Hedge fund targets US$500mil for El Niño crop risk trade


The growing threat posed by a so-called "super El Niño” to global food supplies is spurring the creation of a new commodities fund. 

Hedge fund Moreton Capital Partners is targeting $500 million for a special-purpose vehicle to trade multiple commodities that stand to be impacted by the weather phenomenon, including South African corn, Malaysian palm oil and Australian wheat. The markets are underestimating risks, according to Moreton’s co-founder Les Finemore. 

"We think it’s going to be a dramatic reshaping of the global food situation,” Finemore said in a video interview from Mexico City. "We feel like today the market is seriously mis-pricing that risk.”

El Niño, confirmed by scientists earlier this month, is characterized by a warming of the Pacific Ocean that alters global weather patterns, which can damage crops. The phenomenon could be one of the strongest on record and already top rice exporter India has been hit by a delayed start to the monsoon. The World Bank warned that El Niño could push food prices above current expectations, just as farmers contend with the impact of the Iran conflict on the fertilizer and fuel costs. 

"We all know it’s here, but the scale and the severity of this, I mean, that’s kind of the part that concerns us for a lot of these crops,” Finemore said. "This could be the worst El Niño on record and if that plays out, that has incredible implications for food inflation.”

The MCP Special Opportunities Fund is aiming to raise the funds by the end of September and will seek various trading strategies from cross-commodity relative-value trades to long and short positions in futures and swaps. The fund will target large institutional investors, including insurers, endowments, and pensions that have significant weather-risk exposure.

Moreton also sees opportunities in commodities such as soybeans, sugar, coffee and vegetable oils, along with water. There may even be opportunities beyond agriculture, like the Shanghai aluminum contract, if there is dryness in China that puts pressure on hydropower, a source of energy for smelting, Finemore said.   

"We will kick off trading almost immediately in early July,” Finemore said. "We’ve been focused on the Iranian war situation. The next event will be El Niño.” 

Moreton, with its main office in Mexico City, has more than 10 people and combines quantitative research with artificial intelligence. The fund was started by Finemore and Al Fullerton who previously worked at Farrer Capital Management Pty.

"Diversification is important, no two El Niños are the same,” Finemore said, adding that the latest phenomenon has the potential to reshape global food security. 

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