The price risks in feeder cattle

CME feeder cattle trade in 50,000-pound contracts based on 700-to-899-pound steers, cash-settled against the CME feeder cattle index. The price reflects not just fed cattle expectations but the corn market running in reverse - cheap feed makes feeders worth more, expensive corn knocks their value down - plus pasture conditions and the multi-year cattle cycle.

A cow-calf operator invests a full year in a calf before it is priced: bull and cow costs, pasture, vet, and mineral are sunk long before weaning day. A twenty-dollar move in the feeder market across a calf crop is a large swing in annual income, and it can happen between spring branding and fall weaning with no warning.

How a forward-contract hedge works

The hedge is a forward sale: a price fixed today for calves or feeders delivered in a future marketing window, referenced to the feeder cattle contract for that period. CCS's Scale-In program prices the calf crop in portions - an initial block when a margin appears, more at higher levels - so one fall run does not set the year's price.

Because these are forward contracts rather than futures positions, there are no margin calls and no daily settlement. A corn break or herd-liquidation rally after you hedge does not generate cash calls. Unpriced calves keep full upside if the market strengthens into weaning.

What CCS does in practice

CCS starts with a strategy review: your cow numbers, expected weaning weights, marketing method - private treaty, video sale, or local auction - and your cost structure, then helps set pricing targets and delivery windows that match how your calves actually sell.

The firm watches the corn market alongside the cattle market, because feeder prices are as much a feed-cost story as a cattle story. When corn rallies, feeder values suffer even if fed cattle hold, and a sound hedge accounts for both. That cross-market view comes from working with both grain and livestock clients since 1983.

The honest risks

A forward sale is a delivery obligation. Death loss, drought-forced early weaning, or lighter calves than planned can leave you short of contracted pounds and settling at market. Counterparty performance is also a genuine consideration in any forward agreement.

If feeder prices rally after you fix a price, the hedged calves stay priced. Futures and forward contracting involve risk of loss; a hedge that fixes a price also removes the benefit if prices move in your favor. The purpose is a protected margin on the calf crop, not the year's high.

Feeder Cattle Hedge Strategies — FAQ

When should a cow-calf producer hedge the calf crop?

Many price a first portion when the feeder contract for the marketing month offers a margin over cow costs - sometimes months before weaning - then add coverage as the calf crop develops. Fall-born and spring-born calves hedge against different contract months.

Why does the corn price matter to my feeder cattle hedge?

Feedlots pay for feeders based on what they can make feeding them. Higher corn means lower feeder bids, other things equal. A feeder price hedge without an eye on feed costs can miss half of what moves your market.

What if drought forces me to sell early or lighter?

You remain obligated on contracted pounds. Coverage should be sized to a conservative share of expected marketings, and reviewed when range conditions deteriorate. Partial coverage keeps a bad year from becoming a worse one.

Why not just sell feeder cattle futures?

Futures are 50,000-pound cash-settled contracts with margin requirements and daily mark-to-market, producing margin calls when the market rallies against your sale. Futures trading involves substantial risk of loss. A forward contract through CCS has no margin calls and fits your marketing calendar.

Talk It Through with a Real Broker

Call Lannie Cohen at 317-848-8050 — 40+ years of commodity experience, one phone call away.

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