CFTC COT report for 12 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-09-12 | S&P 500 | Leveraged Funds | 176,348 | 426,460 | -250,112 | +85,190 | +45,920 | Insufficient history |
| 2023-09-12 | US 5Y | Leveraged Funds | 873,750 | 2,468,898 | -1,595,148 | +61,800 | -69,491 | Insufficient history |
| 2023-09-12 | US 10Y | Leveraged Funds | 331,316 | 1,713,291 | -1,381,975 | +26,673 | -68,556 | Insufficient history |
| 2023-09-12 | EUR | Leveraged Funds | 72,898 | 59,469 | +13,429 | -10,641 | -9,626 | Insufficient history |
| 2023-09-12 | CAD | Leveraged Funds | 45,839 | 41,961 | +3,878 | -6,415 | +2,780 | Insufficient history |
| 2023-09-12 | JPY | Leveraged Funds | 35,535 | 70,979 | -35,444 | +5,919 | -1,599 | Insufficient history |
| 2023-09-12 | Ultra Bond | Leveraged Funds | 90,981 | 709,540 | -618,559 | -5,172 | +38,526 | Insufficient history |
| 2023-09-12 | Russell 2000 | Leveraged Funds | 77,002 | 112,361 | -35,359 | +4,994 | +1,804 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-09-12 | US 5Y | Asset Manager/Institutional | 2,618,440 | 986,400 | +1,632,040 | -74,686 | -47,754 | Insufficient history |
| 2023-09-12 | US 2Y | Asset Manager/Institutional | 1,688,334 | 510,717 | +1,177,617 | +31,995 | -93,377 | Insufficient history |
| 2023-09-12 | US 10Y | Asset Manager/Institutional | 2,647,852 | 1,233,328 | +1,414,524 | -21,458 | +28,902 | Insufficient history |
| 2023-09-12 | CAD | Asset Manager/Institutional | 26,309 | 100,728 | -74,419 | -19,131 | -47,384 | Insufficient history |
| 2023-09-12 | EUR | Asset Manager/Institutional | 450,698 | 107,951 | +342,747 | -10,939 | -69,505 | Insufficient history |
| 2023-09-12 | Nasdaq-100 | Asset Manager/Institutional | 81,069 | 30,492 | +50,577 | -10,495 | -11,861 | Insufficient history |
| 2023-09-12 | US Bond | Asset Manager/Institutional | 780,919 | 242,784 | +538,135 | +6,291 | +58,678 | Insufficient history |
| 2023-09-12 | GBP | Asset Manager/Institutional | 80,068 | 72,484 | +7,584 | -5,531 | -13,311 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-12 | Corn | Managed Money | 162,065 | 300,228 | 184,874 | -138,163 | -41,975 | -10.89% | -51,539 | Insufficient history |
| 2023-09-12 | WTI Crude Oil | Managed Money | 293,746 | 29,716 | 371,949 | +264,030 | +31,112 | 14.73% | +90,188 | Insufficient history |
| 2023-09-12 | Gold | Managed Money | 117,737 | 83,166 | 34,102 | +34,571 | -15,794 | 7.83% | +5,035 | Insufficient history |
| 2023-09-12 | Soybean Oil | Managed Money | 74,956 | 32,455 | 72,271 | +42,501 | -13,995 | 9.01% | -5,943 | Insufficient history |
| 2023-09-12 | Silver | Managed Money | 31,715 | 31,147 | 5,141 | +568 | -12,780 | 0.45% | +7,238 | Insufficient history |
| 2023-09-12 | Platinum | Managed Money | 28,830 | 34,530 | 10,958 | -5,700 | -12,166 | -6.55% | +7,585 | Insufficient history |
| 2023-09-12 | Soybeans | Managed Money | 110,244 | 42,769 | 102,970 | +67,475 | -9,002 | 9.11% | +18,285 | Insufficient history |
| 2023-09-12 | Copper | Managed Money | 54,069 | 57,848 | 30,402 | -3,779 | -7,616 | -1.92% | +16,205 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-12 | Corn | Producer/Merchant/Processor/User | 425,465 | 491,519 | — | -66,054 | +35,608 | -5.20% | +54,402 | Insufficient history |
| 2023-09-12 | WTI Crude Oil | Producer/Merchant/Processor/User | 466,794 | 456,080 | — | +10,714 | -11,833 | 0.59% | -3,066 | Insufficient history |
| 2023-09-12 | Cocoa | Producer/Merchant/Processor/User | 45,284 | 139,630 | — | -94,346 | -10,450 | -31.70% | -23,320 | Insufficient history |
| 2023-09-12 | Copper | Producer/Merchant/Processor/User | 29,341 | 52,724 | — | -23,383 | +8,768 | -11.91% | +1,361 | Insufficient history |
| 2023-09-12 | Soybean Oil | Producer/Merchant/Processor/User | 124,469 | 280,036 | — | -155,567 | +8,098 | -32.99% | +7,740 | Insufficient history |
| 2023-09-12 | Cotton No. 2 | Producer/Merchant/Processor/User | 37,613 | 129,507 | — | -91,894 | +7,836 | -40.36% | -6,753 | Insufficient history |
| 2023-09-12 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 59,914 | 72,724 | — | -12,810 | +7,298 | -3.27% | +23,911 | Insufficient history |
| 2023-09-12 | NY Harbor ULSD | Producer/Merchant/Processor/User | 109,847 | 201,344 | — | -91,497 | +6,617 | -27.36% | +2,623 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-12 | Nasdaq-100 | Non-Reportable | 44,891 | 44,439 | — | +452 | +8,306 | 0.14% | +905 | Insufficient history |
| 2023-09-12 | Cocoa | Swap Dealer | 23,123 | 20,270 | 5,027 | +2,853 | +9,169 | 0.95% | +12,525 | Insufficient history |
| 2023-09-12 | Soybean Oil | Other Reportables | 22,071 | 18,570 | 30,296 | +3,501 | +4,062 | 0.74% | +1,793 | Insufficient history |
| 2023-09-12 | Kansas City HRW Wheat | Other Reportables | 14,371 | 12,294 | 9,848 | +2,077 | +2,551 | 1.04% | +4,157 | Insufficient history |
| 2023-09-12 | Copper | Managed Money | 54,069 | 57,848 | 30,402 | -3,779 | -7,616 | -1.92% | +16,205 | Insufficient history |
| 2023-09-12 | Palladium | Non-Reportable | 1,627 | 1,676 | — | -49 | -182 | -0.27% | +250 | Insufficient history |
| 2023-09-12 | Platinum | Managed Money | 28,830 | 34,530 | 10,958 | -5,700 | -12,166 | -6.55% | +7,585 | Insufficient history |