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Hedge fund positions in numbers, for week to February 6

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Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the week to Tuesday February 6.


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



Hedge funds’ net positioning in grains and oilseeds
Contract Net long position Week-on-week change
Chicago soymeal 52,003 contracts -3,232 contracts

Kansas City wheat

15,157 contracts +17,054 contracts

Chicago soyoil

-2,688 contracts +13,900 contracts

Chicago soybeans

-9,978 contracts +11,871 contracts
Chicago corn
-82,924 contracts +48,018 contracts

Chicago wheat

-83,394 contracts +13,369 contracts




Hedge funds’ net positioning in New York-traded soft commodities
Contract Net long position Week-on-week change
Cotton 81,887 contracts -14,489 contracts


8,560 contracts +15,370 contracts

Arabica coffe

-55,459 contracts -5,228 contract
Raw sugar
-134,190 contracts +16,673 contracts



Hedge funds’ net positioning in Chicago-traded livestock
Contract Net long position Week-on-week change
Live cattle
90,248 contracts +7,019 contracts

Lean hogs

39,274 contracts -13,229 contracts

Feeder cattle

13,149 contracts +2,589 contracts



Hedge funds’ net positioning, by sector
Contract Net long position Week-on-week change
Grain and oilseeds
-111,824 contracts +100,980 contracts

Soft commodities

-99,202 contracts +12,326 contracts
Livestock 142,671 contracts -3,621 contracts
Overall position -68,355 contracts +109,685 contracts





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