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Live and feeder cattle futures posted steep losses on Thursday, July 31, 2025. October live cattle fell $6.58 to close at $223.15 per hundredweight (cwt), while September feeder cattle fell $8.20 to $331.55 per cwt. Those are historical futures prices—not current quotes or cash-market prices.
How far did cattle futures fall?
| Contract | Morning update | Thursday close |
|---|---|---|
| October live cattle | Down $1.50 at $228.23 per cwt | Down $6.58 at $223.15 per cwt |
| September feeder cattle | Down $0.85 at $338.90 per cwt | Down $8.20 at $331.55 per cwt |
Successful Farming reported these contract figures on July 31, 2025. The morning update and closing figures show that losses widened as the session progressed. The quoted prices are futures contracts, not cash prices paid for cattle.
What was cited as the reason for the decline?
Successful Farming attributed the cattle-market pressure chiefly to month-end profit-taking. Karl Setzer, a partner at Consus Ag Consulting, said, “Month-end profit-taking was most noted in the cattle markets today, where heavy losses were posted,” according to the July 31 market update.
Setzer also described cattle as technically overbought and beginning to look overvalued. He raised concern that persistently high beef prices could reduce consumer demand. These were his market assessments and concerns, not confirmed findings that establish the cause of the price move.
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What the report does—and does not—say
The same update discussed weather and expectations for crop yields above USDA estimates in its coverage of grain trading. Those comments were about grain markets; they should not be treated as explanations for the cattle losses. The report did not establish that cattle inventories, slaughter, beef production, cash-market trade, or another supply fundamental caused the decline.
For readers tracking personal finances or investments, the key distinction is that a futures contract’s daily change is not the same as a change in local cash cattle prices or retail beef prices. The reported figures capture two specified contracts on one trading day; they do not by themselves show a lasting trend or predict what prices would do next.
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