CFTC COT report for 19 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-09-19 | S&P 500 | Leveraged Funds | 98,445 | 418,743 | -320,298 | -70,186 | +11,524 | Insufficient history |
| 2023-09-19 | US 2Y | Leveraged Funds | 765,063 | 2,127,913 | -1,362,850 | -33,419 | +120,134 | Insufficient history |
| 2023-09-19 | CAD | Leveraged Funds | 22,202 | 41,712 | -19,510 | -23,388 | -25,411 | Insufficient history |
| 2023-09-19 | US 10Y | Leveraged Funds | 334,046 | 1,695,473 | -1,361,427 | +20,548 | +6,861 | Insufficient history |
| 2023-09-19 | Ultra Bond | Leveraged Funds | 88,381 | 723,383 | -635,002 | -16,443 | +35,916 | Insufficient history |
| 2023-09-19 | US 5Y | Leveraged Funds | 934,116 | 2,513,510 | -1,579,394 | +15,754 | -88,736 | Insufficient history |
| 2023-09-19 | AUD | Leveraged Funds | 29,212 | 40,468 | -11,256 | -14,599 | -30,255 | Insufficient history |
| 2023-09-19 | US Bond | Leveraged Funds | 30,579 | 514,997 | -484,418 | -10,686 | -67,256 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-09-19 | S&P 500 | Asset Manager/Institutional | 1,165,542 | 301,861 | +863,681 | +82,383 | +108,699 | Insufficient history |
| 2023-09-19 | US 10Y | Asset Manager/Institutional | 2,624,231 | 1,276,741 | +1,347,490 | -67,034 | -39,444 | Insufficient history |
| 2023-09-19 | US Bond | Asset Manager/Institutional | 812,610 | 247,191 | +565,419 | +27,284 | +69,531 | Insufficient history |
| 2023-09-19 | US 5Y | Asset Manager/Institutional | 2,631,465 | 1,025,185 | +1,606,280 | -25,760 | +1,576 | Insufficient history |
| 2023-09-19 | GBP | Asset Manager/Institutional | 56,653 | 74,327 | -17,674 | -25,258 | -50,824 | Insufficient history |
| 2023-09-19 | CAD | Asset Manager/Institutional | 26,514 | 79,121 | -52,607 | +21,812 | -14,421 | Insufficient history |
| 2023-09-19 | Nasdaq-100 | Asset Manager/Institutional | 87,818 | 19,513 | +68,305 | +17,728 | +12,861 | Insufficient history |
| 2023-09-19 | US 2Y | Asset Manager/Institutional | 1,719,914 | 529,423 | +1,190,491 | +12,874 | -106,743 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-19 | Soybeans | Managed Money | 88,139 | 49,725 | 111,876 | +38,414 | -29,061 | 4.96% | -15,869 | Insufficient history |
| 2023-09-19 | WTI Crude Oil | Managed Money | 311,274 | 29,654 | 350,989 | +281,620 | +17,590 | 16.63% | +137,412 | Insufficient history |
| 2023-09-19 | Chicago SRW Wheat | Managed Money | 63,148 | 167,100 | 85,735 | -103,952 | -14,720 | -25.74% | -23,945 | Insufficient history |
| 2023-09-19 | Coffee C | Managed Money | 34,760 | 50,565 | 31,095 | -15,805 | +14,591 | -8.16% | +18,942 | Insufficient history |
| 2023-09-19 | Gold | Managed Money | 121,172 | 73,782 | 35,725 | +47,390 | +12,819 | 10.81% | +38,281 | Insufficient history |
| 2023-09-19 | Corn | Managed Money | 169,624 | 319,079 | 183,858 | -149,455 | -11,292 | -11.56% | -27,843 | Insufficient history |
| 2023-09-19 | RBOB Gasoline | Managed Money | 85,830 | 20,754 | 46,655 | +65,076 | -6,198 | 16.86% | -7,199 | Insufficient history |
| 2023-09-19 | Soybean Meal | Managed Money | 68,956 | 12,951 | 75,386 | +56,005 | -6,091 | 12.17% | +3,526 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-19 | Sugar No. 11 | Producer/Merchant/Processor/User | 268,361 | 516,833 | — | -248,472 | -35,510 | -25.97% | -86,140 | Insufficient history |
| 2023-09-19 | Soybeans | Producer/Merchant/Processor/User | 258,902 | 390,203 | — | -131,301 | +22,085 | -16.98% | +3,407 | Insufficient history |
| 2023-09-19 | Corn | Producer/Merchant/Processor/User | 436,766 | 484,641 | — | -47,875 | +18,179 | -3.70% | +45,880 | Insufficient history |
| 2023-09-19 | RBOB Gasoline | Producer/Merchant/Processor/User | 132,262 | 206,797 | — | -74,535 | +13,830 | -19.31% | +17,393 | Insufficient history |
| 2023-09-19 | Coffee C | Producer/Merchant/Processor/User | 42,363 | 67,734 | — | -25,371 | -10,835 | -13.11% | -16,848 | Insufficient history |
| 2023-09-19 | Soybean Oil | Producer/Merchant/Processor/User | 103,897 | 269,352 | — | -165,455 | -9,888 | -36.17% | -2,165 | Insufficient history |
| 2023-09-19 | Live Cattle | Producer/Merchant/Processor/User | 33,110 | 170,874 | — | -137,764 | -7,800 | -41.51% | -16,379 | Insufficient history |
| 2023-09-19 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 62,426 | 68,414 | — | -5,988 | +6,822 | -1.48% | +28,162 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-19 | Nasdaq-100 | Non-Reportable | 36,781 | 37,887 | — | -1,106 | -1,558 | -0.46% | -1,710 | Insufficient history |
| 2023-09-19 | AUD | Leveraged Funds | 29,212 | 40,468 | — | -11,256 | -14,599 | -5.08% | -30,255 | Insufficient history |
| 2023-09-19 | CAD | Leveraged Funds | 22,202 | 41,712 | — | -19,510 | -23,388 | -7.90% | -25,411 | Insufficient history |
| 2023-09-19 | GBP | Asset Manager/Institutional | 56,653 | 74,327 | — | -17,674 | -25,258 | -9.24% | -50,824 | Insufficient history |
| 2023-09-19 | GBP | Non-Reportable | 27,510 | 28,612 | — | -1,102 | -6,096 | -0.57% | -6,719 | Insufficient history |
| 2023-09-19 | NZD | Leveraged Funds | 7,880 | 10,423 | — | -2,543 | -6,304 | -4.83% | -11,985 | Insufficient history |
| 2023-09-19 | Feeder Cattle | Swap Dealer | 1,666 | 1,963 | 2,287 | -297 | -503 | -0.48% | -309 | Insufficient history |
| 2023-09-19 | Platinum | Managed Money | 30,136 | 29,838 | 9,465 | +298 | +5,998 | 0.36% | +11,571 | Insufficient history |