Dairy Market Report - May 2024

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DAIRY MARKET REPORT

VOLUME 27 | ISSUE 5

OVERVIEW

5/22/2024

U.S. cheese exports posted a 20 percent year-over-year increase during 2024’s first quarter, a bright spot in an otherwise soft picture for domestic and overseas U.S. dairy products. About 8.1 percent of total domestic cheese production was exported during the first quarter – a very strong number considering that the highest percentage of U.S. cheese production exported on an annual basis has been 7.1 percent. Growing cheese sales abroad is a key part of growing overall U.S. dairy exports.

Domestic cheese prices are showing strength following a year of mostly weak performance, partly due to this recent export strength. Meanwhile, butter prices have been mostly closer to $3/lb. than to $2/lb. since the beginning of 2022.

Feed prices have moderated considerably over the past year, as measured by the Dairy Margin Coverage feed cost formula. Coupled with slowly improving milk prices, they have increased the DMC margin to around the $9.50/cwt maximum Tier 1 coverage level under the program, with further increases likely.

COMMERCIAL USE OF DAIRY PRODUCTS

Dairy consumption in the U.S. domestic market was weak during the first quarter of this year. The aggregate measures were all down over a year ago, adjusting for the leap year, as were the major product categories, with the exception of butter and yogurt. Continued weakness in food service consumption is a key factor causing these results.

for Leap Year

DOMESTIC COMMERCIAL USE JAN-MAR 2024 JAN-MAR 2023 2023-2024 CHANGE PERCENT CHANGE* (million pounds) Total Fluid Milk Products 10,934 10,918 16 -1.0% Yogurt 1,232 1,205 27 1.1% Butter 526 511 15 1.8% American-type Cheese 1,373 1,422 -49 -4.5% All Other Cheese 1,964 1,957 7 -0.7% Total Cheese 3,336 3,379 -42 -2.3% Dry Skim Milk 138 212 -73 -35.3% All Products (milk equiv., milkfat basis) 53,401 53,467 -66 -1.2% All Products (milk equiv., skim solids basis) 45,419 45,192 227 -0.6% All Products (milk equiv., total solids basis) 47,980 47,812 167 -0.8% *Adjusted

U.S. DAIRY TRADE

U.S. dairy exports slipped back in March from the very strong results the month before. March exports were equivalent to 16.6 percent of U.S. milk solids production, the sixth highest year by this measure. Particularly large export volume losses were posted for dry skim milks and lactose, while cheese and whey protein concentrate and isolate made strong gains that partly offset losses.

Year-over-year drops in concentrated milk protein imports were smaller during the first quarter of 2024 compared to the running three months just prior. But butter import growth was smaller during first quarter than during the three months just before.

*Adjusted for Leap Year

U.S. DAIRY IMPORTS

*Adjusted for Leap Year

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U.S. DAIRY EXPORTS JAN-MAR 2024 JAN-MAR 2023 2023-2024 CHANGE PERCENT CHANGE* (metric tons) Butter 6,849 10,776 -3,927 -37% Anhydrous Milk Fat/Butteroil 1,400 1,726 -326 -20% American-type Cheese 20,963 20,273 689 2% Cheddar Cheese 20,864 20,147 717 2% All Other Cheese 110,707 88,140 22,567 24% Total Cheese 131,669 108,413 23,256 20% Dry Skim Milk 189,843 209,253 -19,410 -10% Whole Milk Powder 5,921 4,713 1,208 24% Dry Whey 45,841 50,581 -4,740 -10% Whey Protein Concentrate/Isolate 60,249 51,751 8,499 15% Lactose 109,014 116,252 -7,238 -7% Percent of U.S. Milk Solids Exported 16.2% 16.7% -0.6% -3%
JAN-MAR 2024 JAN-MAR 2023 2023-2024 CHANGE PERCENT CHANGE* (metric tons) Butter 15,645 13,902 1,744 11% Cheese 48,301 42,033 6,267 14% Dry Skim Milk 58 144 -86 -60% MPC (all protein levels) 12,788 19,019 -6,231 -34% Casein 15,482 21,783 -6,301 -30% Percent of U.S. Milk Solids Imported 3.6% 3.6% 0.0% -1%

MILK PRODUCTION

In its March milk production report, USDA’s National Agricultural Statistics Service (NASS) revised upward its U.S. milk production and milk cow numbers for January and February. However, its March production number still reflects stalled production growth, showing a 0.7 percent drop from March 2023. The March U.S. dairy milk cow herd was 85,000 head lower than a year earlier, while

milk production per cow was up a quarter of a percent in March from a year ago. On a leap year-adjusted basis, the volume of milkfat produced on U.S. dairy farms during this year’s first quarter was 1.3 percent above the first quarter a year earlier, despite a one percent drop in the liquid milk containing that milkfat over the same period.

DAIRY PRODUCTS

Total cheese production was 1 percent lower than a year earlier during the first quarter this year, adjusted for leap year. The gap between the growth of Italian-type varieties and declines of American-types widened considerably during the quarter compared with the prior three-month

period. Butter, dry whey and whey protein concentrate production showed modest gains, while dry skim milk products fell by double-digit percentages during the quarter.

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JAN-MAR 2024 JAN-MAR 2023 2023-2024 CHANGE PERCENT CHANGE* Milk Production Cows (1,000 head) 9,338 9,418 -80 -0.9% Per Cow (pounds) 6,100 6,035 65 0.0% Total Milk (million pounds) 56,964 56,837 127 -0.9% Total Milk Solids (million pounds) 7,638 7,555 83 0.0% Total Skim Milk Solids (million pounds) 5,186 5,163 24 -0.6% Total Milkfat (million pounds) 2,452 2,393 59 1.3% *Adjusted
Milk Solids Composition of Milk (percent) 13.4% 13.3% 0.1% 0.9% Skim Solids Composition of Milk (percent) 9.1% 9.1% 0.0% 0.2% Milkfat Composition of Milk (percent) 4.3% 4.2% 0.1% 2.2%
MILK PRODUCTION
for Leap Year
JAN-MAR 2024 JAN-MAR 2023 2023-2024 CHANGE PERCENT CHANGE* Cheese (million pounds) American Types 1,411 1,473 -62 -5.3% Cheddar 988 1,050 -62 -6.9% Italian Types 1,506 1,459 47 2.1% Mozzarella 1,182 1,140 43 2.6% Total Cheese 3,567 3,564 3 -1.0% Butter 623 597 27 3.3%
DAIRY PRODUCTS PRODUCTION

*Adjusted for Leap Year

DAIRY PRODUCT INVENTORIES

Stocks of total cheese in cold storage were essentially unchanged from February to March, as American-type losses of about 4 million pounds were slightly more than offset by about 6 million additional pounds of other types.

Butter stocks seasonally gained 19 million pounds during the period, which compares with a 14 million average gain from February to March during the five prior years. Dry skim milk and dry whey inventories continued to increase in March.

DAIRY PRODUCT AND FEDERAL ORDER CLASS PRICES

The rebound in spot market cheese prices that took place during the latter part of April was reflected only to a small extent in the weekly NDPSR surveys at the end of the month and not at all in the April monthly federal order cheese prices. However, if the price rally continues, as the futures strongly suggest, the monthly cheese prices will show a very large increase in May. The other products also showed relatively small changes in April, as did Class II and Class IV prices. Class III prices showed a relatively larger change, downward, on lower cheese and higher butter prices.

Yogurt and ice cream retail prices hit their highest levels ever in April, but other dairy products tracked by the U.S. Bureau of Labor Statistics remain below their highest levels of recent years. Retail butter prices have made larger than average monthly moves, in both directions, in 2024, while the average retail price of natural cheddar cheese dropped substantially in April from the month before.

4 DAIRY PRODUCT INVENTORIES MAR 2024 FEB 2024 MAR 2023 2023-2024 CHANGE (million pounds) Butter 317 298 309 2% American Cheese 826 830 827 0% Other Cheese 634 628 634 0% Dry Skim Milk 241 217 299 -19% Dry Whey 81 73 67 22%
DAIRY PRODUCTS PRODUCTION JAN-MAR 2024 JAN-MAR 2023 2023-2024 CHANGE PERCENT CHANGE* Dry Milk Products Nonfat Dry Milk 469 553 -83 -16.0% Skim Milk Powder 121 152 -31 -21.1% Dry Whey 230 221 9 3.0% Whey Protein Concentrate 126 123 3 0.9%

Federal Order Class Prices for Milk (per

Retail Dairy Product Prices

MILK AND FEED PRICES

The DMC margin rose by $0.21/cwt from February to March to $9.65/cwt, putting it just above the maximum $9.50/cwt maximum Tier 1 coverage level. The March All-Milk price rose by $0.10/cwt to $20.70/cwt, and the March DMC feed cost calculation dropped by $0.11/cwt, almost entirely on a $7/ ton lower premium alfalfa hay price.

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Fluid Whole Milk (per gallon) $3.868 $3.893 $4.042 -$0.174 Lowfat Fluid Milk (per gallon) $3.622 $3.597 $3.700 -$0.078 Cheddar Cheese (per pound) $5.510 $5.689 $5.940 -$0.430 Butter (per pound) $4.629 $4.484 $4.452 $0.177
hundredweight) Class I Base $19.18 $18.80 $18.85 $0.33 Class II $21.23 $21.12 $19.20 $2.03 Class III $15.50 $16.34 $18.52 -$3.02 Class IV $20.11 $20.09 $17.95 $2.16 DAIRY PRODUCT AND FEDERAL ORDER PRICES APR 2024 MAR 2024 APR 2023 2023-2024 CHANGE NDPSR Dairy
Prices (per pound) Butter $2.922 $2.846 $2.402 $0.520 Cheddar Cheese $1.548 $1.608 $1.878 -$0.330 40-Pound Blocks $1.517 $1.573 $1.941 -$0.424 500-Pound Barrels $1.545 $1.609 $1.794 -$0.250 Nonfat Dry Milk $1.151 $1.186 $1.155 -$0.004 Dry Whey $0.429 $0.479 $0.440 -$0.011 MILK AND FEED PRICES MAR 2024 FEB 2024 MAR 2023 2023-2024 CHANGE Producer Prices All Milk (per cwt.) $20.70 $20.60 $21.10 -$0.40 Feed Prices Corn (per bushel) $4.36 $4.36 $6.67 -$2.31 Soybean Meal (per ton) $362 $364 $484 -$122 Premium Alfalfa Hay (per ton) $271 $278 $314 -$43
Product

*DMC calculations are not revised

LOOKING AHEAD

After a year of maintaining or lowering its monthly forecasts of 2024 annual U.S. milk production in its World Agricultural Supply and Demand Estimates (WASDE) report, USDA raised its May estimate back up to its March number of 227.3 billion pounds. As it does each May, WASDE began reporting its estimates for the coming year, with a forecast of 229.3 billion pounds for calendar year 2025, a gain on 0.9 percent over its current 2024 estimate.

The May WASDE product price forecasts for 2025 are well below where the futures were settling at the same time,

except for a bullish $2.915/lb. forecast for butter, $0.19/ lb. above the futures. May forecasts of the 2024 and 2025 Class III, Class IV and U.S. average All-milk price were similarly understated.

Mid-May futures-based forecasts indicated that DMC margins might drop briefly and modestly below the $9.50/ cwt maximum Tier 1 coverage level during the spring but would rise to around the high levels reached during 2022 during the remainder of the current calendar year.

Peter Vitaliano, National Milk Producers Federation pvitaliano@nmpf.org www.nmpf.org

Dairy Management Inc.™ and state, regional, and international organizations work together to drive demand for dairy products on behalf of America’s dairy farmers, through the programs of the American Dairy Association®, the National Dairy Council ® , and the U.S. Dairy Export Council ®

The National Milk Producers Federation (NMPF) develops and carries out policies that advance dairy producers and the cooperatives they own. NMPF’s member cooperatives produce more than two-thirds of U.S. milk, making NMPF dairy’s voice on Capitol Hill and with government agencies.

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MILK AND FEED PRICES MAR 2024 FEB 2024 MAR 2023 2023-2024 CHANGE Feed Prices (per cwt of milk) Corn $4.68 $4.68 $7.16 -$2.48 Soybean Meal $2.66 $2.67 $3.56 -$0.90 Premium Alfalfa Hay $3.71 $3.81 $4.30 -$0.59 DMC Feed Cost* (per cwt.) $11.05 $11.16 $15.02 -$3.97 DMC Margin* (per cwt.) $9.65 $9.44 $6.08 $3.57

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