Press the Back button to go back to the text.

Table 3. Intra Crop-Year Spread: Hypothetical Example for Corn
 

December

March

May

July

Sept.

(1) Harvest (October)

$2.50

$2.55

$2.62

$2.70

$2.65

(2) December (Nearby) - Deferred Spreads  

+$0.05

+$0.12

+$0.20

+$0.15

(3) Harvest Basis

-$0.15

NA

NA

NA

NA

(4) Expected Basis in Deferred Months

NA

-$0.05

$0.00

+$0.05

-$0.05

(5) Local Basis Improvement between December & Deferred Months ( 3 - 4 )

NA

+$0.10

+$0.15

+$0.20

+$0.10

(6) Basis Improvement plus spread ( 5 + 2 )

NA

+$0.15

+$0.27

+$0.40

+$0.25