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Hedge fund positions in numbers, for week to November 19

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Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the week to Tuesday November 19.

 

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

 

A breakdown of the previous week’s data is available by clicking here.

 

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

Chicago soyoil

82,356 -5,741

Chicago soybeans

18,452 -12,598
Chicago wheat
-2,049 -2,440

Chicago soymeal

-19,560 +3,923

Kansas City wheat

-26,119 -3,430

Chicago corn

-123,530 -12,609

 

 

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

Cocoa

60,818 +15,528

Arabica coffee

-9,007 +2,413
Cotton -13,106 +1,166
Raw sugar
-138,729 +57,880

 

Hedge funds’ net positioning in Chicago-traded livestock
Contract Net long position (contracts)
Week-on-week change (contracts)
Live cattle
81,549 +7,835

Lean hogs

6,007 -7,241

Feeder cattle

2,716 +1,484

 

 

Hedge funds’ net positioning, by sector
Contract Net long position (contracts)
Week-on-week change (contracts)
Livestock 90,272 +2,078
Grain and oilseeds
-70,450 -32,895

Soft commodities

-100,024 +76,987
Overall position -80,202 +46,170

 

 

* = most extreme on data going back to 2006

 

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