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    #21
    I might be on a bit of a tangent here, however......

    The futures market can be a powerful risk management tool as well as a profit center.

    Two common mistakes made in all markets that lead to the stories of margin calls and large losses are:

    1. Not having or executing an exit plan.
    2. Trading against the trend.

    1. Not having or executing an exit plan.

    A common misconception is that the success of the trade is a result of what you buy and when you buy it.
    I argue that success is based on when you sell it.

    Let me explain.

    Before any trade is entered, I decide when I am getting out on a loss and position size accordingly. The common mistake made is choosing your exit on a profit target, when the initial exit should be when you realize that you were wrong in your thesis. Creating and executing your trade plan is vital to your success. If your position turns profitable, then you quickly move your stop to reduce or eliminate your losses.

    Let your winners run and cut your losses short.

    I presented an example of this with a CBOT wheat trade a few months ago. The trade turned profitable with my stops raised until the trend on my timeframe changed and the stop was hit.

    Again, I believe that the success of a trade is based on when you exit; not what you buy and when you buy it.

    The next point addresses how choosing what you buy and when you buy it can increase your probability of success.

    2. Trading Against the Trend

    As we know, hedging can be a powerful risk management tool.

    However, I question why one would deliberately take a loss on a hedge.

    Trading is easy but extremely difficult; however, understanding your timeframe combined with trend analysis can dramatically increase your probability of success.

    Consider how much easier it is to swim with the current than against it.

    When the trend changes, exit your position. You can always re-enter later.

    Sure one can hope that the market will reverse in your favour; however, one does not know if or when that will happen.

    Hopium, when relied on, usually precedes the destruction of your balance sheet.

    As an ex-investment banker from London once told me, "It is ok to be contrarian, as long as you do not try to be."

    https://www.klarenbach.ca
    Last edited by wheatking16; Feb 6, 2022, 04:12.

    Comment


      #22
      Wheatking;

      Volatility has become a nightmare for a true hedge.

      I entered a Canola June 21 hedge after crop is up and looking good....

      Daily limits in one day without notice moved to $50/t... and in a week the Nov21 Canola market moves from approx. $800/t to $900/t... and as the nearly unprecedented drought ravages the hedge position... $100/t plus $50/t futures margin maintenance call means $150/t on a 'small' hedge of 500t... 'only' 1/4 of 10 year average production... buying a $900 put... costs $95/t by then... so a spread selling a $1000 call brings down the cost to $50/t.

      Historically $800/t Nov Canola hedge is 'nearly' unprecedented [in the top 90% of the market]... as August 21 rolls by... $1000 futures sneak closer... so even the spread option attracts significant margin maintenance funding... Volatility kills hedge positions... the cash maintenance margin call forward looking is covered ... ultimately... but to see $100,000 disappear... for any 'normal' human being... is an emotional stressful event... when it comes out of a bank line of credit in the middle of the summer!

      Now... Nov 22 Canola... $840/t is a high price 'historically'... a 'logical' hedge...??????

      Inflation ... interest rates on lines of credit going up how much in the next 6 months????

      The 'big' farm operations... can easily be destroyed by a futures trading account... even with a 50% debt to equity margin.

      And 'if' a farm has the cash on hand to cover the margin maintenance... it can 'afford' the '"loss" 'in any event anyway and does not need to hedge to 'survive'.

      The 'theoretical' becomes more than many in farm families can stomach... the wives, sons, and brothers... all watch as capital destruction is added to drought crop losses... Farming... there is no life like it!!!

      Cheers
      PS... the old saying... win the 'lottery' and farm until it is all gone... has rung true for all too many farm families....

      I am still doing better than I deserve... by the Grace of God!!! Have a wonderful Sunday... Death has been conquered and life is a special gift from King Jesus!!!

      Comment


        #23
        'The Chosen' Season 1 Episode 4 'The Rock On Which It Is Built'

        Stream free movies & TV shows on Angel.com or the Angel app. Watch Angel Originals like The Wingfeather Saga, Dry Bar Comedy, and more.


        P.S. ...It was revealing to watch 'The Chosen' last evening... about Peter the fisherman... reminds me so much of our farming!

        The story line;

        Fisherman St Peter has the Roman administrators after him for back taxes owed...

        Fishing is not going well... jail is staring him [St Peter] and his family in the face... their daughter is sick.

        Mathew the tax collector is sent out by the Romans to spy on Peter and see if they should throw Peter in jail for default on his tax debt...

        After fishing all night... and catching nothing himself... nor James and John in their fishing boat,

        King Jesus [on the shore of the Sea of Galilee] calls Peter [in despair after catching nothing yet again as morning rolls around] approaches in his boat...

        Jesus calls Peter over so he use Peters boat to share some 'new' ideas with the gathered locals on the shore.. Peter's fishing boat is a great acoustic venue to share his radical ideas....

        Taxman Mathew sees Peter failed to catch any fish again... [time to call in the cops for the arrest and confiscate Peters fishing boat??]

        King Jesus finishes sharing his good news [ideas]... and turns to a curious but disturbed Peter [who sees Tax man Mathew on the shore ready to confiscate his boat]... and King Jesus tells fisherman Peter with a concerned smile... to throw his net out on the far side of the boat...

        Peter hesitates [about casting the net out]... looks at Jesus like he is a little deluded... Jesus smiles politely again... Peter melts a little and throws out the fishing net...

        Soon the water is boiling with fish in Peters net... more than enough to fill Peters boat and some more for James and Johns boat too...

        Tax Man Mathew , stunned... is almost disappointed as it looks like more than enough fish to pay the Roman taxbill and all Peters other loans off...

        King Jesus smiles with joy... and you know 'the rest of the story'! Farming is a lot like this!!!

        Cheers
        Last edited by TOM4CWB; Feb 6, 2022, 18:21.

        Comment


          #24
          Originally posted by wheatking16 View Post
          I might be on a bit of a tangent here, however......

          The futures market can be a powerful risk management tool as well as a profit center.

          Two common mistakes made in all markets that lead to the stories of margin calls and large losses are:

          1. Not having or executing an exit plan.
          2. Trading against the trend.

          1. Not having or executing an exit plan.

          A common misconception is that the success of the trade is a result of what you buy and when you buy it.
          I argue that success is based on when you sell it.

          Let me explain.

          Before any trade is entered, I decide when I am getting out on a loss and position size accordingly. The common mistake made is choosing your exit on a profit target, when the initial exit should be when you realize that you were wrong in your thesis. Creating and executing your trade plan is vital to your success. If your position turns profitable, then you quickly move your stop to reduce or eliminate your losses.

          Let your winners run and cut your losses short.

          I presented an example of this with a CBOT wheat trade a few months ago. The trade turned profitable with my stops raised until the trend on my timeframe changed and the stop was hit.

          Again, I believe that the success of a trade is based on when you exit; not what you buy and when you buy it.

          The next point addresses how choosing what you buy and when you buy it can increase your probability of success.

          2. Trading Against the Trend

          As we know, hedging can be a powerful risk management tool.

          However, I question why one would deliberately take a loss on a hedge.

          Trading is easy but extremely difficult; however, understanding your timeframe combined with trend analysis can dramatically increase your probability of success.

          Consider how much easier it is to swim with the current than against it.

          When the trend changes, exit your position. You can always re-enter later.

          Sure one can hope that the market will reverse in your favour; however, one does not know if or when that will happen.

          Hopium, when relied on, usually precedes the destruction of your balance sheet.

          As an ex-investment banker from London once told me, "It is ok to be contrarian, as long as you do not try to be."

          https://www.klarenbach.ca
          Just bumping this up

          Comment


            #25
            Tom, I’m afraid I can’t let this go without adding another perspective.

            It is noble of you to try to convince everyone not to go though what you did in ’21 but the outcome left you very biased. It is a bit like a loved one being seriously injured in a traffic accident then trying to convince everyone not to drive. Instead of simply trying to suggest avoiding predictable risks.

            The other experience of ’21 was producers that let grain buyers worry about the hedge by signing a deferred delivery contract then experiencing a catastrophic drought. How stress free do you think it was for them facing unimaginable buyouts in some cases. Even having to use crop insurance proceeds to cover the buyback. Fairly stressful as far as I can tell.

            And what now, the same situation unfolding with even higher stakes. How stress free do you think it will be next summer as a producer not willing to forward sell (or any significant amount) given the fiasco of ’21, only to watch prices collapse for a variety of reasons while waiting to have the crop in the bin to sell. Especially given the input prices.

            I would suggest you may have misjudged your tolerance for risk and volatility and blame it on your risk management account. Given your description and the scars it left, you may have been much more suited to simply buying a put option, hoping it expired worthless and accepting the price protection wouldn’t have been quite as good if prices fell.

            If I had my way (and I know it's not possible), every producer of canola would have a tonne/ac of Nov 22 $700/t put options for $12.30/t (that it settled at on Friday). With a $10/t basis, the worst they would do is $15.37/bu ($700-12.3-10 = $677.70/t). With crop insurance coverage of say 30 bu/ac, the minimum revenue would be $461/ac (30x15.27) with $676/ac minimum out of a 44 bu/ac yield. And unlimited upside potential in revenue (if Macdon is right).

            Then do what they do best, grow a good crop and see how the chips fall.

            That would my idea of reducing stress, and that is what can be done with a commodity trading account…

            Comment


              #26
              Originally posted by TechAnalyst View Post
              Tom, I’m afraid I can’t let this go without adding another perspective.

              It is noble of you to try to convince everyone not to go though what you did in ’21 but the outcome left you very biased. It is a bit like a loved one being seriously injured in a traffic accident then trying to convince everyone not to drive. Instead of simply trying to suggest avoiding predictable risks.

              The other experience of ’21 was producers that let grain buyers worry about the hedge by signing a deferred delivery contract then experiencing a catastrophic drought. How stress free do you think it was for them facing unimaginable buyouts in some cases. Even having to use crop insurance proceeds to cover the buyback. Fairly stressful as far as I can tell.

              And what now, the same situation unfolding with even higher stakes. How stress free do you think it will be next summer as a producer not willing to forward sell (or any significant amount) given the fiasco of ’21, only to watch prices collapse for a variety of reasons while waiting to have the crop in the bin to sell. Especially given the input prices.

              I would suggest you may have misjudged your tolerance for risk and volatility and blame it on your risk management account. Given your description and the scars it left, you may have been much more suited to simply buying a put option, hoping it expired worthless and accepting the price protection wouldn’t have been quite as good if prices fell.

              If I had my way (and I know it's not possible), every producer of canola would have a tonne/ac of Nov 22 $700/t put options for $12.30/t (that it settled at on Friday). With a $10/t basis, the worst they would do is $15.37/bu ($700-12.3-10 = $677.70/t). With crop insurance coverage of say 30 bu/ac, the minimum revenue would be $461/ac (30x15.27) with $676/ac minimum out of a 44 bu/ac yield. And unlimited upside potential in revenue (if Macdon is right).

              Then do what they do best, grow a good crop and see how the chips fall.

              That would my idea of reducing stress, and that is what can be done with a commodity trading account…
              This is great advice.

              Comment


                #27
                wheatking/techy,

                I did buy the underlying puts at $700/t which cost about $18/t at the time I went short on 500t at $800 Nov21 Canola... hoping the market would go back to $700 and then I could have taken the short position off and had the $800/t by adding the further $100/t to the $700 put for insurance.

                BUT

                The futures went to Nov21 $900 instead of $700/t... now with $100 /t futures call on maintenance... plus the added $50/t maintenance futures margin required at all times... = $150/t x 500t $75000 bank loan... plus the $18/t x 500t underlying Nov 21 Put cost...

                so at $900/t Nov21 I bought the at the market Put... and sold the $1000 out of the money Call to reduce the cost [doing the [buy]Put [sell]Call spread]

                And the Nov 21 market settled at Nov option expiry close [Oct 22/21]to $910/t if my memory serves me correctly...

                So my 700$ Canola Nov 21 puts expired worthless, my $900 Nov21 puts expired worthless... I bought back my 1000$ Jan22 Calls I sold at $12-15/t in September 21... I took the $100/t loss in my margin account when I bought the $900 Nov Puts by taking the short futures Nov21 position off then... sold the cash at $923/t if my memory is correct... and were short at Cargill 20t be had to buy back because of a hail storm in September...

                Complex to say the least. Have done this before a decade ago... used to buy out of the money puts all the time... but too often the expire worthless... just like the 'wise' folks who sell them want them to [80-90% of the time]!!!

                As they say... Hindsight is always 20-20...

                And Those goofy 'crystal ball' gazers... well those [rich wise smart] farmers need to keep the food on the table for broker's families... don't they!!!!

                All by the textbook... step by step... day by day...month by month...

                Agstar77 is incorrect about CWB marketing pools... they were worst possible option of all worlds!!!

                Will look at possible minimum price contracts that allow one reprice at harvest... through grain buyers... have 10bu/ac risk free 22/23 Nexera at Bunge when the time is 'right'...

                What a life! Too much Fun!!! Insanity is doing the same thing over and over while expecting a different result. That is why we are farmers... God Bless Canada

                P.S. Just like the life of a burley wise fishermen! [the government is always after you!]
                Last edited by TOM4CWB; Feb 6, 2022, 18:31.

                Comment


                  #28
                  P.S. Just like the life of a burley wise fishermen! [the government is always after you!]

                  Too funny thinking about Peter and his taxes...

                  Since Jesus often was in the temples... they were owing taxes to Harrods temple crew...

                  The temple crew went after Jesus and Peter for the temple tax .... as every male Jew over 20 had to pay the yearly temple tax...

                  Sooo King Jesus told Peter to 'Go Fish'!!!

                  In the Sea of Galilee, there are fish that sometimes have coins in their mouths...

                  The coin in the fish's mouth is one of the miracles of Jesus, recounted in the Gospel of Matthew 17:24–27.
                  "In the Gospel account, in Capernaum the collectors of the two-drachma temple tax ask Peter whether Jesus pays the tax, and he replies "Yes". When Peter returns to where they are staying, Jesus speaks of the matter, asking his opinion: "From whom do the kings of the earth collect duty and taxes—from their own children or from others?" Peter answers, "from others," and Jesus replies: "Then the children are exempt. But so that we may not cause offense, go to the lake (the Sea of Galilee) and throw out your line. Take the first fish you catch; open its mouth and you will find a four-drachma coin. Take it and give it to them for my tax and yours."
                  ...
                  "The Bible does not specify the species of the fish caught by Peter, but tilapia is sometimes referred to as "St. Peter's fish".

                  https://en.wikipedia.org/wiki/Coin_in_the_fish%27s_mouth

                  Comment


                    #29
                    You make my point Tom, it wasn't your account or the puts that caused all the trouble, it was your desire to have a higher price and the way you chose to do it.

                    If you would look at put options like life insurance, hoping they expire worthless, it would have ended tremendously.

                    The $700 puts that cost 18 would have expired worthless, the cost would have been deducted from your $923/t cash price leaving $905/t less basis and coming out of a tough year in good shape.

                    I would take $20/bu and limited stress anytime.

                    But again, those are your personal preferences and risk tolerances so that's up to you. Just keep in mind others may look at things differently.

                    Comment


                      #30
                      You missed a whole whack of costs...

                      At least Nov22 Canola is back up to $840...

                      So, short the futures?

                      Buy a call sell the cash?

                      Do nothing for now... till the canola is at least up??

                      'They" want us to trade our 2007 180hp big loader tractor [5100hrs] that cost new $166k... and will 'give' us $188k for it... if we buy a new one! Any guess what a new one 'costs'? $300k to boot???

                      Oh that shiny new paint... almost as hypnotizing as a PM hiding in his cottage with Covid after 3 jabs!!!

                      Comment

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