Impact of Cash Settlement on Basis Variation for Soybean Futures Contracts

Julien S. Lee and Lee F. Schrader

No 271195, 1991 Annual Meeting, August 4-7, Manhattan, Kansas from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)

Abstract: The impact on basis variation of changing soybean futures to cash settlement based on USDA Grain and Feed Market News quotations is investigated. Potential for reduction in basis variability with cash settlement is demonstrated assuming that cash settled futures prices parallel the cash index at contract expiration.

Keywords: Agricultural Finance; Crop Production/Industries; Demand and Price Analysis (search for similar items in EconPapers)
Pages: 22
Date: 1991-08-04
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Persistent link: https://EconPapers.repec.org/RePEc:ags:aaea91:271195

DOI: 10.22004/ag.econ.271195

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