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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 |
|
|
|
|
|
|
|
|
|
Feb-12 |
86.175 |
q |
-0.950 |
86.925 |
86.100 |
12,549 |
q |
8,104 |
p |
|
|
|
|
|
|
|
Apr-12 |
89.100 |
p |
+0.550 |
89.200 |
88.250 |
93,672 |
p |
16,703 |
p |
|
|
|
|
|
|
May-12 |
97.625 |
p |
+0.625 |
97.625 |
96.775 |
2,923 |
q |
46 |
q |
|
|
|
|
|
|
Jun-12 |
98.500 |
p |
+0.025 |
98.825 |
98.150 |
61,456 |
p |
7,702 |
p |
|
|
|
|
|
|
Jul-12 |
99.100 |
p |
+0.250 |
99.200 |
98.550 |
23,649 |
p |
2,849 |
p |
|
|
|
|
|
|
Aug-12 |
98.275 |
q |
-0.225 |
98.675 |
98.200 |
20,818 |
q |
3,090 |
p |
|
|
|
|
|
|
Oct-12 |
89.500 |
p |
+0.250 |
89.600 |
88.675 |
21,747 |
p |
2,717 |
p |
|
|
|
|
|
|
Dec-12 |
84.925 |
p |
+0.175 |
85.000 |
84.300 |
12,367 |
p |
1,844 |
p |
|
|
|
|
|
|
Feb-13 |
85.700 |
p |
+0.150 |
85.750 |
85.225 |
3,675 |
p |
382 |
p |
|
|
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|
Apr-13 |
86.400 |
q |
-0.100 |
86.800 |
86.100 |
1,448 |
p |
339 |
p |
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Source:
Chicago Mercantile Exchange |
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HOG OPTION -
Open Interest (All Strikes) |
|
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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|
Feb-12 |
P |
87.00 |
1.00 |
p |
+0.50 |
0.93 |
0.43 |
1,115 |
p |
602 |
p |
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|
Feb-12 |
C |
87.00 |
0.18 |
q |
-0.45 |
0.35 |
0.18 |
1,419 |
p |
450 |
p |
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|
Dec-12 |
P |
84.00 |
4.88 |
q |
-0.20 |
|
|
315 |
p |
334 |
p |
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|
Dec-12 |
C |
84.00 |
5.80 |
q |
-0.03 |
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|
16 |
u |
329 |
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|
Feb-12 |
C |
86.00 |
0.53 |
q |
-0.80 |
1.00 |
0.50 |
1,053 |
p |
314 |
p |
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|
Feb-12 |
P |
86.00 |
0.35 |
p |
+0.15 |
0.30 |
0.15 |
3,184 |
q |
305 |
p |
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|
Jun-12 |
C |
104.00 |
2.08 |
p |
+0.03 |
2.05 |
1.95 |
4,615 |
p |
237 |
p |
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|
Jun-12 |
P |
98.00 |
3.95 |
q |
-0.10 |
|
3.93 |
1,797 |
p |
202 |
q |
|
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|
Jun-12 |
C |
98.00 |
4.45 |
q |
-0.08 |
|
|
763 |
u |
200 |
p |
|
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|
Feb-12 |
C |
85.00 |
1.28 |
q |
-0.95 |
1.75 |
1.53 |
647 |
u |
176 |
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All Other |
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3,011 |
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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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Feb-6
(Mon) |
87.71 |
84.75 |
-2.94 |
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Feb-3 (Fri) |
87.86 |
85.10 |
-2.62 |
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|
Feb-2 (Thu) |
88.07 |
84.95 |
-3.07 |
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|
Feb-1 (Wed) |
88.09 |
85.27 |
-2.85 |
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|
Jan-31 (Tue) |
87.94 |
85.17 |
-2.88 |
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One Week Ago |
87.78 |
83.91 |
-3.92 |
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Four Weeks Ago |
83.22 |
84.93 |
1.25 |
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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: |
Tuesday,
February 07, 2012 |
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|
Region/Measure |
|
Morning |
Afternoon |
|
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|
|
National |
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|
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|
|
|
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|
Barrows & Gilts |
3,803 |
10,232 |
|
|
|
|
|
|
|
|
Weighted Average Price |
80.69 |
84.46 |
|
|
|
|
|
|
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|
Change From Prior |
-3.18 |
+0.59 |
|
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|
Iowa/Minnesota |
|
|
|
|
|
|
|
|
|
Barrows & Gilts |
245 |
4,767 |
|
|
|
|
|
|
|
|
Weighted Average Price |
83.47 |
86.47 |
|
|
|
|
|
|
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|
Change From Prior |
-1.94 |
+1.06 |
|
|
|
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|
Eastern Cornbelt |
|
|
|
|
|
|
|
|
|
Barrows & Gilts |
3,147 |
3,372 |
|
|
|
|
|
|
|
|
Weighted Average Price |
80.50 |
80.62 |
|
|
|
|
|
|
|
|
Change From Prior |
-0.68 |
-0.56 |
|
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|
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|
Western Cornbelt |
|
|
|
|
|
|
|
|
|
Barrows & Gilts |
271 |
6,475 |
|
|
|
|
|
|
|
|
Weighted Average Price |
83.63 |
86.72 |
|
|
|
|
|
|
|
|
Change From Prior |
-1.76 |
+1.33 |
|
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|
|
|
|
Source: USDA |
|
Carcass
Cutout Value as of Feb-07 (Tue) = 85.18 [Last: 84.75] |
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|
HOG
SLAUGHTER UNDER FED. INSPECTION |
|
SLAUGHTER UNDER FEDERAL INSPECTION |
|
|
Period |
|
Slaughtered Head |
|
|
|
|
|
|
|
|
|
Feb-7
(Tue) |
|
421,000 |
|
|
|
|
|
|
|
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|
Week Ago |
|
417,000 |
|
|
|
|
|
|
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|
Year Ago |
|
414,000 |
|
|
|
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|
|
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|
Week-to-date |
|
840,000 |
|
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|
|
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|
Same Period Last Week |
817,000 |
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|
Same Period Last Year |
828,000 |
|
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|
Source: USDA |
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