Managed Money Buys More Cattle Futures

Large commodity index funds, known as managed money, continued extending their collective net long live cattle futures position in the week ended Tuesday, almost doubling their position.

At the same time, cattle owners, known as commercial traders, extended their total net short live cattle position.

The data came from the weekly Commitments of Traders report Friday from the Commodity Futures Trading Commission.

 

FUNDS EXTEND LONG CATTLE POSITION

 

Tuesday, managed money had a collective net long live cattle position of 30,016 contracts, up 12,644, or 72.8%, from 17,372 a week earlier.  It was their second straight week of buying.

Commercial traders, meanwhile, had a total net short cattle position of 83,498 contracts, up from 74,636 a week earlier – also their second week of extending their position.

The CFTC said managed money arrived at their new cattle position by adding 7,385 long positions, covering 5,259 short positions and putting on 1,453 spread positions.  This left them holding 19.3% of total long open interest, 8.5% of total short open interest and 15.4% of total spread open interest.

Commercials got to where they were Tuesday by liquidating 2,484 long positions and adding 6,458 short positions, leaving them with 19.6% of total long open interest and 49.7% of total short open interest.

The CME Group said live cattle open interest Tuesday totaled 276,125 contracts, up 4,880, or 1.80%, from 271,245 a week earlier.

CME data also showed that the most-active Apr contract rose in value during the CFTC-reporting week, setting Tuesday at $181.75 per cwt, versus $177.82 a week earlier.

 

FUNDS SELL CORN

 

As of Tuesday, managed money had a net short Chicago corn position of 279,548 contracts, up 4,081, or 1.48%, from 275,467 a week earlier.

Meanwhile, commercials had a total net long corn position of 4,602 contracts, down 8,961, or 66.1%, from 13,563 a week earlier.

The CFTC said managed money arrived at their new corn position by adding 7,089 long positions, 11,170 short positions and 1,003 spread positions.  This left them in charge of 10.2% of total long open interest, 27.7% of total short open interest and 15.2% of total spread open interest.

Commercials got to where they were Tuesday by liquidating 14,382 long positions and covering 5,421 short positions, leaving them with 28.8% of total long open interest and 28.5% of total short open interest.

The CME Group said total corn open interest Tuesday was 1.602 million contracts, up 29,155, or 1.85%, from 1.573 million a week earlier.

The most-active Mar corn contract rose in value during the week to settle Tuesday at $4.47 ¾ a bushel, compared with $4.46 ½ a week earlier, a gain of $0.01, or 0.22%.

 

CATTLE, BEEF RECAP

 

The USDA reported formula and contract base prices for live FOB steers and heifers last week ranged from $172.98 per cwt to $178.85, compared with the previous week’s range of $171.36 to $176.16 per cwt.  FOB dressed steers, and heifers went for $272.94 per cwt to $279.27, compared with $270.35 to $278.11.

The USDA choice cutout Friday was down $1.86 per cwt at $293.08 while select was up $0.22 at $283.47.  The choice/select spread narrowed to $9.61 from $11.69 with 129 loads of fabricated product and 19 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 $1.35 to $1.49 a bushel over the Mar corn contract, which settled at $4.42 3/4 a bushel, down $0.04 1/2.

The CME Feeder Cattle Index for the seven days ended Thursday was $239.17 per cwt, up $1.63.  This compares with Friday’s Mar contract settlement of $244.80, down $0.07.