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U.S. Wheat Associates Price Report Dec 21/07

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    U.S. Wheat Associates Price Report Dec 21/07

    "Highlights

    Futures markets continued to bounce around this week on thin volume, based more on technical trading, position squaring and profit taking than cash business or compelling fundamental news. Sunday's overnight session traded nearly limit up, pushing Chicago above $10/bu, drawing considerable (U.S.) media attention to wheat prices. Beneficial moisture in the Plains and softening export sales put downward pressure on winter wheat prices while tightening HRS supplies kept futures firm in Minneapolis. SRW nearbys at the CBOT fell 31 cents/bu, the KCBOT fell by the same amount and the MGE finished up 2 cents.

    The Russian Economy Ministry said today that it would propose a 40% export tax to be effective by the end of January. The trade has widely anticipated this action all year, as well as the timing. The Argentine export registry was scheduled to reopen yesterday but no announcement has been made. Traders are still working through the 7 MMT book of export licenses they hold and must ship before March, keeping Argentine FOB offers well under other origins.
    President Bush signed a new energy bill into law Wednesday, increasing mandated ethanol production and creating a biodiesel mandate. Corn used for ethanol is to increase from 81 MMT this year to 136 MMT in 2022.

    The biodiesel mandate is thought to be especially important for canola, increasing long term pressure on spring wheat acres. For the week, corn nearbys were up 5 cents/bu.
    Japan's Agriculture Ministry doubled its budget for wheat purchases next year, adding to the bullish tone for 2008 prices after Goldman Sachs increased their forecast for grain and oilseed prices last week.

    The European Union and Korea cut import duties this week while China cut its export credit.

    Export sales were below trade expectations at 204,300 MT, although above the 130,000 MT average needed for the next 24 weeks in the marketing year to meet the USDA export forecast. A net decline in SRW sales was bearish for futures prices, but with a large export program already booked, capacity issues in the Gulf are keeping basis prices firm. There is a large spread between exporter offers. Traders report that export interest is very slow this week.

    The SW and durum markets remain difficult to define as supplies dwindle. Durum prices are unchanged at the Gulf, ranging $750 to $775/MT, and SW out of the PNW is up 20 cents/bu to $13.45/bu ($494/MT).
    Several reports that North American spring wheat plantings are not expected to increase substantially over last year did not keep new crop HRS prices from falling further behind old crop. September '08 delivery HRS (MU08) is at a $2.23/bu discount to nearbys, up from 99 cents/bu in November. The MU08 premium over December '08 corn is at $3.93/bu, up from $1.54/bu early this summer. The November '08 soybean premium over MU08 contracts has fallen from $3.66/bu in July to $2.39/bu. The SW premium to SRW opened another $18/MT this week to $3.46/bu ($127/MT) after trading at parity in September.

    The holidays have dampened ocean freight trading, leading to continued softening of rates this week. South American grain exports are giving the Atlantic a stronger tone than the Pacific, but nominally, both sides are about $1/MT weaker. Container rates are now essentially the same as bulk rates as shippers continue to expand their lists of "embargoed destinations" and transloader facilities are extremely congested.

    The weakness in the dollar has decreased U.S. imports and the availability of empty containers. Shipping lines will be adding another general rate increase in January.
    The dollar reached a two month high against the euro and a four month high against the pound this week as traders unwind dollar shorts before the end of the year. Also supporting a dollar rebound were a surging current account deficit in the UK and a survey showing German business confidence dropping to its lowest level in two years."


    HRS Basis at Various Ports;
    cents/bushel Graph Page 3 (Specific months taken off Appropriate Reports)

    Basis @ mid Dec/07
    Gulf HRS 14 $1.85/bu over futures
    PNW HRS 14 $1.60/bu over futures
    G.L. HRS 14 $.85/bu over futures

    End of Nov/07
    Gulf HRS 14 $1.85/bu over futures
    PNW HRS 14 $1.45/bu over futures
    G.L. HRS 14 $.75/bu over futures

    @Dec-06 Feb-07 Apr-07 Jun-07 Aug-07

    End of Oct/07
    Gulf HRS 14 $1.65/bu over futures
    PNW HRS 14 $1.35/bu over futures
    G.L. HRS 14 $.65/bu over futures

    End of Sept/07
    Gulf HRS 14 $1.85/bu over futures
    PNW HRS 14 $1.60/bu over futures
    G.L. HRS 14 $.85/bu over futures


    End of Aug/07
    Gulf HRS 14 $1.38/bu over futures
    PNW HRS 14 $.90/bu over futures
    G.L. HRS 14 $.35/bu over futures
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