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Hedge fund agricultural commodity bets, in numbers

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Hedge funds bought into agricultural commodity futures and options in the week to January 2 at the quickest pace, for a first reading of the calendar year, since 2012.


However, the buying was focused somewhat on a few contracts.


In Chicago soybean futures and options, for instance, the managed money net short position reached its highest since the record level of 118,863 contracts was set more than six months ago.


Below, Agrimoney lists the net positions managed money held in futures and options the top 13 US-traded agricultural commodities as of January 2, and in brackets the (week on week change)




Chicago soymeal: 18,685 contracts, (-12,572 contracts)

Chicago soyoil: 3,374, (-32)

Kansas wheat: -28,691, (+5,461)

Chicago soybeans: -85,506, (-16,415)

Chicago wheat: -128,178, (+17,557)

Chicago corn: -198,576, (+8,048)



New York-traded soft commodities

Cotton: 102,489 contracts, (+87 contracts)

Cocoa: -22,032, (+3,510)

Raw sugar: -35,766, (+37,290)

Arabica coffee: -47,827, (+10,019)


Chicago-traded livestock

Live cattle: 78,914 contracts, (-3,796 contracts)

Lean hogs: 58,025, (+4,068)

Feeder cattle: 7,583, (+776)




By sector

Grains: -419,162 contracts, (+2,047 contracts)

Soft commodities: -3,136, (+50,906)

Livestock: 144,522, (+1,048)



Overall change: -277,776 contracts, (+54,001 contracts)



Sources: Commodity Futures Trading Committee, Agrimoney

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