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Hedge fund positions in numbers for week to March 10

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Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the week to Tuesday March 3.

 

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

 

Analysis of the previous week’s data are available by clicking here.

 

Hedge funds’ net positioning in grains and oilseeds
Contract Net long position (contracts)
Week-on-week change (contracts)
Chicago wheat
16,682 +1,278

Chicago soyoil

11,460 -3,530

Chicago soymeal

-2,135 +16,189

Kansas City wheat

-14,616 -12,665

Chicago soybeans

-26,474 +9,294

Chicago corn

-60,370 +24,569

 

Hedge funds’ net positioning in New York-traded soft commodities
Contract Net long position (contracts)
Week-on-week change
Raw sugar
67,889 -74,139

Cocoa

53,361 -17,314

Arabica coffee

3,520 +3,348
Cotton -7,946 -12,558

 

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

Lean hogs

22,637 -1,469
Live cattle
302 -407

Feeder cattle

-3,203 -234

 

 

Hedge funds’ net positioning, by sector
Contract Net long position (contracts)
Week-on-week change (contracts)

Soft commodities

116,824 -100,663
Livestock 19,736 -2,110
Grain and oilseeds
-75,453 +35,135
Overall position 61,107 -67,638

 

 

* = most extreme on data going back to 2006

 

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