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Hedge fund positions in numbers, for week to March 6

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Below, details of the shifts in managed money positioning in US-traded agricultural commodities, in the week to Tuesday March 6.


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



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

Chicago soybeans

183,711 contracts +36,331 contracts

Chicago corn

163,534 contracts +104,414 contracts
Chicago soymeal 115,500 contracts +9,220 contracts

Kansas City wheat

20,759 contracts +9,751 contracts

Chicago soyoil

-9,046 contracts +301 contracts
Chicago wheat
-32,531 contracts +28,101 contracts




Hedge funds’ net positioning in New York-traded soft commodities
Contract Net long position Week-on-week change
Cotton 82,339 contracts +10,662 contracts


30,662 contracts +4,528 contracts

Arabica coffe

-53,320 contracts +3,200 contract
Raw sugar
-106,702 contracts +29,553 contracts



Hedge funds’ net positioning in Chicago-traded livestock
Contract Net long position Week-on-week change
Live cattle
92,556 contracts -7,221 contracts

Lean hogs

15,064 contracts -4,824 contracts

Feeder cattle

8,109 contracts -2,140 contracts



Hedge funds’ net positioning, by sector
Contract Net long position Week-on-week change
Grain and oilseeds
441,927 contracts +188,118 contracts

Soft commodities

-47,021 contracts +47,943 contracts
Livestock 115,185 contracts -14,185 contracts
Overall position 510,635 contracts +221,876 contracts





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