CFTC COT report for 3 October 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-10-03 | US 2Y | Leveraged Funds | 892,973 | 2,316,881 | -1,423,908 | -68,518 | -98,613 | Insufficient history |
| 2023-10-03 | US 5Y | Leveraged Funds | 945,660 | 2,582,245 | -1,636,585 | -64,151 | +20,363 | Insufficient history |
| 2023-10-03 | US Bond | Leveraged Funds | 43,007 | 508,641 | -465,634 | +30,856 | +3,620 | Insufficient history |
| 2023-10-03 | US 10Y | Leveraged Funds | 355,369 | 1,755,897 | -1,400,528 | +29,082 | +8,120 | Insufficient history |
| 2023-10-03 | S&P 500 | Leveraged Funds | 136,277 | 399,246 | -262,969 | +20,643 | +72,333 | Insufficient history |
| 2023-10-03 | Russell 2000 | Leveraged Funds | 95,339 | 116,258 | -20,919 | +15,770 | +19,434 | Insufficient history |
| 2023-10-03 | Dow Jones | Leveraged Funds | 16,738 | 34,063 | -17,325 | -9,003 | -2,110 | Insufficient history |
| 2023-10-03 | Nasdaq-100 | Leveraged Funds | 45,271 | 65,202 | -19,931 | +8,261 | +7,289 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-10-03 | S&P 500 | Asset Manager/Institutional | 1,074,903 | 378,766 | +696,137 | -63,361 | -84,002 | Insufficient history |
| 2023-10-03 | US 2Y | Asset Manager/Institutional | 1,774,585 | 520,875 | +1,253,710 | +58,206 | +108,088 | Insufficient history |
| 2023-10-03 | US 5Y | Asset Manager/Institutional | 2,732,381 | 1,015,544 | +1,716,837 | +33,917 | +10,111 | Insufficient history |
| 2023-10-03 | Russell 2000 | Asset Manager/Institutional | 160,649 | 180,592 | -19,943 | -31,740 | -48,869 | Insufficient history |
| 2023-10-03 | GBP | Asset Manager/Institutional | 41,168 | 121,730 | -80,562 | -18,795 | -93,677 | Insufficient history |
| 2023-10-03 | AUD | Asset Manager/Institutional | 35,531 | 117,596 | -82,065 | +14,623 | +14,413 | Insufficient history |
| 2023-10-03 | JPY | Asset Manager/Institutional | 73,374 | 112,561 | -39,187 | +13,816 | +3,546 | Insufficient history |
| 2023-10-03 | Ultra Bond | Asset Manager/Institutional | 935,913 | 329,950 | +605,963 | -12,046 | -37,681 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-03 | Gold | Managed Money | 100,500 | 108,061 | 32,940 | -7,561 | -30,999 | -1.75% | -57,926 | Insufficient history |
| 2023-10-03 | Soybeans | Managed Money | 68,267 | 65,880 | 114,903 | +2,387 | -23,543 | 0.29% | -74,090 | Insufficient history |
| 2023-10-03 | Sugar No. 11 | Managed Money | 236,858 | 54,347 | 93,572 | +182,511 | -19,895 | 22.24% | -14,278 | Insufficient history |
| 2023-10-03 | Lean Hogs | Managed Money | 41,682 | 27,931 | 29,501 | +13,751 | -18,617 | 7.22% | -18,961 | Insufficient history |
| 2023-10-03 | Soybean Meal | Managed Money | 71,234 | 28,580 | 81,728 | +42,654 | -18,431 | 9.16% | -22,344 | Insufficient history |
| 2023-10-03 | Natural Gas | Managed Money | 181,703 | 222,742 | 312,724 | -41,039 | +15,169 | -3.49% | -8,976 | Insufficient history |
| 2023-10-03 | Corn | Managed Money | 169,275 | 324,902 | 190,045 | -155,627 | +11,041 | -11.37% | -59,439 | Insufficient history |
| 2023-10-03 | Cocoa | Managed Money | 94,384 | 38,000 | 49,384 | +56,384 | -10,641 | 19.83% | -18,959 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-03 | Soybean Meal | Producer/Merchant/Processor/User | 101,611 | 272,888 | — | -171,277 | +22,594 | -36.81% | +29,065 | Insufficient history |
| 2023-10-03 | Sugar No. 11 | Producer/Merchant/Processor/User | 178,823 | 402,280 | — | -223,457 | +20,265 | -27.23% | -12,172 | Insufficient history |
| 2023-10-03 | Soybeans | Producer/Merchant/Processor/User | 276,258 | 378,652 | — | -102,394 | +18,085 | -12.74% | +51,354 | Insufficient history |
| 2023-10-03 | Corn | Producer/Merchant/Processor/User | 463,657 | 511,157 | — | -47,500 | -14,157 | -3.47% | +54,162 | Insufficient history |
| 2023-10-03 | Natural Gas | Producer/Merchant/Processor/User | 156,300 | 254,785 | — | -98,485 | -8,530 | -8.38% | -14,798 | Insufficient history |
| 2023-10-03 | Kansas City HRW Wheat | Producer/Merchant/Processor/User | 38,976 | 53,293 | — | -14,317 | +8,098 | -6.60% | +6,029 | Insufficient history |
| 2023-10-03 | Cocoa | Producer/Merchant/Processor/User | 55,033 | 131,566 | — | -76,533 | +7,627 | -26.92% | +7,363 | Insufficient history |
| 2023-10-03 | Cotton No. 2 | Producer/Merchant/Processor/User | 48,558 | 145,598 | — | -97,040 | -7,549 | -38.57% | +2,690 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-03 | Dow Jones | Asset Manager/Institutional | 14,417 | 19,222 | — | -4,805 | -5,317 | -4.76% | -14,286 | Insufficient history |
| 2023-10-03 | Nasdaq-100 | Non-Reportable | 38,421 | 41,502 | — | -3,081 | -3,227 | -1.20% | +4,773 | Insufficient history |
| 2023-10-03 | Russell 2000 | Asset Manager/Institutional | 160,649 | 180,592 | — | -19,943 | -31,740 | -4.10% | -48,869 | Insufficient history |
| 2023-10-03 | NZD | Leveraged Funds | 14,904 | 12,524 | — | +2,380 | +3,286 | 4.55% | -1,968 | Insufficient history |
| 2023-10-03 | NZD | Other Reportables | 981 | 497 | — | +484 | +519 | 0.92% | +934 | Insufficient history |
| 2023-10-03 | US Bond | Other Reportables | 72,795 | 87,263 | — | -14,468 | -28,469 | -1.02% | -38,251 | Insufficient history |
| 2023-10-03 | Feeder Cattle | Producer/Merchant/Processor/User | 10,716 | 10,340 | — | +376 | +1,991 | 0.68% | +1,871 | Insufficient history |
| 2023-10-03 | Kansas City HRW Wheat | Other Reportables | 11,115 | 12,434 | 11,786 | -1,319 | -2,244 | -0.60% | -845 | Insufficient history |
| 2023-10-03 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 70,555 | 69,552 | — | +1,003 | +2,331 | 0.23% | +21,111 | Insufficient history |
| 2023-10-03 | NY Harbor ULSD | Other Reportables | 7,439 | 7,651 | 34,128 | -212 | -4,717 | -0.06% | -2,920 | Insufficient history |
| 2023-10-03 | Gold | Managed Money | 100,500 | 108,061 | 32,940 | -7,561 | -30,999 | -1.75% | -57,926 | Insufficient history |
| 2023-10-03 | Silver | Managed Money | 29,421 | 31,671 | 6,734 | -2,250 | -7,517 | -1.78% | -15,598 | Insufficient history |