Historical Information on the KW-W spread
As Premium Subscribers know, Matt Pierce frequently discusses intermarket spreads. In light of recent activity on the current spread Kansas City wheat against Chicago wheat, Matt offers this historical information from 2006 and 2007 on the spread:

These are historical numbers for intermarket spreads between KC and CHI wheat. These are highs for respective months.

KWN-WN 2006=128

KWU-WU 2006=117

KWZ-WZ 2006=110

KWH-WH 2007=92


Strategies using combinations of positions such as spreads and straddles are no less risky than taking straight long or short futures or options positions. Trading in futures and options involves a substantial degree of a risk of loss and is not suitable for all investors. Past performance is not indicative of future results.