"THE TRACKING FUND"

"I thought it about time we started looking at this market from a different perspective."


We are all aware of just how difficult, volatile and impossible to predict this market is becoming. Sure there are Merchant pools, Co-op pools, Farm group pools, but at the end of the day we are relying on people we trust in the selling of grains in an uncertain market place. With the use of pools we are just shifting responsibility onto someone else who is just as likely to make a sale that with hindsight may turn out to be poorly sold. There is but nobody that can see what our wheat market is going to do. Furthermore with the increase in share and managed farms those reporting to their owners or partners will find it particularly stressful when explaining the year they misjudged their grain selling.

We are putting together a guaranteed price reflecting the average of futures trading for the whole year proceeding, as futures trade a year in advance. We are able to offer this by simply tracking the futures for the whole of the season. For those who follow the money markets it is interesting to note that performance of these 'tracking funds' have over the last few years out-performed the fund managers making individual decisions. It must surely be attractive for those not wanting to go too far astray to put a percentage of their crop against a guaranteed return of the average futures price for the whole of the year, leaving the rest of the crop to gamble. I think it's commonly called risk management. Please do not get confused with people saying the HGCA is the average, as this is the average of Farm procurement filled in by the trade and is generally a low figure.

The pool will be simply run and operated as follows :-

A grower will offer say 100 tonnes for November 2000, as of 1st October 1999 we can commence tracking the futures and for every working day throughout 1999/ 2000 up to the 15th October 2000 when a rolling average will be taken for the whole of that period. The price will be announced, grain moved and payment on 25th December.

As an example we have completed year November 1999 average which would have returned £71.52/ t for November '99' movement. This is simply taking the rolling average from 5th Dec 1998 to 15th Oct 1999 for all futures trading over the period. A grower near a good consumption point with good Riband would have received net of all charges £76.52/ tonne, which you can say is the average price of biscuit wheat for that period.

The fund is completely transparent; anybody can see the futures as they appear in a number of publications such as the Farmers Weekly . As part of the package the grower with 'lots' in the fund will receive regular updates on tracking values, as well as graphs showing the seasonal track, with a comparison of the previous seasons, so the fund level is always known.

The fund holder will have the opportunity to fix at any stage the tracking price subject to a surrender value, as well as move his position both forward and back, subject to any price agreements.

The fund may be entered at any stage although the tracking will commence on uptake of 'lots' and it is considered prudent to secure the longest trading period to attract the best average (not necessarily the best price).

The grower will be able to use the fund as a base for all types of wheat, as premiums can be traded separately at any time through the season.

Terms:-
  1. There will be a minimum tonnage offered: 50 tonne lots
  2. Quality basis will be 72 Kgs, 15% Moisture, 2% Admix. Of course there will be premiums attached for appropriate parcels as the seasons prevail.
  3. Entry date: anytime.
  4. Payment date: 25th of the month following contracted period

I trust this will create greater returns, in a safer environment, with a cost effective way for all those in a dilemma as to the marketing of their grains.



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  • Last Updated February 2000

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