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Hedge fund positions in numbers for week to March 17

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Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the week to Tuesday March 17.

 

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 www.agrimoney.com/markets-extra/hedge-fund-positions-in-numbers-for-week-to-march-10">clicking here.

 

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

Chicago soymeal

16,100 +18,235

Chicago soyoil

1,712 -9,748
Chicago wheat
-5,659 -22,341

Kansas City wheat

-13,306 +1,310

Chicago soybeans

-30,646 -4,172

Chicago corn

-91,846 -31,476

 

Hedge funds’ net positioning in New York-traded soft commodities
Contract Net long position (contracts)
Week-on-week change

Cocoa

17,107 -36,254
Raw sugar
3,590 -64,299

Arabica coffee

2,647 -873
Cotton -12,465 -4,519

 

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

Lean hogs

22,026 -611
Live cattle
1,363 +1,061

Feeder cattle

-2,720 +483

 

 

Hedge funds’ net positioning, by sector
Contract Net long position (contracts)
Week-on-week change (contracts)
Livestock 20,669 +933

Soft commodities

10,879 -105,945
Grain and oilseeds
-123,645 -48,192
Overall position -92,097 -153,204

 

 

* = most extreme on data going back to 2006

 

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