If a hedger buys a futures contract is he betting that prices will remain constant at the expiration of the contract?

A hedger (an end user) who buys a futures contract is betting that prices are going to go up before settlement date. By purchasing a futures contract, he is shielding himself from upside risk.

Example: I am a hog finisher and I want to pay $7.65 per bushel for corn in March 2012. I therefore buy a futures contract at $7.65 per bushel. I know if I buy corn at that price I can make a profit by growing the pigs for 14 weeks and selling the carcasses for $98 per hundredweight, so I sell a forward contract (it's like a futures contract but it doesn't specify the weight I have to provide, which gives me security if Porky and Petunia die before they can be sent to market or they grow too slowly or too fast) at 98 cents per pound. Now there is no financial risk. (There is still risk from things like widespread hog deaths, lagoons breaking, bad weather, fires and all that other stuff that can befall a hog finisher, but at least the money is taken care of.) OTOH, if I tried doing my job without derivatives to shield me from market risk, corn getting expensive or pork getting cheap would put me in a world of hurt.