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Hedge fund positions in numbers for week to March 30

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Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the eight days to Tuesday March 30.

 

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

 

Analysis of the previous week’s data is available here.

 

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

Chicago corn

395,584 +7,409

Chicago soybeans

141,880 -20,973

Chicago soyoil

80,840 -13,137

Chicago soymeal

58,235 +615

Kansas City wheat

21,722 -4,520
Chicago wheat
-14,711 -22,871

 

Hedge funds’ net positioning in New York-traded soft commodities
Contract Net long position (contracts)
Week-on-week change
Raw sugar
165,201 -11,741
Cotton 58,235 +615

Cocoa

15,106 -16,336

Arabica coffee

10,287 -8,952

 

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

Live cattle

83,237 +3,682

Lean hogs

78,112 +2,017

Feeder cattle

5,111 +4,404

 

 

Hedge funds’ net positioning, by sector
Contract Net long position (contracts)
Week-on-week change (contracts)
Grain and oilseeds
683,550 -53,477

Soft commodities

244,729 -42,085
Livestock 166,460 +10,103
Overall position 1,094,739 -85,459

 

 

* = most extreme on data going back to 2006

 

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