Wheat Futures Contracts: Liquidity, Spreading Opportunities, and Fundamental Factors

8 Pages Posted: 5 Feb 2018

See all articles by Hilary Till

Hilary Till

Premia Research LLC; Commodity Insights Digest (a publication of Bayes Business School)

Date Written: January 25, 2018

Abstract

This article discusses how fund managers can choose amongst wheat futures contracts at the CME Group if they are interested in expressing bullish economic and inflationary views through positions in the agricultural futures complex.

Keywords: wheat futures contracts, liquidity

JEL Classification: G1, Q1

Suggested Citation

Till, Hilary, Wheat Futures Contracts: Liquidity, Spreading Opportunities, and Fundamental Factors (January 25, 2018). Available at SSRN: https://ssrn.com/abstract=3110868 or http://dx.doi.org/10.2139/ssrn.3110868

Hilary Till (Contact Author)

Premia Research LLC ( email )

Chicago, IL
United States
312-583-1137 (Phone)
312-873-3914 (Fax)

HOME PAGE: http://www.spglobal.com/spdji/en/custom-index-calculations/premia/all/

Commodity Insights Digest (a publication of Bayes Business School) ( email )

London
United Kingdom

HOME PAGE: http://www.bayes-cid.com

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