Le marché mondial des denrées agricoles de Chicago

Bernard Yon

Économie rurale, 1979, vol. 129

Abstract: Prices of futures contracts at the Chicago Board of Trade are a forecast of futures prices of cash grains on which both hedgers and speculators mainly rely on to form their anticipations. Of course, Chicago futures prices are not the only information to deduce prices on the other parts of the world. But those prices direct price formation in other market places so that no one can ignore them. If the majority of French operators watch Chicago prices for the conduct of their own business, it remains among them a large ignorance of the mechanisms of the price formation at the CBOT level. This article is an attempt to provide a very basic knowledge of price formation on futures contracts at the CBOT in order to help business people in their own operations. Some basic examples are taken to show how things work in reality.

Keywords: International; Relations/Trade (search for similar items in EconPapers)
Date: 1979
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Persistent link: https://EconPapers.repec.org/RePEc:ags:ersfer:351188

DOI: 10.22004/ag.econ.351188

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