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NEARBY MONTH SETTLE -
Last 30 Days |
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|
HOG FUTURES (LH) |
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Month |
Settle & Change |
High - Low |
Open Interest |
Volume |
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|
Oct-10 |
77.200 |
p |
+0.775 |
77.650 |
76.700 |
84,931 |
q |
15,926 |
q |
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|
|
|
|
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|
Dec-10 |
74.650 |
p |
+0.500 |
74.925 |
74.075 |
61,878 |
p |
8,591 |
q |
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|
Feb-11 |
77.625 |
p |
+0.650 |
77.650 |
76.900 |
29,154 |
p |
3,040 |
q |
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Apr-11 |
78.725 |
p |
+0.950 |
78.750 |
77.550 |
23,735 |
p |
2,187 |
p |
|
|
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|
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|
May-11 |
82.200 |
p |
+0.875 |
82.200 |
81.325 |
908 |
p |
114 |
p |
|
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|
Jun-11 |
84.175 |
p |
+0.525 |
84.175 |
83.200 |
14,743 |
p |
784 |
p |
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|
Jul-11 |
82.550 |
p |
+0.675 |
82.550 |
81.550 |
2,946 |
p |
135 |
p |
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|
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|
Aug-11 |
80.250 |
p |
+0.375 |
80.250 |
79.550 |
1,797 |
p |
155 |
p |
|
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Oct-11 |
70.950 |
p |
+0.450 |
71.500 |
70.500 |
371 |
p |
44 |
p |
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Dec-11 |
68.000 |
u |
|
68.950 |
68.550 |
56 |
p |
12 |
p |
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Source:
Chicago Mercantile Exchange |
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HOG OPTION -
Open Interest (All Strikes) |
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HOG OPTIONS
(OH) -Top 10 By Volume Traded |
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Month |
* |
Strike |
Premium & Change |
High - Low |
Open Interest |
Volume |
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|
Dec-10 |
C |
74.00 |
3.85 |
p |
+0.28 |
3.88 |
3.75 |
2,059 |
p |
122 |
p |
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Dec-10 |
P |
64.00 |
0.63 |
q |
-0.03 |
0.65 |
0.65 |
710 |
p |
121 |
p |
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Dec-10 |
P |
66.00 |
0.90 |
u |
|
1.05 |
0.85 |
797 |
p |
116 |
p |
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Jun-11 |
P |
72.00 |
1.75 |
q |
-0.10 |
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|
151 |
p |
114 |
p |
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Jun-11 |
C |
96.00 |
1.28 |
p |
+0.10 |
1.25 |
1.25 |
29 |
u |
112 |
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Jun-11 |
P |
84.00 |
5.50 |
q |
-0.23 |
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|
12 |
u |
106 |
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|
Dec-10 |
C |
78.00 |
1.93 |
p |
+0.10 |
2.00 |
1.80 |
1,018 |
p |
98 |
p |
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Oct-10 |
P |
74.00 |
0.98 |
q |
-0.28 |
1.20 |
0.90 |
2,563 |
q |
93 |
p |
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Dec-10 |
C |
81.00 |
1.05 |
p |
+0.05 |
1.08 |
1.00 |
13 |
p |
90 |
p |
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Apr-11 |
P |
70.00 |
2.03 |
q |
-0.28 |
2.20 |
2.13 |
388 |
p |
81 |
p |
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All Other |
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|
666 |
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* C = Call, P = Put |
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Source:
Chicago Mercantile Exchange |
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CME LEAN HOG
INDEX & PACKER MARGIN |
|
CME LEAN HOG INDEX LAST/NEXT 30 DAY TREND |
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|
Period |
CME Lean Hog Index |
Pork Cutout Value |
Packer Margin * |
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Sep-2
(Thu) |
81.95 |
92.38 |
10.80 |
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Sep-1 (Wed) |
82.66 |
90.73 |
8.39 |
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Aug-31 (Tue) |
83.01 |
91.23 |
8.23 |
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Aug-30 (Mon) |
83.34 |
93.26 |
10.25 |
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|
Aug-27 (Fri) |
83.89 |
93.51 |
9.90 |
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One Week Ago |
84.36 |
93.73 |
9.50 |
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Four Weeks Ago |
85.82 |
90.63 |
4.76 |
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Packer margin is estimated as the difference between the
National Prior Slaughter Average Price and Pork Cutout Value* |
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Sources:
USDA & Chicago Mercantile Exchange |
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NATIONAL AND
REGIONAL DIRECT REPORT |
|
NATIONAL CARLOT CUTOUT VALUES |
|
|
Reports as of: |
Friday,
September 03, 2010 |
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|
Region/Measure |
|
Morning |
Afternoon |
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|
National |
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|
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|
Barrows & Gilts |
4,959 |
15,628 |
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|
|
|
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|
Weighted Average Price |
76.08 |
77.63 |
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|
|
|
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|
Change From Prior |
-1.15 |
+0.40 |
|
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|
Iowa/Minnesota |
|
|
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|
|
|
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|
Barrows & Gilts |
423 |
4,968 |
|
|
|
|
|
|
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|
Weighted Average Price |
76.77 |
78.57 |
|
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|
|
|
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|
Change From Prior |
-0.44 |
+1.36 |
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Eastern Cornbelt |
|
|
|
|
|
|
|
|
|
Barrows & Gilts |
3,904 |
5,998 |
|
|
|
|
|
|
|
|
Weighted Average Price |
75.73 |
77.32 |
|
|
|
|
|
|
|
|
Change From Prior |
-1.61 |
-0.02 |
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|
Western Cornbelt |
|
|
|
|
|
|
|
|
|
Barrows & Gilts |
1,055 |
6,830 |
|
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|
|
|
|
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|
Weighted Average Price |
77.39 |
78.15 |
|
|
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|
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|
|
|
Change From Prior |
+0.22 |
+0.98 |
|
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|
Source: USDA |
|
Carcass
Cutout Value as of Sep-03 (Fri) = 91.31 [Last: 92.38] |
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|
HOG
SLAUGHTER UNDER FED. INSPECTION |
|
SLAUGHTER UNDER FEDERAL INSPECTION |
|
|
Period |
|
Slaughtered Head |
|
|
|
|
|
|
|
|
|
Sep-3
(Fri) |
|
410,000 |
|
|
|
|
|
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|
Week Ago |
|
401,000 |
|
|
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Year Ago |
|
426,000 |
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Week-to-date |
|
2,036,000 |
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|
Same Period Last Week |
2,041,000 |
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Same Period Last Year |
2,160,000 |
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Source: USDA |
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