Wednesday, January 16, 2013

Afternoon Recap from CHS Hedging's Tregg Cronin



Moore Research 5/15/30 year Seasonals for Chicago Wheat, Corn and Soybeans attached.  Generally firm for corn and beans, but soft for wheat.

Financials

Outside Markets as of 1:15 Dollar Index up 0.022 at 79.801; NYMEX-WTI up $0.64 at $93.92; Brent Crude down $0.22 at $109.40; Heating Oil down $0.0223 at $2.9888; Livestock markets are sharply lower, led by cattle; Gold down $2.30 at $1681.60; Copper down $0.0250 at $3.6125; Silver down $0.014 at $31.515;  S&P’s up 2.50 at 1467.75, Dow futures down 11.00 at 13,452.00 and Treasuries are firmer.

Biggest financial market news today had to be earnings released from Goldman Sachs and JP Morgan as well as word two Japanese airlines were grounding all of the Boeing 787 Dreamliners in their fleet due to complications with the airplanes’ batteries.  Q4 income at Goldman surged to $2.89 billion from $1.01 billion a year earlier.  Earnings per share were $5.60, well above the $3.66/share estimate.  JP Morgan earnings rose to $1.39/share from about $0.90/share a year earlier.  The real news, however, was CEO Jamie Dimon’s pay was halved over the “London Whale” trading incident as internal controls get beefed up.  Economic data including the Consumer Price Index came in below expectations, supporting the Federal Reserve’s current policy initiatives.

Corn

Firm trade overnight in what looked to be the eighth winning session in a row, but poor ethanol data and reports two more plants in Nebraska were planning to shut down at least temporarily took corn into negative territory.  The severe bullspreading of the last week ran its course temporarily as traders booked profits, sending new crop months positive on the close.  A late rally closed everything green.  The conversation has shifted from how bad exports are, to how we need to slow down feed use.  Yet, if ethanol production levels off at a sub-800,000bbls/day pace, there will be enough corn around domestically.  Farm gate movement slowed considerably today vs. yesterday.  $7.50-7.60 futures seems like the target needed to pry loose cash from one edge of the corn belt to the other.

The big data point today was weekly ethanol production which came in at 784,000bbls/day, down 42,000bbls from last week and the lowest week on the data set’s records going back to June of 2010.  Making matters worse was a jump in ethanol stocks to 20.3 million barrels, up 507,000 on the week to the second highest level in 29-weeks.  This likely means domestic demand for US ethanol continues to decline, but so did imports to 8 million gallons vs. 15 million the previous week and 14 million on the 4-week average.  Gasoline demand was above a year ago, but towards the lower end of the 5-year range.  Preceding the release of this data by a mere 10-minutes was news from Bloomberg Abengoa planned to temporarily idle two of its ethanol plants in Nebraska; one in York and one in Ravenna.  Ethanol margins remain poor, near 4-yr lows, and the high basis levels needed to source corn from the farm isn’t helping.  There are three boats in the Brazilian lineup to load corn bound for the US.  The total lineup equals 2.814MMT vs. 2.425MMT LW.

CIF bids were unchanged today with Jan bids at +50H and Feb at +61H.  Illinois River basis is sitting right at delivery equivalence to 3-4c above for Feb/Mar.  If futures continue to rally, I’d like to wait on the CH/CK weakening to around -2.00c/-3.00c before bullspreading or moving short hedges.  If the rally stalls, however, basis is clearing saying the spread should go back to an inversion.  The index fund roll begins the first full week of February.  PNW shuttle bids were unchanged today at +108/110/113H and Grp 3 at +15/18H.  Hereford is still said to be an +88H to +92H type of market, although some say +95/100H is what is required to buy a shuttle of corn dlvd Hereford.  Didn’t see much change from the ethanol plant.  Export sales tomorrow are expected weak at 100-450,000MT vs. 12,622MT LW. 

Wheat

Two-sided trade, but managed a recovery late along with corn and rallying beans to post the fourth higher close in wheat.  Once again seemed to be little in the way of news aside from the cold weather threat next week to almost all growing regions of the US.  Dryness will also persist in the southern plains the next 15-days, but again, it seems a bit early to be killing this crop completely when we haven’t broken dormancy yet.  Farmer movement slowed from yesterday, but was still mentionable.  Country merchandisers say $8.90-9.00 pays $8.50 and gets the farmers’ attention.  Several elevators have also been building length over the last 30-days, and have wheat to move.  If the board continues firmer, hard to be friendly on spreads or basis, especially in Minneapolis.

Wasn’t of anything for wheat news, although noteworthy the last few days have seen open interest declines, hinting the large spec is short-covering.  With the estimated large spec net short around 60,000 contracts, there could be sizable buying left to do should he decide to run it out completely.  The pace of demand remains lackluster, however, and many are making note of the fact the pace of exports needed each week through May has never been done before.  Temps are beginning to moderate in the 6-10, with above normal temps in the plains.  Dryness will prevail, however.  There was chatter in the market today about wheat from Duluth trading into TX-feedlots, although if it did in fact happen, it likely was a one-off trade with a ton of garbage wheat as no spreads or basis can seemingly put regular HRS into Texas feed rations.  Japan will announce tender results tonight followed by export sales tomorrow morning.  Shouldn’t be anything to write home about, and makes the current 1,050mbu export forecast all the more daunting.

Spot floor basis was mixed today with 14.0% called up 5c to +75/90H while 15.0% was down 20c to +70/125H.  Should be pointed out there were only 10 cars on the floor which traded today.  KCBT protein scales were unchanged.  To-arrive bids were unchanged at +60/65H after dropping 5-10c yesterday.  Can’t hit home enough the fact that basis never really strengthened while futures dropped $1.00+, meaning we have plenty of wheat around to satisfy any and all domestic demand, and we don’t have an export program.  This in addition to the fact more than one market pundit has suggested larger swaths of Canadian wheat probably trickling over the border.  The MWH/MWK fought back from -11.25c to trade at -10.00c late, but still can’t give my blessing to bullspread just yet given the new vomo specs, increased carrying charges and the large amount of wheat which still acts like it wants to move.  Be patient on rolling length forward, although wouldn’t hold my breath on basis appreciation the next 30-days either.  +100/105H PNW for HRS.

Soybeans

Another impressive rally in the soy complex today, reversing yesterday’s losses and some with front month March soybeans closing up $0.23.  March beans now find themselves sandwiched between the 50 & 200-day moving averages, but have yet to climb above significant overhead resistance.  The cause for the support would appear to be South American weather, namely Argentina, Chinese interest in spot business, rumors of strategic reserve buying for new crop ’13, and firming basis levels at Brazil’s main ports.  Not many sounding the alarm bells over current SAM weather, but the forecast maps just don’t look that inviting through the end of January.  A change in the pattern for February will need to be in order or additional risk premium will be needed.

FOB basis levels at Paranagua Brazil have appreciated over the last week.  LH-Feb/FH-Mar can be called +60H vs. +50H a week ago.  Full March slots are seen at +43H vs. +35H a week ago.  The Brazilian concern would appear to be rain delays in N-Brazil for harvest, and there are said to be around 15-20 vessels waiting to load beans, meal or meal pellets.  Also speaks to the Chinese interest on the front end.  Also worth noting, prices on the Dalian exchange have watched meal climb $17.00/tonne since Friday while CBOT meal has risen only $10.00.  Conversely, Dalian beans are up 18c since Friday while CBOT beans are up 63c.  Their crush margins continue to improve and should be at some pretty spiffy levels.

CIF bids were mixed today with spot bids unchanged at +105H through Jan, but down 2c to +85H for Feb and down 2c to +73H for March.  One can compare these with the values for Brazil in the previous paragraph.  New crop values Nov-forward were up 1-3c with +75/80X saleable.  PNW values softened by 2-3c today with most posted bids around +160/163H, but +165/167 is probably still saleable to the right party.  Crush bids so far this afternoon look unchanged with Minnesota crush plants posting somewhere between +2/10H.  Spreads remain strong and look like a little bit of export business and lack of farm gate movement based on anemic barge freight around 340% on the Illinois.  The SN/SX jumped 6.75c to +116.25c, a clear sign of concern towards summer carryout.







Tregg Cronin
Market Analyst
800-328-6530
651-355-6538
651-355-3723 fax
CHS Hedging, Inc.
The Right Decisions for the Right Reasons

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