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 |
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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 |
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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 |
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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 |
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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