According to your responses the aphid you are dealing with is the bird cherry-oat aphid.
Identification Confirmation
The best way to confirm this is by looking for the dark olive colored body and orange band around the end of the abdomen.
Known Host Plants
Wheat, Barley and Oats
Problems and Damage
Although bird cherry-oat aphids do not inject toxins into their hosts they do transmit some viruses. Typically control is required only occasionally.
Treatment Options
The best way to prevent an outbreak of birdcherry-oat aphids is through seed treatments.
Bird Cherry Oat Aphid Photo by David Cappaert, Bugwood.org.