CFTC COT report for 5 September 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-09-05 | US 5Y | Leveraged Funds | 855,354 | 2,512,302 | -1,656,948 | -136,754 | -89,395 | Insufficient history |
| 2023-09-05 | US 2Y | Leveraged Funds | 804,984 | 2,130,279 | -1,325,295 | +30,941 | +90,123 | Insufficient history |
| 2023-09-05 | Ultra Bond | Leveraged Funds | 88,971 | 702,358 | -613,387 | +28,719 | +22,488 | Insufficient history |
| 2023-09-05 | US Bond | Leveraged Funds | 36,640 | 505,894 | -469,254 | -26,691 | -60,229 | Insufficient history |
| 2023-09-05 | S&P 500 | Leveraged Funds | 126,248 | 461,550 | -335,302 | +18,421 | -7,776 | Insufficient history |
| 2023-09-05 | AUD | Leveraged Funds | 44,158 | 42,581 | +1,577 | -10,496 | -17,761 | Insufficient history |
| 2023-09-05 | Russell 2000 | Leveraged Funds | 72,824 | 113,177 | -40,353 | +8,706 | -21,787 | Insufficient history |
| 2023-09-05 | VIX | Leveraged Funds | 80,127 | 109,347 | -29,220 | +8,580 | +11,730 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-09-05 | US 5Y | Asset Manager/Institutional | 2,645,914 | 939,188 | +1,706,726 | +109,067 | +39,136 | Insufficient history |
| 2023-09-05 | US 2Y | Asset Manager/Institutional | 1,657,456 | 511,834 | +1,145,622 | -89,172 | -100,620 | Insufficient history |
| 2023-09-05 | S&P 500 | Asset Manager/Institutional | 1,107,940 | 327,801 | +780,139 | +24,732 | +5,789 | Insufficient history |
| 2023-09-05 | VIX | Asset Manager/Institutional | 93,156 | 82,737 | +10,419 | -13,300 | -11,767 | Insufficient history |
| 2023-09-05 | EUR | Asset Manager/Institutional | 461,039 | 107,353 | +353,686 | -11,809 | -63,176 | Insufficient history |
| 2023-09-05 | US 10Y | Asset Manager/Institutional | 2,630,721 | 1,194,739 | +1,435,982 | +11,174 | +132,732 | Insufficient history |
| 2023-09-05 | GBP | Asset Manager/Institutional | 83,069 | 69,954 | +13,115 | -6,562 | -2,878 | Insufficient history |
| 2023-09-05 | JPY | Asset Manager/Institutional | 66,176 | 108,909 | -42,733 | -6,413 | -21,091 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-05 | WTI Crude Oil | Managed Money | 268,738 | 35,820 | 369,833 | +232,918 | +61,153 | 13.67% | +27,543 | Insufficient history |
| 2023-09-05 | Sugar No. 11 | Managed Money | 243,906 | 47,117 | 110,990 | +196,789 | +28,488 | 20.35% | +46,865 | Insufficient history |
| 2023-09-05 | Cotton No. 2 | Managed Money | 68,206 | 16,730 | 14,396 | +51,476 | +14,452 | 22.50% | +21,913 | Insufficient history |
| 2023-09-05 | Gold | Managed Money | 120,222 | 69,857 | 33,104 | +50,365 | +11,123 | 11.48% | -8,241 | Insufficient history |
| 2023-09-05 | Copper | Managed Money | 52,778 | 48,941 | 25,756 | +3,837 | +10,272 | 1.98% | +9,016 | Insufficient history |
| 2023-09-05 | Soybeans | Managed Money | 114,348 | 37,871 | 90,264 | +76,477 | -8,415 | 10.67% | +13,500 | Insufficient history |
| 2023-09-05 | Soybean Meal | Managed Money | 77,479 | 12,481 | 90,431 | +64,998 | -7,725 | 14.26% | -3,053 | Insufficient history |
| 2023-09-05 | Lean Hogs | Managed Money | 52,819 | 20,107 | 29,429 | +32,712 | +5,063 | 16.09% | -1,478 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-05 | Sugar No. 11 | Producer/Merchant/Processor/User | 271,852 | 483,137 | — | -211,285 | -18,866 | -21.84% | -28,071 | Insufficient history |
| 2023-09-05 | Cotton No. 2 | Producer/Merchant/Processor/User | 34,149 | 133,879 | — | -99,730 | -13,811 | -43.59% | -14,014 | Insufficient history |
| 2023-09-05 | WTI Crude Oil | Producer/Merchant/Processor/User | 441,087 | 418,540 | — | +22,547 | -9,514 | 1.32% | +14,997 | Insufficient history |
| 2023-09-05 | Corn | Producer/Merchant/Processor/User | 402,471 | 504,133 | — | -101,662 | +9,163 | -8.26% | +59,641 | Insufficient history |
| 2023-09-05 | Soybean Meal | Producer/Merchant/Processor/User | 84,754 | 285,096 | — | -200,342 | +6,246 | -43.97% | +18,836 | Insufficient history |
| 2023-09-05 | Cocoa | Producer/Merchant/Processor/User | 48,447 | 132,343 | — | -83,896 | -6,176 | -28.91% | -8,104 | Insufficient history |
| 2023-09-05 | Soybean Oil | Producer/Merchant/Processor/User | 114,951 | 278,616 | — | -163,665 | +5,809 | -36.01% | -1,649 | Insufficient history |
| 2023-09-05 | Copper | Producer/Merchant/Processor/User | 28,229 | 60,380 | — | -32,151 | -4,918 | -16.60% | +4,237 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-05 | VIX | Other Reportables | 4,840 | 6,612 | — | -1,772 | -9,927 | -0.44% | -474 | Insufficient history |
| 2023-09-05 | Copper | Managed Money | 52,778 | 48,941 | 25,756 | +3,837 | +10,272 | 1.98% | +9,016 | Insufficient history |
| 2023-09-05 | Palladium | Non-Reportable | 1,746 | 1,613 | — | +133 | +312 | 0.75% | +240 | Insufficient history |