CFTC COT report for 15 August 2023
Week-ended positions · TFF Futures Only and Disaggregated Futures Only · 42 reviewed markets · processed 26 Jul 2026, 17:38
Financial TFF: available · Commodity Disaggregated: available
Official CFTC sourceLargest Leveraged Fund changes
TFF financial futures ranked by absolute weekly contract change.
| Report date | Market | Participant | Long | Short | Net | Weekly change | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|---|
| 2023-08-15 | US 5Y | Leveraged Funds | 1,076,958 | 2,602,615 | -1,525,657 | +41,896 | — | Insufficient history |
| 2023-08-15 | S&P 500 | Leveraged Funds | 146,415 | 442,447 | -296,032 | +31,494 | — | Insufficient history |
| 2023-08-15 | US 2Y | Leveraged Funds | 773,755 | 2,218,118 | -1,444,363 | -28,945 | — | Insufficient history |
| 2023-08-15 | US 10Y | Leveraged Funds | 432,910 | 1,746,329 | -1,313,419 | -26,299 | — | Insufficient history |
| 2023-08-15 | Nasdaq-100 | Leveraged Funds | 45,788 | 81,138 | -35,350 | +21,288 | — | Insufficient history |
| 2023-08-15 | Ultra Bond | Leveraged Funds | 78,143 | 735,228 | -657,085 | -21,210 | — | Insufficient history |
| 2023-08-15 | Russell 2000 | Leveraged Funds | 82,992 | 120,155 | -37,163 | -18,597 | — | Insufficient history |
| 2023-08-15 | VIX | Leveraged Funds | 75,730 | 100,429 | -24,699 | +16,251 | — | Insufficient history |
Largest Asset Manager/Institutional changes
Ranked separately because official participant categories should not be combined.
| Report date | Market | Participant | Long | Short | Net | Weekly change | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|---|
| 2023-08-15 | US 10Y | Asset Manager/Institutional | 2,645,919 | 1,260,297 | +1,385,622 | +82,372 | — | Insufficient history |
| 2023-08-15 | US 2Y | Asset Manager/Institutional | 1,771,591 | 500,597 | +1,270,994 | +24,752 | — | Insufficient history |
| 2023-08-15 | Ultra Bond | Asset Manager/Institutional | 930,803 | 303,066 | +627,737 | +24,718 | — | Insufficient history |
| 2023-08-15 | JPY | Asset Manager/Institutional | 58,222 | 98,987 | -40,765 | -19,123 | — | Insufficient history |
| 2023-08-15 | CAD | Asset Manager/Institutional | 30,511 | 57,546 | -27,035 | -15,225 | — | Insufficient history |
| 2023-08-15 | AUD | Asset Manager/Institutional | 38,663 | 123,705 | -85,042 | -13,055 | — | Insufficient history |
| 2023-08-15 | US 5Y | Asset Manager/Institutional | 2,739,352 | 1,059,558 | +1,679,794 | +12,204 | — | Insufficient history |
| 2023-08-15 | VIX | Asset Manager/Institutional | 89,282 | 73,537 | +15,745 | -6,441 | — | Insufficient history |
Largest Managed Money commodity changes
Disaggregated commodity futures ranked independently from TFF categories.
| Report date | Market | Participant | Long | Short | Spread | Net | Weekly change | Net / OI | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-08-15 | Corn | Managed Money | 168,408 | 255,032 | 157,527 | -86,624 | -53,571 | -6.73% | — | Insufficient history |
| 2023-08-15 | WTI Crude Oil | Managed Money | 239,367 | 65,525 | 355,077 | +173,842 | -31,533 | 10.20% | — | Insufficient history |
| 2023-08-15 | Gold | Managed Money | 113,146 | 83,610 | 30,928 | +29,536 | -29,070 | 6.81% | — | Insufficient history |
| 2023-08-15 | Copper | Managed Money | 50,097 | 70,081 | 29,610 | -19,984 | -14,805 | -8.91% | — | Insufficient history |
| 2023-08-15 | Soybeans | Managed Money | 92,768 | 43,578 | 73,486 | +49,190 | -13,787 | 7.70% | — | Insufficient history |
| 2023-08-15 | Coffee C | Managed Money | 25,429 | 52,258 | 26,092 | -26,829 | -13,128 | -14.54% | — | Insufficient history |
| 2023-08-15 | Chicago SRW Wheat | Managed Money | 56,429 | 130,864 | 67,790 | -74,435 | -12,290 | -19.85% | — | Insufficient history |
| 2023-08-15 | Soybean Meal | Managed Money | 75,824 | 19,277 | 82,274 | +56,547 | -11,504 | 11.50% | — | Insufficient history |
Largest Producer/Merchant/Processor/User changes
Physical commodity business participants remain in their official category.
| Report date | Market | Participant | Long | Short | Spread | Net | Weekly change | Net / OI | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-08-15 | Corn | Producer/Merchant/Processor/User | 414,403 | 534,859 | — | -120,456 | +40,847 | -9.35% | — | Insufficient history |
| 2023-08-15 | Soybeans | Producer/Merchant/Processor/User | 225,744 | 360,199 | — | -134,455 | +22,959 | -21.04% | — | Insufficient history |
| 2023-08-15 | Soybean Meal | Producer/Merchant/Processor/User | 98,867 | 300,013 | — | -201,146 | +18,032 | -40.93% | — | Insufficient history |
| 2023-08-15 | Copper | Producer/Merchant/Processor/User | 40,925 | 65,669 | — | -24,744 | +11,644 | -11.03% | — | Insufficient history |
| 2023-08-15 | Coffee C | Producer/Merchant/Processor/User | 45,338 | 58,283 | — | -12,945 | +10,290 | -7.01% | — | Insufficient history |
| 2023-08-15 | Natural Gas | Producer/Merchant/Processor/User | 159,942 | 262,084 | — | -102,142 | -7,703 | -8.74% | — | Insufficient history |
| 2023-08-15 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 54,118 | 90,839 | — | -36,721 | +6,594 | -9.79% | — | Insufficient history |
| 2023-08-15 | Kansas City HRW Wheat | Producer/Merchant/Processor/User | 30,383 | 59,198 | — | -28,815 | +6,297 | -15.49% | — | Insufficient history |
Net-position flips
Crossings from net-long to net-short or the reverse relative to the preceding available report.
| Report date | Market | Participant | Long | Short | Spread | Net | Weekly change | Net / OI | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-08-15 | Dow Jones | Dealer/Intermediary | 36,768 | 36,480 | — | +288 | +8,282 | 0.27% | — | Insufficient history |
| 2023-08-15 | Dow Jones | Leveraged Funds | 17,901 | 18,247 | — | -346 | -11,793 | -0.33% | — | Insufficient history |
| 2023-08-15 | Dow Jones | Non-Reportable | 14,419 | 14,077 | — | +342 | +1,906 | 0.32% | — | Insufficient history |
| 2023-08-15 | Nasdaq-100 | Other Reportables | 12,813 | 23,345 | — | -10,532 | -13,607 | -3.93% | — | Insufficient history |
| 2023-08-15 | CAD | Leveraged Funds | 38,302 | 37,204 | — | +1,098 | +3,449 | 0.69% | — | Insufficient history |
| 2023-08-15 | CAD | Non-Reportable | 30,496 | 32,854 | — | -2,358 | -7,598 | -1.49% | — | Insufficient history |
| 2023-08-15 | CHF | Other Reportables | 1,509 | 0 | — | +1,509 | +1,600 | 3.52% | — | Insufficient history |
| 2023-08-15 | CHF | Non-Reportable | 15,262 | 15,455 | — | -193 | -1,553 | -0.45% | — | Insufficient history |
| 2023-08-15 | Feeder Cattle | Swap Dealer | 1,153 | 1,111 | 2,259 | +42 | +52 | 0.07% | — | Insufficient history |