Current grain contracts

Forward Price Contract: Lock in your cash price for a specified quantity of bushels for a specified location and delivery date in the future. No additional fees.

Hedge To Arrive Contract (HTA): Price the futures price component of your contract when levels are attractive and set basis separately prior to time of delivery.

Basis Contract: Set the basis on your contract prior to locking in the futures price component. A specific quantity of bushels are sold to a designated location for a certain delivery period. An opportunity to deliver bushels when you are satisfied with the basis level but want more time to price the futures price component.

CHS Compass Contracts: These are contract types that include grain pricing mechanisms; for example, contracts that could provide a higher price to the current market in exchange for a possible additional bushel commitment and/or provide the opportunity to lock in a floor price and still benefit if the market increases. 

Minimum Price Contract: Lock in a floor on the futures price component of your contract and continue to participate in potential upside in the grain market.

Average Price Contract: Average Price Contracts add discipline and diversity to your grain marketing program by pricing an equal amount of bushels each day during a specified pricing period.

Daily Threshold Program: Daily pricing at the market close each day as long as the market close price is at or above a threshold that is picked by the producer. Amount of bushels priced each day will be total unpriced bushels divided by remaining days in program. Available for December corn and November soybeans in 1 or 2 year options. *Not all bushels are guaranteed to price*

This information is for marketing purposes only and any actual contract will be subject to agreed upon written terms and conditions. Entering into grain contracts with pricing mechanisms does not result in your opening of a futures / options account or having a futures / options position. The contracts employ futures / options solely as a grain pricing mechanism. They are not futures / options contracts or a commodity pooling or trading arrangements.