Intermarket Price Differentials for July Wheat Futures Contracts on the Chicago and Kansas City Boards of Trade, 1965-1974
Abstract
The intermarket price differentials between July wheat futures contracts on the Chicago and Kansas City Boards of Trade are investigated in this study. Determining the factors which are associated with changes in the intermarket price difference is the principal objective. Data concerning commitments of traders in commodity futures and several selected price series are used to explain the price differential. Weekly futures quotes from the Chicago and Kansas City Boards of Trade are analyzed using simple linear regression techniques.
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