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Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
Soybean Calendar Spread Options
A New Way to Manage the Spread Risk Between Calendar Months
Consecutive Soybean CSO
Jan-May Soybean CSO
July-Nov Soybean CSO
Aug-Nov Soybean CSO
Nov-July Soybean CSO
Nov-Nov Soybean CSO
New! May-Nov Soybean CSO
Soybean Calendar Spread options (CSOs) are options on the price differential between two contract months, rather than on the underlying asset itself. Therefore, they offer alternative hedging capabilities compared to standard options, and can provide a more precise hedge against adverse movements in price spreads in the grain and oilseed markets.
CSOs are sensitive only to the value and volatility of the spread itself, rather than the price of the underlying commodity. They are more efficient than combining options on 2 different months in an effort to replicate the spread, and provide a better risk management device for hedgers and market participants exposed to calendar spread risks.
The three consecutive futures calendar spreads and the longer dated spreads will be listed at all times. When the existing longer dated spreads expire the corresponding longer dated spreads for the following year will be listed.
| Resources |
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| Grain and Oilseed Calendar Spread Options Fact Card (PDF) UPDATED - CSO Symbols and Strike Increments (PDF) Introduction to Calendar Spread Options Benefits and Examples |
For more information, please contact:
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Chicago Office |
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