1,737 $53 13,893 $421 15.14 $333.78 15.72% Options 68 1,226Oats Futures ZO O 957 $19 12,845 $250 389 $225.68 16.58% Options 52 4,654Live Cattle Futures LE LC 42,486 $1,589 310,162 $11,597 125.93 7.81% Options 9,400 247,261Lean Hog Futures HE LH 37,790 $1,111 217,584 $6,395 78.28 13.00% Options 5,772 156,312 2
  • 4. Monthly Agricultural Review Grain and Oilseed Combined Futures and Options - Average Daily Volume Futures Options 1,400,000 1,200,000 1,000,000 Contracts 800,000 600,000 400,000 200,000 0 Corn and Wheat Futures - Average Daily Volume Corn Wheat 600,000 500,000 400,000 Contracts 300,000 200,000 100,000 0 3
  • 5. www.cmegroup.com Soybean Complex Futures - Average Daily Volume Soybeans Soybean Meal Soybean Oil 500,000 450,000 400,000 350,000 300,000 Contracts 250,000 200,000 150,000 100,000 50,000 0 Oats and Rice Futures - Average Daily Volume Oats Rough Rice 8,000 7,000 6,000 5,000 Contracts 4,000 3,000 2,000 1,000 0 4
  • 6. Monthly Agricultural Review Mini Grain and Oilseed Futures - Average Daily Volume Mini Soybeans Mini Corn Mini Wheat 6,000 5,000 4,000 Contracts 3,000 2,000 1,000 0 Options - Average Daily Volume Corn Soy Complex Wheat 350,000 300,000 250,000 Contracts 200,000 150,000 100,000 50,000 0 5
  • 7. www.cmegroup.com Live Cattle and Lean Hog Futures - Average Daily Volume Live Cattle Lean Hogs 140,000 120,000 100,000 Contracts 80,000 60,000 40,000 20,000 0 Live Cattle and Lean Hog Options - Average Daily Volume Live Cattle Lean Hogs 25000 20000 Contracts 15000 10000 5000 0 6
  • 8. Monthly Agricultural Review Corn and Wheat Electronic Futures - Average Daily Volume Corn Electronic ADV Wheat Electronic ADV Corn % Electronic ADV Wheat % Electronic ADV 400000 100% 90% 350000 80% 300000 70% Contracts 250000 60% 200000 50% 40% 150000 30% 100000 20% 50000 10% 0 0% Soybean Complex Electronic Futures - Average Daily Volume Soybeans Electronic ADV Soybean Oil Electronic ADV Soybean Meal Electronic ADV Soybean Meal % Electronic ADV Soybeans % Electronic ADV Soybean Oil % Electronic ADV 250000 100% 90% 200000 80% Contracts 70% 150000 60% 50% 100000 40% 30% 50000 20% 10% 0 0% 7
  • 9. www.cmegroup.com Live Cattle and Lean Hog Electronic Futures - Average Daily Volume Live Cattle Electronic ADV Lean Hog Electronic ADV Lean Hog % Electronic ADV Live Cattle % Electronic ADV 60000 90% 80% 50000 70% 40000 60% Contracts 50% 30000 40% 20000 30% 20% 10000 10% 0 0% Corn and Wheat Electronic Options - Average Daily Volume Corn Electronic ADV Wheat Electronic ADV Corn % Electronic ADV Wheat % Electronic ADV 70000 100% 90% 60000 80% 50000 70% Contracts 60% 40000 50% 30000 40% 20000 30% 20% 10000 10% 0 0% 8
  • 10. Monthly Agricultural Review Soybean Complex Electronic Options - Average Daily Volume Soybean Electronic ADV Soybean Meal Electronic ADV Soybean Oil Electronic ADV Soybean Meal % Electronic ADV Soybean % Electronic ADV Soybean Oil % Electronic ADV 40000 50% 45% 35000 40% 30000 35% Contracts 25000 30% 20000 25% 20% 15000 15% 10000 10% 5000 5% 0 0% Live Cattle and Lean Hog Electronic Options - Average Daily Volume Live Cattle Electronic ADV Lean Hog Electronic ADV Lean Hog % Electronic ADV Live Cattle % Electronic ADV 10000 80% 9000 70% 8000 60% 7000 Contracts 50% 6000 5000 40% 4000 30% 3000 20% 2000 10% 1000 0 0% 9
  • 11. www.cmegroup.com Corn and Wheat Monthly Historical Volatility - Spot Month Wheat Corn 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% Soybeans Complex Monthly Historical Volatility - Spot Month Soybeans Soybean Meal Soybean Oil70%60%50%40%30%20%10% 0% 10
  • 12. Monthly Agricultural Review Rough Rice and Oats Monthly Historical Volatility - Spot Month Rough Rice Oats 80% 70% 60% 50% 40% 30% 20% 10% 0% Live Cattle and Lean Hog Monthly Historical Volatility - Spot Month Live Cattle Lean Hog 70% 60% 50% 40% 30% 20% 10% 0% 11
  • 13. www.cmegroup.com Average Hourly Electronic Volumes - All Hours - October 2012 160,000 Lean Hog Futures 140,000 Live Cattle Futures Soybean Oil Futures 120,000 Soybean Meal Futures Soybean Futures 100,000 Wheat Futures Corn Futures Contracts 80,000 60,000 40,000 20,000 0 Chicago Time Average Hourly Electronic Volumes - Extended Trading Hours - October 2012 45,000 Lean Hog Futures Live Cattle Futures 40,000 Soybean Oil Futures Soybean Meal Futures 35,000 Soybean Futures Wheat Futures 30,000 Corn Futures Contracts 25,000 20,000 15,000 10,000 5,000 0 Chicago Time 12
  • 14. Monthly Agricultural Review CFTC COT Report - Corn Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 900,000 40% 800,000 35% 700,000 Open Interest - Contracts 30% 600,000 25% 500,000 20% 400,000 15% 300,000 10% 200,000 100,000 5% 0 0% Source: CFTC CFTC COT Report - Wheat Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 350,000 60% 300,000 50% Open Interest - Contracts 250,000 40% 200,000 30% 150,000 20% 100,000 10% 50,000 0 0% Source: CFTC 13
  • 15. www.cmegroup.com CFTC COT Report - Soybean Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 400,000 40% 350,000 35% Open Interest - Contracts 300,000 30% 250,000 25% 200,000 20% 150,000 15% 100,000 10% 50,000 5% 0 0% Source: CFTC CFTC COT Report - Soybean Meal Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 140,000 45% 40% 120,000 35% Open Interest - Contracts 100,000 30% 80,000 25% 60,000 20% 15% 40,000 10% 20,000 5% 0 0% Source: CFTC 14
  • 16. Monthly Agricultural Review CFTC COT Report - Soybean Oil Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 200,000 40% 180,000 35% 160,000 Open Interest - Contracts 30% 140,000 25% 120,000 100,000 20% 80,000 15% 60,000 10% 40,000 5% 20,000 0 0% Source: CFTC CFTC COT Report - Live Cattle Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 300,000 45% 40% 250,000 35% Open Interest - Contracts 200,000 30% 25% 150,000 20% 100,000 15% 10% 50,000 5% 0 0% Source: CFTC 15
  • 17. www.cmegroup.com CFTC COT Report - Lean Hog Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 180,000 45% 160,000 40% 140,000 35% Open Interest - Contracts 120,000 30% 100,000 25% 80,000 20% 60,000 15% 40,000 10% 20,000 5% 0 0% Source: CFTC Disclaimer Futures trading is not suitable for all investors, and involves the risk of loss. Futures are a leveraged investment, and because only a percentage of a contract’s value is required to trade, it is possible to lose more than the amount of money deposited for a futures position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles. And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade. All references to options refer to options on futures. The Globe logo, CME® and CME Group™ are trademarks of Chicago Mercantile Exchange, Inc. CBOT® and Chicago Board of Trade® are trademarks of The Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. All other trademarks are the property of their respective owners. The information within this presentation has been compiled by CME Group for general purposes only. Although every attempt has been made to ensure the accuracy of the information within this presentation, CME Group assumes no responsibility for any errors or omissions. Additionally, all examples in this presentation are hypothetical situations, used for explanation purposes only, and should not be considered investment advice or the results of actual market experience. All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME, CBOT and CME Group rules. Current rules should be consulted in all cases concerning contract specifications. 16
  • 18. CME GROUP HEADQUARTERS CME GROUP REGIONAL OFFICES20 South Wacker Drive info@cmegroup.com New York London SingaporeChicago, Illinois 60606 +1 800 331 3332 +1 212 299 2000 +44 (0) 20 3379 3700 +65 6322 8595cmegroup.com +1 312 930 1000 Calgary Houston São Paulo +1 403 444 6876 +1 713 658 9292 +55 11 2565 5999 Seoul Tokyo Washington D.C. +82 2 2076 8470 +81 3 5403 4828 +1 202 638 3838Futures trading is not suitable for all investors, and involves the risk of loss. Futures are a leveraged investment, and because only a percentage of a contract’s value is required to trade, it is possible to lose more thanthe amount of money deposited for a futures position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles. And only a portion of those funds should be devoted to anyone trade because they cannot expect to profit on every trade.All references to options refer to options on futures.CME Group is a trademark of CME Group, Inc. The Globe Logo, CME, Chicago Mercantile Exchange, and Globex are trademarks of Chicago Mercantile Exchange Inc. CBOT and the Chicago Board of Trade are trademarksof the Board of Trade of the City of Chicago. New York Mercantile Exchange and NYMEX are registered trademarks of the New York Mercantile Exchange, Inc. All other trademarks are the properties of their respectiveowners. The information within this brochure has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions. Additionally, all examples in this brochureare hypothetical situations, used for explanation purposes only, and should not be considered investment advice or the results of actual market experience. All matters pertaining to rules and specifications herein aremade subject to and are superseded by official CME, CBOT, and NYMEX rules. Current rules should be consulted in all cases concerning contract specifications.Copyright © 2012 CME Group. All rights reserved. AC395.9/0/0512

×