CFTC COT report for 17 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-10-17 | US 2Y | Leveraged Funds | 902,041 | 2,456,368 | -1,554,327 | -133,814 | -191,477 | Insufficient history |
| 2023-10-17 | US 5Y | Leveraged Funds | 970,314 | 2,723,469 | -1,753,155 | -92,133 | -173,761 | Insufficient history |
| 2023-10-17 | US Bond | Leveraged Funds | 55,286 | 443,503 | -388,217 | +26,096 | +96,201 | Insufficient history |
| 2023-10-17 | US 10Y | Leveraged Funds | 376,790 | 1,775,588 | -1,398,798 | -24,284 | -37,371 | Insufficient history |
| 2023-10-17 | S&P 500 | Leveraged Funds | 119,552 | 380,190 | -260,638 | +24,185 | +59,660 | Insufficient history |
| 2023-10-17 | VIX | Leveraged Funds | 70,720 | 78,962 | -8,242 | +7,630 | +20,371 | Insufficient history |
| 2023-10-17 | Ultra Bond | Leveraged Funds | 92,506 | 732,982 | -640,476 | -6,178 | -5,474 | Insufficient history |
| 2023-10-17 | EUR | Leveraged Funds | 75,357 | 71,058 | +4,299 | +5,261 | -563 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-10-17 | US 2Y | Asset Manager/Institutional | 1,895,498 | 528,546 | +1,366,952 | +65,312 | +176,461 | Insufficient history |
| 2023-10-17 | US 5Y | Asset Manager/Institutional | 2,767,216 | 960,983 | +1,806,233 | +60,897 | +199,953 | Insufficient history |
| 2023-10-17 | US Bond | Asset Manager/Institutional | 796,629 | 323,519 | +473,110 | -33,064 | -92,309 | Insufficient history |
| 2023-10-17 | JPY | Asset Manager/Institutional | 69,103 | 109,679 | -40,576 | -14,139 | +9,731 | Insufficient history |
| 2023-10-17 | AUD | Asset Manager/Institutional | 32,714 | 113,430 | -80,716 | -7,399 | +24,143 | Insufficient history |
| 2023-10-17 | Russell 2000 | Asset Manager/Institutional | 160,007 | 167,802 | -7,795 | +5,501 | -27,420 | Insufficient history |
| 2023-10-17 | S&P 500 | Asset Manager/Institutional | 1,078,968 | 406,798 | +672,170 | +5,248 | -191,511 | Insufficient history |
| 2023-10-17 | Nasdaq-100 | Asset Manager/Institutional | 84,676 | 23,093 | +61,583 | +5,246 | -6,722 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-17 | WTI Crude Oil | Managed Money | 243,150 | 40,006 | 375,537 | +203,144 | -51,400 | 12.28% | -78,476 | Insufficient history |
| 2023-10-17 | Gold | Managed Money | 104,708 | 89,605 | 39,547 | +15,103 | +41,870 | 3.43% | -32,287 | Insufficient history |
| 2023-10-17 | Natural Gas | Managed Money | 151,243 | 156,930 | 334,950 | -5,687 | -31,313 | -0.48% | +27,050 | Insufficient history |
| 2023-10-17 | Soybean Meal | Managed Money | 77,906 | 25,740 | 78,482 | +52,166 | +18,194 | 10.76% | -3,839 | Insufficient history |
| 2023-10-17 | Copper | Managed Money | 55,559 | 76,986 | 37,750 | -21,427 | -16,271 | -9.71% | -15,188 | Insufficient history |
| 2023-10-17 | Cotton No. 2 | Managed Money | 49,801 | 17,921 | 28,202 | +31,880 | -14,689 | 12.71% | -14,135 | Insufficient history |
| 2023-10-17 | Lean Hogs | Managed Money | 38,522 | 35,576 | 32,695 | +2,946 | -13,531 | 1.51% | -37,747 | Insufficient history |
| 2023-10-17 | Coffee C | Managed Money | 35,371 | 53,221 | 34,509 | -17,850 | +11,378 | -8.27% | -2,045 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-17 | Soybean Meal | Producer/Merchant/Processor/User | 104,156 | 288,342 | — | -184,186 | -21,856 | -38.00% | +11,886 | Insufficient history |
| 2023-10-17 | Cotton No. 2 | Producer/Merchant/Processor/User | 59,323 | 130,255 | — | -70,932 | +18,993 | -28.29% | +21,835 | Insufficient history |
| 2023-10-17 | Coffee C | Producer/Merchant/Processor/User | 52,577 | 80,164 | — | -27,587 | -14,061 | -12.78% | -2,216 | Insufficient history |
| 2023-10-17 | Sugar No. 11 | Producer/Merchant/Processor/User | 183,068 | 423,094 | — | -240,026 | -11,612 | -28.48% | +8,446 | Insufficient history |
| 2023-10-17 | Gold | Producer/Merchant/Processor/User | 11,737 | 41,703 | — | -29,966 | -11,539 | -6.81% | -4,678 | Insufficient history |
| 2023-10-17 | WTI Crude Oil | Producer/Merchant/Processor/User | 413,780 | 391,757 | — | +22,023 | +9,546 | 1.33% | +6,440 | Insufficient history |
| 2023-10-17 | Lean Hogs | Producer/Merchant/Processor/User | 24,324 | 48,728 | — | -24,404 | +9,304 | -12.51% | +17,933 | Insufficient history |
| 2023-10-17 | Copper | Producer/Merchant/Processor/User | 41,648 | 48,515 | — | -6,867 | +6,728 | -3.11% | +13,469 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-17 | Dow Jones | Asset Manager/Institutional | 15,625 | 16,237 | — | -612 | -1,115 | -0.63% | -5,510 | Insufficient history |
| 2023-10-17 | EUR | Leveraged Funds | 75,357 | 71,058 | — | +4,299 | +5,261 | 0.61% | -563 | Insufficient history |
| 2023-10-17 | Kansas City HRW Wheat | Other Reportables | 12,769 | 12,255 | 11,334 | +514 | +822 | 0.22% | -1,078 | Insufficient history |
| 2023-10-17 | Natural Gas | Managed Money | 151,243 | 156,930 | 334,950 | -5,687 | -31,313 | -0.48% | +27,050 | Insufficient history |
| 2023-10-17 | NY Harbor ULSD | Other Reportables | 7,818 | 8,222 | 34,455 | -404 | -3,238 | -0.12% | -7,863 | Insufficient history |
| 2023-10-17 | Gold | Managed Money | 104,708 | 89,605 | 39,547 | +15,103 | +41,870 | 3.43% | -32,287 | Insufficient history |
| 2023-10-17 | Palladium | Non-Reportable | 1,796 | 1,764 | — | +32 | +213 | 0.15% | +174 | Insufficient history |
| 2023-10-17 | Silver | Swap Dealer | 31,461 | 32,039 | 3,177 | -578 | -2,892 | -0.46% | +1,407 | Insufficient history |
| 2023-10-17 | Silver | Managed Money | 31,027 | 27,701 | 7,294 | +3,326 | +8,273 | 2.69% | +1,972 | Insufficient history |