CFTC COT report for 24 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-10-24 | S&P 500 | Leveraged Funds | 167,078 | 362,922 | -195,844 | +64,794 | +87,768 | Insufficient history |
| 2023-10-24 | US 10Y | Leveraged Funds | 412,253 | 1,764,091 | -1,351,838 | +46,960 | +77,772 | Insufficient history |
| 2023-10-24 | US Bond | Leveraged Funds | 66,014 | 409,361 | -343,347 | +44,870 | +153,143 | Insufficient history |
| 2023-10-24 | VIX | Leveraged Funds | 53,244 | 84,006 | -30,762 | -22,520 | +14,659 | Insufficient history |
| 2023-10-24 | US 2Y | Leveraged Funds | 1,064,841 | 2,640,137 | -1,575,296 | -20,969 | -219,906 | Insufficient history |
| 2023-10-24 | US 5Y | Leveraged Funds | 908,770 | 2,645,208 | -1,736,438 | +16,717 | -164,004 | Insufficient history |
| 2023-10-24 | Russell 2000 | Leveraged Funds | 124,790 | 132,261 | -7,471 | +8,861 | +29,218 | Insufficient history |
| 2023-10-24 | GBP | Leveraged Funds | 72,274 | 45,518 | +26,756 | -7,668 | -27,325 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-10-24 | S&P 500 | Asset Manager/Institutional | 1,064,135 | 453,421 | +610,714 | -61,456 | -148,784 | Insufficient history |
| 2023-10-24 | US 5Y | Asset Manager/Institutional | 2,696,218 | 865,269 | +1,830,949 | +24,716 | +148,029 | Insufficient history |
| 2023-10-24 | US Bond | Asset Manager/Institutional | 760,349 | 305,446 | +454,903 | -18,207 | -102,222 | Insufficient history |
| 2023-10-24 | Ultra Bond | Asset Manager/Institutional | 917,153 | 287,014 | +630,139 | +12,781 | +12,130 | Insufficient history |
| 2023-10-24 | VIX | Asset Manager/Institutional | 83,952 | 66,221 | +17,731 | +10,829 | +3,146 | Insufficient history |
| 2023-10-24 | Dow Jones | Asset Manager/Institutional | 13,060 | 23,309 | -10,249 | -9,637 | -10,761 | Insufficient history |
| 2023-10-24 | EUR | Asset Manager/Institutional | 448,774 | 122,822 | +325,952 | +8,564 | +7,818 | Insufficient history |
| 2023-10-24 | NZD | Asset Manager/Institutional | 3,994 | 29,663 | -25,669 | -5,199 | -4,389 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-24 | Gold | Managed Money | 122,456 | 66,708 | 41,442 | +55,748 | +40,645 | 12.02% | +32,310 | Insufficient history |
| 2023-10-24 | Soybean Meal | Managed Money | 102,346 | 9,766 | 75,726 | +92,580 | +40,414 | 18.63% | +31,495 | Insufficient history |
| 2023-10-24 | Coffee C | Managed Money | 37,476 | 29,024 | 26,193 | +8,452 | +26,302 | 4.23% | +29,953 | Insufficient history |
| 2023-10-24 | Live Cattle | Managed Money | 76,995 | 14,292 | 42,958 | +62,703 | -20,714 | 22.48% | -41,060 | Insufficient history |
| 2023-10-24 | Natural Gas | Managed Money | 162,882 | 185,307 | 339,883 | -22,425 | -16,738 | -1.85% | +33,783 | Insufficient history |
| 2023-10-24 | Chicago SRW Wheat | Managed Money | 70,624 | 168,334 | 96,543 | -97,710 | +13,242 | -22.42% | +4,707 | Insufficient history |
| 2023-10-24 | Soybeans | Managed Money | 74,133 | 67,316 | 103,289 | +6,817 | +10,229 | 0.83% | -19,113 | Insufficient history |
| 2023-10-24 | Lean Hogs | Managed Money | 40,010 | 46,561 | 32,804 | -6,551 | -9,497 | -3.35% | -38,919 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-24 | Soybean Meal | Producer/Merchant/Processor/User | 95,797 | 310,469 | — | -214,672 | -30,486 | -43.20% | -20,801 | Insufficient history |
| 2023-10-24 | Live Cattle | Producer/Merchant/Processor/User | 39,846 | 143,008 | — | -103,162 | +20,468 | -36.99% | +29,663 | Insufficient history |
| 2023-10-24 | Coffee C | Producer/Merchant/Processor/User | 43,851 | 87,925 | — | -44,074 | -16,487 | -22.07% | -23,955 | Insufficient history |
| 2023-10-24 | Cotton No. 2 | Producer/Merchant/Processor/User | 59,897 | 116,701 | — | -56,804 | +14,128 | -23.94% | +32,687 | Insufficient history |
| 2023-10-24 | Soybeans | Producer/Merchant/Processor/User | 310,384 | 427,133 | — | -116,749 | -11,636 | -14.32% | +3,730 | Insufficient history |
| 2023-10-24 | Gold | Producer/Merchant/Processor/User | 10,642 | 50,787 | — | -40,145 | -10,179 | -8.66% | -13,478 | Insufficient history |
| 2023-10-24 | Soybean Oil | Producer/Merchant/Processor/User | 111,508 | 245,798 | — | -134,290 | +9,274 | -28.84% | +17,610 | Insufficient history |
| 2023-10-24 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 70,497 | 70,088 | — | +409 | -8,523 | 0.09% | +1,737 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-24 | Nasdaq-100 | Non-Reportable | 37,947 | 36,278 | — | +1,669 | +3,977 | 0.65% | +1,523 | Insufficient history |
| 2023-10-24 | NZD | Other Reportables | 330 | 1,320 | — | -990 | -1,381 | -1.72% | -955 | Insufficient history |
| 2023-10-24 | Coffee C | Non-Reportable | 10,332 | 10,427 | — | -95 | -1,250 | -0.04% | -307 | Insufficient history |
| 2023-10-24 | Coffee C | Managed Money | 37,476 | 29,024 | 26,193 | +8,452 | +26,302 | 4.23% | +29,953 | Insufficient history |
| 2023-10-24 | Cotton No. 2 | Other Reportables | 20,086 | 24,616 | 16,670 | -4,530 | -5,887 | -1.90% | -7,485 | Insufficient history |
| 2023-10-24 | Feeder Cattle | Producer/Merchant/Processor/User | 12,184 | 10,767 | — | +1,417 | +2,187 | 2.88% | +3,032 | Insufficient history |
| 2023-10-24 | Lean Hogs | Non-Reportable | 19,814 | 19,764 | — | +50 | +1,667 | 0.02% | +1,424 | Insufficient history |
| 2023-10-24 | Lean Hogs | Managed Money | 40,010 | 46,561 | 32,804 | -6,551 | -9,497 | -3.35% | -38,919 | Insufficient history |
| 2023-10-24 | Soybeans | Managed Money | 74,133 | 67,316 | 103,289 | +6,817 | +10,229 | 0.83% | -19,113 | Insufficient history |
| 2023-10-24 | NY Harbor ULSD | Other Reportables | 8,835 | 8,592 | 31,010 | +243 | +647 | 0.07% | -4,262 | Insufficient history |
| 2023-10-24 | Copper | Non-Reportable | 14,933 | 15,574 | — | -641 | -3,222 | -0.28% | -2,228 | Insufficient history |