Index Funds Trim Net Long Cattle Position

Large commodity investment funds, called managed money, trimmed their collective net long live cattle futures position in the week ended last Tuesday, Aug 30, as hedgers cut their total net short position.

The information came from the Commodity Futures Trading Commission’s weekly Commitments of Traders report Friday, which revealed that managed money had liquidated some of their cattle positions as futures prices declined.

 

FUNDS CUT LONG CATTLE POSITION

 

As of last Tuesday, managed money had cut their collective net long live cattle futures position to 57,997 contracts, down 5,651, or 8.88%, from 63,648 a week earlier.

Hedgers, known as commercial traders because they can, in theory, make or take delivery of a futures contract since they own, or will own, the cattle represented by a futures contract, had a total net short position Tuesday of 115,444 contracts, down 2,226, or 1.89%, from 117,670 a week earlier.

The CFTC said managed money arrived at their new cattle position by liquidating 3,835 long positions, adding 1,816 short positions and putting on 6,518 spread positions.  This left them with 29.5% of total long open interest, 9.2% of total short open interest and 13.3% of total spread open interest.

Commercial traders got to where they were Tuesday by adding 1,262 long positions and covering 964 short positions, leaving them with 9.8% of total long open interest and 50.2% of total short open interest.

The CME Group said total live cattle open interest Tuesday was 285,693 contracts, up 12,798, or 4.69%, from 272,895 a week earlier.

The CME Group also had data showing the most-active Oct cattle contract declined in value during the CFTC reporting week to settle Tuesday at $143.82 per cwt, compared with $144.60 a week earlier.  Since then, it sank to a low of $142.27 on Wednesday before rebounding Thursday and Friday.

 

FUNDS BUY CORN

 

Tuesday, managed money had a collective net long position in Chicago corn that totaled 205,208 contracts, up 29,681, or 16.9%, from 175,527 a week earlier.  It was their largest such position since June 28 when it was 211,933 contracts.

Commercials had a total net short position Tuesday of 461,439 contracts, up 14,625, or 3.27%, from 446,814 a week earlier.  It was their largest short position since July 5 when it was 472,101 contracts.

The CFTC said managed money arrived at their new corn position by adding 22,077 long positions, covering 7,604 short positions and unwinding 18,235 spread positions.  This left them with 20.2% of total long open interest, 4.0% of total short open interest and 8.0% of total spread open interest.

Commercials got to where they were by liquidating 18,397 long positions and covering 3,772 short positions.

 

CATTLE, BEEF RECAP

 

The USDA reported formula and contract base prices for live FOB steers and heifers last week ranged from $142.00 to $147.63 per cwt, compared with the previous week’s range of $142.00 to $148.37.  FOB dressed steers, and heifers went for $222.42 to $228.22 per cwt, versus $220.22 to $229.10.

The USDA choice cutout Friday was up $1.35 per cwt at $259.42 while select was up $1.99 at $238.58.  The choice/select spread narrowed to $20.84 from $21.48 with 71 loads of fabricated product and 18 loads of trimmings and grinds sold into the spot market.

The USDA said basis bids for corn from feeders in the Southern Plains were unchanged at $2.50 to $2.60 a bushel over the Sep futures, which settled at $6.69 a bushel and for southwest Kansas were at $0.85 over Dec, which settled at $6.65 3/4, up $0.07 3/4.

The CME Feeder Cattle Index for the seven days ended Thursday was $181.25 per cwt down $1.11.  This compares with Friday’s Sep contract settlement of $183.87, up $0.72.