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Hedge fund positions in numbers for week to August 18

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Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the week to Tuesday August 18.

 

Data are for futures and options combined, and sourced from the Commodity Futures Trading Commission.

 

Analysis of the previous week’s data is available here.

 

Hedge funds’ net positioning in grains and oilseeds
Contract Net long position (contracts)
Week-on-week change (contracts)

Chicago soybeans

107,058 +80,194

Chicago soyoil

57,524 +5,381

Chicago soymeal

10,979 +40,270
Chicago wheat
-12,474 +3,058

Kansas City wheat

-27,005 +7,587

Chicago corn

-110,499 +61,862

 

Hedge funds’ net positioning in New York-traded soft commodities
Contract Net long position (contracts)
Week-on-week change
Raw sugar
170,963 +25,084
Cotton 40,899 +1,061

Arabica coffee

27,782 +4,005

Cocoa

21,067 +3,191

 

Hedge funds’ net positioning in Chicago-traded livestock
Contract Net long position (contracts)
Week-on-week change (contracts)

Live cattle

57,767 +12,155

Lean hogs

19,927 +1,641

Feeder cattle

7,706 +844

 

 

Hedge funds’ net positioning, by sector
Contract Net long position (contracts)
Week-on-week change (contracts)

Soft commodities

260,711 +33,341
Livestock 85,400 +14,640
Grain and oilseeds
25,583 +198,352
Overall position 371,694 +246,333

 

 

* = most extreme on data going back to 2006

 

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