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Hedge fund positions in numbers for week to February 16


Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the eight days to Tuesday February 16.


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


For commentary on the data, please click here.


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 corn

365,785 +6,978

Chicago soybeans

161,410 -10,360

Chicago soyoil

110,396 +4

Chicago soymeal

69,422 -203

Kansas City wheat

57,133 -2,959
Chicago wheat
21,285 +1,979


Hedge funds’ net positioning in New York-traded soft commodities
Contract Net long position (contracts)
Week-on-week change
Raw sugar
197,124 +2,872
Cotton 68,568 +335

Arabica coffee

21,059 -1,745


14,843 -4,123


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

Live cattle

92,088 +5,478

Lean hogs

67,187 +11,011

Feeder cattle

1,516 +182



Hedge funds’ net positioning, by sector
Contract Net long position (contracts)
Week-on-week change (contracts)
Grain and oilseeds
785,431 -4,561

Soft commodities

301,594 -2,661
Livestock 160,791 +16,671
Overall position 1,247,816* +9,449



* = most extreme on data going back to 2006


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