List of seasonal futures spreads I consider to trade at the beginning of 2017.
Buy Live Cattle: LEQ17 – LEM17
long August 2017 Live Cattle and short June 2017 Live Cattle.
Optimized entry date was on December 27th, tomorrow I see how the markets behave after holidays –> possible entry into position. I have another spread in my watch list LEQ17-LEJ17, which is more dynamic.
Optimized exit date: February 2nd.
Buy Corn: ZCK17- ZCZ17
long May 2017 Corn and short December 2017 Corn.
Optimized entry-exit: January 4th – March 1st. This one is less favorite.
Buy Soybean Meal: ZMH17- ZMK17
long March 2017 Soybean Meal and short May 2017 Soybean Meal.
Optimized entry-exit: January 3rd – January 21st. This one is less favorite.
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