Corn Calendar Spreads During Corn Price Rally

September 15, 2020

Corn prices have rallied during the last 4 weeks.  December Corn has increased nearly 55 cents from August 10, with the December 2020 Corn contract settling at $3.65 on Friday, September 11, 2020.  On an absolute level prices are still relatively low; calendar spreads are at historical high levels.  The December 2020 – March 2021 corn spread has moved to the highest level to for this time of the year.  Given the structure of the corn forward curve, should prices even pull back, the December-March Corn calendar spread could continue to increase.

The chart below can be constructed in the Fundamental Analytics platform under Prices > Corn > Continuation > High-Low-Close Candlestick.

Corn Candlestick Time Series

The chart below can be constructed in the Fundamental Analytics platform under Prices > Corn > Instruments and Spreads.


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The information provided here is for general informational purposes only and should not be considered individualized investment advice. All expressions of opinion are subject to change without notice in reaction to shifting market conditions.

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