---
title: Trading Activity of Commodity Futures and Options Around USDA Announcements
url: https://www.ml-quant.com/papers/ssrn/4841490/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4841490
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4841490
featured: 2024-05-28
citations: 0
topic: Derivatives & Volatility
---


# Trading Activity of Commodity Futures and Options Around USDA Announcements

The article investigates the impact of USDA announcements on commodity options, noting significant trading volume changes around the release of monthly agricultural reports and evidence of informed trading.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4841490
- Identifier: SSRN 4841490
- Released: 2024-01-15
- First featured: Quant Letter No. 51 (2024-05-28): https://www.ml-quant.com/issues/2024-05-28/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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