Monday, 6 August 2012

Wheat leads grains rally helped by Goldman caution

3rd Aug 2012, by Agrimoney
Wheat prices led an end-of-week rally in grain markets, spurred by growing confidence in the weakness of the Russian crop, and a caution from Goldman Sachs of "growing upside risks" to values.

Grain futures were strong across the board in Chicago in mid-morning deals, with corn and soybeans also gaining support from Farm Futures further lowering the bar for estimates for the drought-hit US corn crop, warning that it could fall below 10bn bushels for the first time in eight years.

However, wheat futures, which have lagged for much of week, topped the winners' board with gains of more than 4% at one point as SovEcon countered suggestions that a strong start by Russia to its 2012-13 export campaign implied supplies may be more ample than the market has counted in.

"We will see a notable decline in exports around the New Year, or even before," Andrey Sizov, managing director at the analysis group, told Agrimoney.com.

Furthermore, the influential group said that it was preparing to cut its forecast for the Russian grains harvest to "significantly lower than 80m tonnes", following a week of contrasting estimates, particularly for wheat production.

Richard Feltes, at US broker RJ O'Brien, said: "Estimates of Russian wheat production are all over the map with privates in low 40m-tonne area versus US Department of Agriculture at 49m tonnes and attaché at 47m tonnes."

'Growing upside risks'

Separately, Goldman Sachs recommended that investors close a trade of spreading a short position in wheat against a long position in corn thanks to the "growing upside risks to wheat prices in coming months".

While the bank retained its central thesis that wheat prices would underperform those of its fellow grain, to incentivise users to swap from corn, whose supplies look like proving particularly tight, it flagged growing concerns for crops in a number of countries, including Russia.

"Specifically, continued dry weather conditions in the former Soviet Union, Australia, India and Argentina will likely bring production in these key exporting producers well below the current USDA forecasts and in turn potentially support wheat prices near term."

Goldman stuck by a forecast of Chicago wheat prices reaching $9.80 a bushel on the three-month horizon, before easing to $8.75 a bushel in six months' time, and to $7.75 a bushel in a year.

'Market has more work to do'

Farm Futures, following a survey of 1,800 growers, said that the US corn crop may tumble to 9.86bn bushels this year, a figure more than 3bn bushels below the current USDA estimate, which is up for revision on August 10.

The estimate reflected a forecast of the US corn yield falling to a 17-year low of 117.6 bushels per acre, below the USDA forecast of 146.0 bushels per acre.

"The scope of this year's drought is difficult to comprehend, both in its intensity and coverage," Arlan Suderman, market analyst at Farm Futures, said.

"The market clearly has more work to do as it attempts to bring demand into balance with the shorter supply."

Soybean output was pegged at just under 2.7bn bushels, on a yield of 35.8 bushels per acre. The USDA estimates the domestic soybean harvest at 3.05bn bushels, on a yield of 40.5 bushels per acre.

'Downside pressure likely'

Separately, traders reported further data from Lanworth, the US analysis group which uses largely satellite data in its forecasts, and whose estimate of a 122-bushels-per acre yield supported markets last week.

Lanworth stuck by a forecast of 122 bushels per acre for the corn yield, estimating the harvest at 10.3bn bushels, but cut its estimate for the soybean crop to 34.5 bushels per acre, from 35.7 bushels per acre a week ago.

The soybean harvest was pegged at 2.62bn bushels, market sources told Agrimoney.com.

Other harvest estimates include a forecast from Commodity Weather Group of a 36 bushels-per-acre soybean yield, adding that "there is still downside pressure likely".

The group estimated the US corn yield at 125.9 bushels per acre.

Informa Economics on Friday said it expected the USDA, when it revises crop forecasts in its next benchmark Wasde crop report, on August 10, to cut its estimate for the corn yield to 120.7 bushels per acre, for soybeans to 38.5 bushels per acre.

But Informa said the "most likely final" yield for US corn would be 131.0 bushels per acre.

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