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; EDHEC-Risk Institute; J.P. Morgan Center for Commodities, University of Colorado Denver Business School; Global Commodities Applied Research Digest

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 )

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

HOME PAGE: http://customindices.spindices.com/custom-index-calculations/premia/all

EDHEC-Risk Institute

Nice
France

HOME PAGE: http://risk.edhec.edu/

J.P. Morgan Center for Commodities, University of Colorado Denver Business School ( email )

1475 Lawrence St.
Denver, CO 80202
United States

HOME PAGE: http://www.business.ucdenver.edu/commodities

Global Commodities Applied Research Digest ( email )

J.P. Morgan Center for Commodities
1475 Lawrence Street
Denver, CO 80202
United States

HOME PAGE: http://www.jpmcc-gcard.com/hilary-till

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