CFTC COT report for 26 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-09-26 | US 10Y | Leveraged Funds | 317,561 | 1,747,171 | -1,429,610 | -68,183 | -13,328 | Insufficient history |
| 2023-09-26 | S&P 500 | Leveraged Funds | 154,815 | 438,427 | -283,612 | +36,686 | +70,111 | Insufficient history |
| 2023-09-26 | VIX | Leveraged Funds | 55,756 | 101,177 | -45,421 | -16,808 | -7,621 | Insufficient history |
| 2023-09-26 | CAD | Leveraged Funds | 13,248 | 45,812 | -32,564 | -13,054 | -45,982 | Insufficient history |
| 2023-09-26 | US Bond | Leveraged Funds | 35,427 | 531,917 | -496,490 | -12,072 | -53,927 | Insufficient history |
| 2023-09-26 | Ultra Bond | Leveraged Funds | 90,535 | 715,778 | -625,243 | +9,759 | +16,863 | Insufficient history |
| 2023-09-26 | Nasdaq-100 | Leveraged Funds | 41,194 | 69,386 | -28,192 | -8,732 | -1,152 | Insufficient history |
| 2023-09-26 | US 2Y | Leveraged Funds | 878,193 | 2,233,583 | -1,355,390 | +7,460 | +846 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-09-26 | S&P 500 | Asset Manager/Institutional | 1,104,973 | 345,475 | +759,498 | -104,183 | +4,091 | Insufficient history |
| 2023-09-26 | US 5Y | Asset Manager/Institutional | 2,690,428 | 1,007,508 | +1,682,920 | +76,640 | +85,261 | Insufficient history |
| 2023-09-26 | GBP | Asset Manager/Institutional | 43,947 | 105,714 | -61,767 | -44,093 | -81,444 | Insufficient history |
| 2023-09-26 | CAD | Asset Manager/Institutional | 28,898 | 51,197 | -22,299 | +30,308 | +28,370 | Insufficient history |
| 2023-09-26 | US 10Y | Asset Manager/Institutional | 2,626,414 | 1,255,593 | +1,370,821 | +23,331 | -53,987 | Insufficient history |
| 2023-09-26 | EUR | Asset Manager/Institutional | 441,783 | 123,649 | +318,134 | -16,730 | -47,361 | Insufficient history |
| 2023-09-26 | Ultra Bond | Asset Manager/Institutional | 912,575 | 294,566 | +618,009 | -14,966 | -25,014 | Insufficient history |
| 2023-09-26 | Nasdaq-100 | Asset Manager/Institutional | 84,538 | 26,015 | +58,523 | -9,782 | -4,931 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-26 | Gold | Managed Money | 114,668 | 91,230 | 35,282 | +23,438 | -23,952 | 5.38% | -15,804 | Insufficient history |
| 2023-09-26 | Natural Gas | Managed Money | 182,449 | 238,657 | 300,576 | -56,208 | -23,471 | -4.92% | -20,814 | Insufficient history |
| 2023-09-26 | WTI Crude Oil | Managed Money | 330,645 | 28,985 | 400,896 | +301,660 | +20,040 | 17.23% | +129,895 | Insufficient history |
| 2023-09-26 | Corn | Managed Money | 168,180 | 334,848 | 184,947 | -166,668 | -17,213 | -12.44% | -75,537 | Insufficient history |
| 2023-09-26 | Copper | Managed Money | 55,921 | 77,298 | 35,562 | -21,377 | -15,138 | -9.89% | -14,942 | Insufficient history |
| 2023-09-26 | RBOB Gasoline | Managed Money | 75,367 | 23,906 | 35,042 | +51,461 | -13,615 | 14.43% | -16,139 | Insufficient history |
| 2023-09-26 | Soybeans | Managed Money | 80,290 | 54,360 | 112,084 | +25,930 | -12,484 | 3.33% | -58,962 | Insufficient history |
| 2023-09-26 | Cocoa | Managed Money | 107,108 | 40,083 | 50,657 | +67,025 | -11,246 | 22.83% | -6,512 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-26 | Corn | Producer/Merchant/Processor/User | 465,344 | 498,687 | — | -33,343 | +14,532 | -2.48% | +77,482 | Insufficient history |
| 2023-09-26 | Copper | Producer/Merchant/Processor/User | 40,171 | 46,839 | — | -6,668 | +13,668 | -3.08% | +20,565 | Insufficient history |
| 2023-09-26 | Soybean Oil | Producer/Merchant/Processor/User | 96,616 | 248,516 | — | -151,900 | +13,555 | -34.72% | +17,574 | Insufficient history |
| 2023-09-26 | WTI Crude Oil | Producer/Merchant/Processor/User | 397,602 | 394,434 | — | +3,168 | -12,415 | 0.18% | -28,893 | Insufficient history |
| 2023-09-26 | Soybeans | Producer/Merchant/Processor/User | 264,209 | 384,688 | — | -120,479 | +10,822 | -15.50% | +38,066 | Insufficient history |
| 2023-09-26 | Cocoa | Producer/Merchant/Processor/User | 52,872 | 137,032 | — | -84,160 | +10,047 | -28.66% | -6,440 | Insufficient history |
| 2023-09-26 | Coffee C | Producer/Merchant/Processor/User | 45,437 | 65,556 | — | -20,119 | +5,252 | -10.28% | -9,929 | Insufficient history |
| 2023-09-26 | RBOB Gasoline | Producer/Merchant/Processor/User | 124,813 | 194,137 | — | -69,324 | +5,211 | -19.44% | +14,069 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-09-26 | Nasdaq-100 | Non-Reportable | 39,946 | 39,800 | — | +146 | +1,252 | 0.06% | +5,400 | Insufficient history |
| 2023-09-26 | CAD | Non-Reportable | 33,799 | 30,922 | — | +2,877 | +3,654 | 1.63% | +5,055 | Insufficient history |
| 2023-09-26 | GBP | Dealer/Intermediary | 44,962 | 26,964 | — | +17,998 | +46,121 | 7.89% | +85,056 | Insufficient history |
| 2023-09-26 | VIX | Other Reportables | 4,342 | 4,089 | — | +253 | +968 | 0.06% | -7,902 | Insufficient history |
| 2023-09-26 | Platinum | Managed Money | 28,180 | 30,464 | 5,221 | -2,284 | -2,582 | -3.13% | -7,930 | Insufficient history |