Livestock Report: Wolfe Wave Hedging Opportunity

Ben DiCostanzoGeneral Commentary

 August Feeder Cattle has formed a Wolfe Wave pattern and provides an opportunity for producers needing downside price protection. It is in the fifth wave of the pattern and price reached a high at 151.875 today which is just below the fifth wave’s trendline at 151.975. A breakout above the trendline has strong resistance at 152.40 – 152.73 and then 153.775. Failure at these levels could lead to a decline in August Feeder Cattle. The opportunity would be to sell higher strike calls and buy nearby puts.

With August Feeders trading at its current price level:

Sell the August 156 Call and buy the 148 put for even money minus commissions and fees.

On a rally to 152.73 to 153.80, consider the following long term strategy:

Buy the August Feeder Cattle 150 Put for 3.00 ($1500.00 debit)

Sell 2 of the August Feeder 164 calls for 2.00 apiece ($2,000.00 credit)

Buy 1 of the Oct Live Cattle 130 calls for 30 ($120.00 debit)

I can package all legs together for a collection of $350-380.00 minus 4 commissions and fees.

On a test of the higher resistance levels we can look at different option levels. Give me a call and we can go over different scenarios for your hedging needs.

Aug FC Wolfe Wave Pattern

 For those interested I hold a weekly grain (with Sean Lusk) and livestock webinar on Thursday, February 14th at 3:00 pm. It is free for anyone who wants to sign up and the link for sign up is below. If you cannot attend live a recording will be sent to your email upon completion of the webinar.

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**Call me for a free consultation for a marketing plan regarding your livestock needs.* *

Ben DiCostanzo

Senior Market Strategist

Walsh Trading, Inc.

Direct: 312.957.4163

             888.391.7894

Fax: 312.256.0109,

bdicostanzo@walshtrading.com

www.walshtrading.com

RISK DISCLOSURE: THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES AND OPTIONS TRADING.  THIS REPORT IS A SOLICITATION FOR ENTERING A DERIVATIVES TRANSACTION AND ALL TRANSACTIONS INCLUDE A SUBSTANTIAL RISK OF LOSS. THE USE OF A STOP-LOSS ORDER MAY NOT NECESSARILY LIMIT YOUR LOSS TO THE INTENDED AMOUNT.  WHILE CURRENT EVENTS, MARKET ANNOUNCEMENTS AND SEASONAL FACTORS ARE TYPICALLY BUILT INTO FUTURES PRICES, A MOVEMENT IN THE CASH MARKET WOULD NOT NECESSARILY MOVE IN TANDEM WITH THE RELATED FUTURES AND OPTIONS CONTRACTS.