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US Plains hard red winter wheat basis values were mostly steady on Friday, with some traders taking protection of 20 cents a bushel following a sharp decline in KCBT futures in overnight trading. Some traders were booking wheat in basis-only transactions, with the cash price to be set after the market opens.
"We are taking 20 cents protection," a Kansas dealer said. Kansas City Board of Trade HRW March wheat futures fell 5 cents to $12.19-1/2 per bushel overnight, while May fell 19-1/4 cents to $12.06-3/4.
Traders were expecting liquidation and some profit-taking in dayside trading, with the market still nervous from broker MF Global's $141.5 million loss in the wheat market. MF Global blamed a rogue trader who had substantially exceeded his trading limits for the losses. "There might be others," a trader said. Futures were called to open 15 to 20 cents lower, with traders expecting pressure from news Egypt's General Authority for Supply Commodities bought French wheat at its tender.

Copyright Reuters, 2008

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