I did some study on correlation between soybean, sugar and coffee with real and I was surprised by the strength of the link. Correlation was on the 30-50 % range for monthly difference which is a lot !
Excpetionnal situation on Live Cattle: I just saw that we have a record contango on the OCT & DEC expiries AND a very strong backwardation between AUG & APR16 ! It seems very strange to have bot record contango and backwardation. Any idea on whats happening on this market ?
interesting situation: 3rd time someone bought/sold near 500-600 contraсts @hezf-g two of these were @12:59(chicago) and days before there was kinda big volume too also @ 12:59
Short Feb/Long Apr Live Cattle @ 0.375. Long Mar/ Short Jul 18 Sugar @ -0.04. Again , couldn't get all my contracts before it started rallying.