Soybeans Surge on Weekend Trade Headlines

Grain Express

/ by BlueLineFutures

Soybeans Surge on Weekend Trade Headlines

Soybeans are trading sharply higher this morning following a weekend of positive news regarding US/China trade. All eyes now on today’s WASDE

Soybeans

Friday’s Recap

Soybean futures were higher Friday with the July contract finishing the session at a one week high of 1051’6, up by 6’6. Total volume was 215,252, with July seeing 116,140 done. Across all maturities, open interest rose by 4,602 (0.58%) to 803,411. July fell 964, or 0.26%, finishing at 373,547.

Technicals

July soybean futures are trading to their highest levels since February, following positive headlines out of the US/China trade meeting in Switzerland this weekend. The next resistance pocket we see comes in from 1078 1/2-1081 3/4.  Above that and we could see a swift move towards the the psychologically significant $11.00 handle.  We have been upbeat soybeans for sometime now, so this morning’s move higher is a welcomed sight.  Technical follow-through is needed through today’s regular trading hours.   

Technical Levels of Importance

  • Resistance: 1078 1/2-1081 3/4****, 1098 3/4-1104 3/4****
  • Pivot: 1062-1067 1/2
  • Support: 1035 3/4-1040***, 1027-1029***, 1008-1013***

Popular Options

Option trading centered around the August 1280 calls with 2,339 traded and the June 1020 puts with volume of 7,459. Largest volumes in Nov option trading were seen in the 1100 calls (1,051) and the 980 puts (1,138). Options with the greatest open interest are the Nov 1200 call with 23,007, and the Nov 900 put with 23,351.

Volatility Update

As measured by SVL, implied volatility ended higher, up by 0.3 to close at 18.14. The 30-day historical volatility closed the day adding 0.0053% to 18.04%. The SVL Skew was slightly up with the 30-day higher by 0.027, ending at a one month high of 1.79.

Seasonal Tendencies Update

(Updated on 5.12.25)

Below is a look at historical price averages for July soybean futures on a 5, 10, 15, 20, and 30 year time frames (Past performance is not necessarily indicative of future results).  

5.12.25 ZSN25_builder_79461_0_20035

Commitment of Traders Update

  • Friday’s Commitment of Traders report showed Funds were net sellers of roughly 16.3k futures and options contracts.  This shrinks their net long to 21,870 contracts.

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Futures trading involves a substantial risk of loss and may not be suitable for all investors. Therefore, carefully consider whether such trading is suitable for you in light of your financial condition. Trading advice is based on information taken from trade and statistical services and other sources Blue Line Futures, LLC believes are reliable. We do not guarantee that such information is accurate or complete and it should not be relied upon as such. Trading advice reflects our good faith judgment at a specific time and is subject to change without notice. There is no guarantee that the advice we give will result in profitable trades. All trading decisions will be made by the account holder. Past performance is not necessarily indicative of future results.

Blue Line Futures is a member of NFA and is subject to NFA’s regulatory oversight and examinations. However, you should be aware that the NFA does not have regulatory oversight authority over underlying or spot virtual currency products or transactions or virtual currency exchanges, custodians, or markets. Therefore, carefully consider whether such trading is suitable for you considering your financial condition.

With Cyber-attacks on the rise, attacking firms in the healthcare, financial, energy, and other state and global sectors, Blue Line Futures wants you to be safe! Blue Line Futures will never contact you via a third-party application. Blue Line Futures employees use only firm-authorized email addresses and phone numbers. If you are contacted by any person and want to confirm your identity please reach out to us at info@bluelinefutures.com or call us at 312- 278-0500

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Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points that can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program that cannot be fully accounted for in the preparation of hypothetical performance results all of which can adversely affect actual trading results.

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Seasonal Disclaimer

This message and its content is intended only for the person or entity to which it is addressed and should not be shared with additional parties. Seasonal tendencies are a composite of some of the most consistent commodity futures seasonals that have occurred in the past several years. There are usually underlying, fundamental circumstances that occur annually that tend to cause the futures markets to react in similar directional manner during a certain calendar year even if a seasonal tendency occurs in the futures, it may not result in a profitable transaction as fees and the timing of the entry and liquidation may impact on the results. No representation is being made that any account has in the past, or will in the futures, achieve profits using these recommendations. No representation is being made that price patterns will recur in the future.

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