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Hedge fund positions in numbers, for week to January 16

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Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the week to Tuesday January 16.


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 8,074 contracts -7,660 contracts

Chicago soyoil

-5,832 contracts -17,744 contracts

Kansas City wheat

-12,386 contracts +5,124 contracts

Chicago soybeans

-103,397 contracts -10,562 contracts
Chicago wheat
-142,939 contracts -13,949 contracts

Chicago corn

-226,876 contracts -4,360 contracts




Hedge funds’ net positioning in New York-traded soft commodities
Contract Net long position Week-on-week change
Cotton 108,778 contracts +4,216 contracts


-25,729 contracts -710 contracts

Arabica coffe

-48,684 contracts -8,691 contract
Raw sugar
-58,613 contracts -54,498 contracts



Hedge funds’ net positioning in Chicago-traded livestock
Contract Net long position Week-on-week change
Live cattle
70,973 contracts -6,995 contracts

Lean hogs

63,041 contracts +682 contracts

Feeder cattle

7,148 contracts -95 contracts



Hedge funds’ net positioning, by sector
Contract Net long position Week-on-week change
Grain and oilseeds
-483,356 contracts -49,061 contracts

Soft commodities

-24,248 contracts -59,683 contracts
Livestock 141,162 contracts -6,408 contracts
Overall position -366,442 contracts -115,152 contracts





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