CFTC COT report for 29 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-08-29 | US 2Y | Leveraged Funds | 790,267 | 2,146,503 | -1,356,236 | +126,748 | +128,558 | Insufficient history |
| 2023-08-29 | US 10Y | Leveraged Funds | 342,237 | 1,758,519 | -1,416,282 | -47,994 | -136,303 | Insufficient history |
| 2023-08-29 | US 5Y | Leveraged Funds | 825,189 | 2,345,383 | -1,520,194 | -29,536 | +58,052 | Insufficient history |
| 2023-08-29 | Ultra Bond | Leveraged Funds | 77,792 | 719,898 | -642,106 | +28,812 | +18,723 | Insufficient history |
| 2023-08-29 | US Bond | Leveraged Funds | 36,680 | 479,243 | -442,563 | -25,401 | -56,762 | Insufficient history |
| 2023-08-29 | S&P 500 | Leveraged Funds | 138,068 | 491,791 | -353,723 | -21,901 | +28,782 | Insufficient history |
| 2023-08-29 | CAD | Leveraged Funds | 46,911 | 33,493 | +13,418 | +7,517 | +14,422 | Insufficient history |
| 2023-08-29 | AUD | Leveraged Funds | 52,282 | 40,209 | +12,073 | -6,926 | +11,220 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-08-29 | US 2Y | Asset Manager/Institutional | 1,707,770 | 472,976 | +1,234,794 | -62,440 | -35,564 | Insufficient history |
| 2023-08-29 | US 10Y | Asset Manager/Institutional | 2,653,146 | 1,228,338 | +1,424,808 | +37,874 | +94,900 | Insufficient history |
| 2023-08-29 | US Bond | Asset Manager/Institutional | 760,634 | 231,519 | +529,115 | +33,227 | +59,695 | Insufficient history |
| 2023-08-29 | EUR | Asset Manager/Institutional | 464,262 | 98,767 | +365,495 | -16,375 | -46,932 | Insufficient history |
| 2023-08-29 | GBP | Asset Manager/Institutional | 84,704 | 65,027 | +19,677 | -13,473 | -4,603 | Insufficient history |
| 2023-08-29 | CAD | Asset Manager/Institutional | 29,311 | 79,980 | -50,669 | -12,483 | -48,615 | Insufficient history |
| 2023-08-29 | Nasdaq-100 | Asset Manager/Institutional | 87,566 | 24,112 | +63,454 | +8,010 | -1,301 | Insufficient history |
| 2023-08-29 | US 5Y | Asset Manager/Institutional | 2,537,305 | 939,646 | +1,597,659 | -7,045 | -46,650 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-08-29 | Sugar No. 11 | Managed Money | 215,732 | 47,431 | 113,196 | +168,301 | +31,082 | 17.82% | -589 | Insufficient history |
| 2023-08-29 | Soybeans | Managed Money | 118,276 | 33,384 | 84,360 | +84,892 | +30,609 | 12.14% | -5,424 | Insufficient history |
| 2023-08-29 | Corn | Managed Money | 168,277 | 259,408 | 137,736 | -91,131 | +30,481 | -7.50% | -103,806 | Insufficient history |
| 2023-08-29 | Gold | Managed Money | 120,609 | 81,367 | 33,536 | +39,242 | +30,133 | 8.86% | -40,767 | Insufficient history |
| 2023-08-29 | WTI Crude Oil | Managed Money | 225,285 | 53,520 | 357,264 | +171,765 | +27,557 | 10.35% | -27,170 | Insufficient history |
| 2023-08-29 | Soybean Meal | Managed Money | 83,010 | 10,287 | 80,295 | +72,723 | +20,244 | 15.77% | +4,178 | Insufficient history |
| 2023-08-29 | Natural Gas | Managed Money | 188,288 | 223,682 | 284,303 | -35,394 | -17,245 | -3.04% | -18,503 | Insufficient history |
| 2023-08-29 | Platinum | Managed Money | 30,735 | 25,089 | 6,435 | +5,646 | +16,919 | 7.46% | +2,363 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-08-29 | Sugar No. 11 | Producer/Merchant/Processor/User | 277,076 | 469,495 | — | -192,419 | -30,087 | -20.38% | +4,736 | Insufficient history |
| 2023-08-29 | Soybeans | Producer/Merchant/Processor/User | 239,937 | 398,482 | — | -158,545 | -23,837 | -22.68% | +21,220 | Insufficient history |
| 2023-08-29 | Corn | Producer/Merchant/Processor/User | 398,704 | 509,529 | — | -110,825 | -17,070 | -9.12% | +100,390 | Insufficient history |
| 2023-08-29 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 54,681 | 72,795 | — | -18,114 | +16,036 | -5.05% | +22,238 | Insufficient history |
| 2023-08-29 | Soybean Meal | Producer/Merchant/Processor/User | 88,049 | 294,637 | — | -206,588 | -14,796 | -44.79% | +12,283 | Insufficient history |
| 2023-08-29 | RBOB Gasoline | Producer/Merchant/Processor/User | 108,720 | 192,113 | — | -83,393 | +8,535 | -22.42% | +5,990 | Insufficient history |
| 2023-08-29 | Cotton No. 2 | Producer/Merchant/Processor/User | 31,922 | 117,841 | — | -85,919 | -6,947 | -41.50% | +4,114 | Insufficient history |
| 2023-08-29 | Cocoa | Producer/Merchant/Processor/User | 52,283 | 130,003 | — | -77,720 | -6,641 | -26.97% | +1,863 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-08-29 | Nasdaq-100 | Non-Reportable | 39,320 | 44,574 | — | -5,254 | -5,858 | -1.97% | -4,792 | Insufficient history |
| 2023-08-29 | VIX | Other Reportables | 11,367 | 3,212 | — | +8,155 | +9,438 | 2.11% | +8,702 | Insufficient history |
| 2023-08-29 | Kansas City HRW Wheat | Other Reportables | 11,863 | 14,402 | 9,033 | -2,539 | -2,939 | -1.36% | +482 | Insufficient history |
| 2023-08-29 | Platinum | Managed Money | 30,735 | 25,089 | 6,435 | +5,646 | +16,919 | 7.46% | +2,363 | Insufficient history |
| 2023-08-29 | Silver | Swap Dealer | 33,732 | 37,043 | 5,776 | -3,311 | -9,167 | -2.45% | +9,025 | Insufficient history |