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Hedge fund positions in numbers for week to June 9

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Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the week to Tuesday June 9.

 

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

 

For commentary on the data, please click here.

 

The previous week’s data are available by www.agrimoney.com/markets-extra/hedge-fund-positions-in-numbers-for-week-to-june-2">clicking here.

 

 

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

Chicago soybeans

20,376 +13,739

Chicago soyoil

-56 -11,432

Kansas City wheat

-18,738 +5,395
Chicago wheat
-25,368 -11,896

Chicago soymeal

-52,986 -2,005

Chicago corn

-297,312 -15,046

 

Hedge funds’ net positioning in New York-traded soft commodities
Contract Net long position (contracts)
Week-on-week change
Raw sugar
12,024 +25,945
Cotton 6,520 +3,897

Cocoa

-2,539 -876

Arabica coffee

-13,978 -7,355

 

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

Live cattle

19,884 +3,388

Lean hogs

7,871 +1,192

Feeder cattle

665 -581

 

 

Hedge funds’ net positioning, by sector
Contract Net long position (contracts)
Week-on-week change (contracts)
Livestock 28,420 +3,999

Soft commodities

2,027 +21,611
Grain and oilseeds
-374,084 -21,245
Overall position -343,637 +4,365

 

 

* = most extreme on data going back to 2006

 

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