By contrast, grain, which is digested in the small intestine, is easier for the horse's system to break down, so it creates less heat. This is one instance when you might want to seek out hay with a slightly higher legume content than grass, even for your mature horses. Although your horse's protein requirements don't increase in the winter months, higher-protein legume hays are also higher in energy and nutrients, and that bit of extra energy might be a boon when temperatures plunge. When you consider increasing the amount of forage your horse eats in the winter, remember that his pasture will likely no longer be providing any useful contribution to his diet. If it's not covered in snow, the grass there will be dead or dormant, with practically no nutritional value.
Many farms place round bales of hay outside in paddocks for their horses' use throughout the winter.
While round bales are a relatively cheap and low-maintenance fiber source, they do come with some risks. Sarah Ralston, VMD, PhD, Dipl. Specially designed feeders for round bales can help reduce risk of molding, and are best used under the cover of a run-in shed. The alternative is to provide piles of hay from small rectangular bales on a daily basis. Feeding hay indoors minimizes wastage, but that, too, comes with certain risks.