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Hedge fund positions in numbers, for week to November 26

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Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the week to Tuesday November 26.

 

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

66,884 -15,472
Chicago wheat
10,475 +12,524

Kansas City wheat

-16,851 +9,268

Chicago soymeal

-32,308 -12,748

Chicago soybeans

-42,941 -61,393*

Chicago corn

-116,072 +7,458

 

 

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

Cocoa

65,791 +4,973

Arabica coffee

3,315 +12,322
Cotton -5,046 +8,060
Raw sugar
-125,705 +13,024

 

Hedge funds’ net positioning in Chicago-traded livestock
Contract Net long position (contracts)
Week-on-week change (contracts)
Live cattle
81,657 +108

Feeder cattle

2,129 -587

Lean hogs

-860 -6,867

 

 

Hedge funds’ net positioning, by sector
Contract Net long position (contracts)
Week-on-week change (contracts)
Livestock 82,926 -7,346

Soft commodities

-61,645 +38,379
Grain and oilseeds
-130,813 -60,363
Overall position -109,532 -29,330

 

 

* = most extreme on data going back to 2006

 

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