Afternoon Corn: Option traders settle for a $4.25 pin

<div class=\"default-font-wrapper\" style=\"line-height: 1;font-size: 12pt; font-family: Verdana, Geneva, sans-serif;\"><null>Afternoon Corn: &nbsp;Option traders settle for a $4.25 pin<br></null><null><br></null><div style=\"line-height: 1;\"><span style=\"font-size: 12pt; font-family: Verdana, Geneva, sans-serif;\">Friday was another mixed day in the corn market, which was a distinct theme to trade this week. &nbsp; Futures finished fractionally lower despite firming modestly overnight. &nbsp;For the week, corn was still able to close 1 &frac12; cents higher. &nbsp;Cash remains firm on the interior, while the Gulf has been a little more mixed (steady today).<br id=\"isPasted\">&nbsp;<br>Corn&rsquo;s week could best be summed up as, &ldquo;Black Sea war premium&rdquo; versus &ldquo;crickets on exports&rdquo;. &nbsp;A modest escalation on the Russia-Ukraine battlefield at times put a bid under the grains. &nbsp;The sudden flurry of export business that excited the trade earlier this month has gradually ebbed to the point where there has not been an 8 AM flash sale for corn since last Wednesday (11/13). &nbsp;That is not to say corn demand is not humming &ndash; the weekly EIA report pegged ethanol production at record high levels &ndash; but the export news silence this week deprived the bull of fodder needed to build on the war jitters.<br>&nbsp;<br>CFTC Commitment of Traders report for once played out near expectations. &nbsp;For the week ended 11/19 (Tues), Managed Money funds were net buyers of 4,638 corn contracts. &nbsp;When including recent activity, we think funds are heading into the weekend net long about 110,000 delta-adjusted corn. &nbsp;Commercial activity was very restrained in the report, which fits with the narrative of a harvest that is at/near conclusion.<br>&nbsp;<br>End-user markets had a mixed week; both hogs and cattle closed higher Friday and posted nice gains for the week. &nbsp;Milk and ethanol struggled Friday and also lost ground for the week. &nbsp;Dairy producer margins remain in decent shape despite an ugly start to fall, but we think ethanol margins are angling back toward breakeven after briefly turning positive again last week. &nbsp;Cattle on Feed report after the close was in-line with expectations; &lsquo;on feed&rsquo; at 100% of year ago, and marketings and placements both 105%. &nbsp;A separate USDA report found October egg production down 4% yr/yr, which may explain why eggs are $4/dozen at the grocery store. &nbsp;The industry is clearly trying to rebuild flocks, though, with egg-type chicks hatched up 7% yr/yr and broilers up 3%?<br>&nbsp;<br>Elsewhere, the big macro had a good end to the week, namely a nice Friday rally in both stocks and crude. &nbsp;Unfortunately, the dollar also continued to ride the rally train, ending the week at new two year highs. &nbsp;Weather is still not offering much of a story. &nbsp;The South American outlook still appears net favorable, and the northern hemisphere harvest is either done or close to it. &nbsp;Europe is catching up after a slow start to their corn harvest (France 82% harvested vs. 97% last year).&nbsp;</span></div><br><span style=\"font-size: 12pt; font-family: Verdana, Geneva, sans-serif;\">In the options, volatility was lower heading into the weekend. &nbsp; December options expired with a $4.25 pin. &nbsp;Calendar spreads were a little easier but remain not far from recent highs. &nbsp;Corn lost to the beans but (mostly) gained on the wheat. &nbsp;Eyeing the charts, corn futures continue to find meaningful resistance at $4.35 CZ ($4.50 CH). &nbsp;Initial support in the $4.20 area basis CZ ($4.30 CH) also held recently and this remains operative, so that appears to be our short-term range. &nbsp;Momentum indicators are trying to turn lower on the daily but remain positive on the weekly. &nbsp;The RSI is near-neutral, sitting around the 50 level.</span><br><br><span style=\"font-size: 12pt; font-family: Verdana, Geneva, sans-serif;\">KJ</span></div>