CFTC COT report for 31 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-10-31 | US 5Y | Leveraged Funds | 892,291 | 2,821,959 | -1,929,668 | -193,230 | -293,083 | Insufficient history |
| 2023-10-31 | US 10Y | Leveraged Funds | 402,166 | 1,842,107 | -1,439,941 | -88,103 | -39,413 | Insufficient history |
| 2023-10-31 | S&P 500 | Leveraged Funds | 153,257 | 384,410 | -231,153 | -35,309 | +31,816 | Insufficient history |
| 2023-10-31 | US 2Y | Leveraged Funds | 1,030,098 | 2,627,509 | -1,597,411 | -22,115 | -173,503 | Insufficient history |
| 2023-10-31 | US Bond | Leveraged Funds | 68,052 | 431,516 | -363,464 | -20,117 | +102,170 | Insufficient history |
| 2023-10-31 | Russell 2000 | Leveraged Funds | 140,947 | 131,562 | +9,385 | +16,856 | +30,304 | Insufficient history |
| 2023-10-31 | Ultra Bond | Leveraged Funds | 92,113 | 725,992 | -633,879 | +7,060 | -8,863 | Insufficient history |
| 2023-10-31 | JPY | Leveraged Funds | 51,443 | 92,401 | -40,958 | +5,966 | +912 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-10-31 | US 5Y | Asset Manager/Institutional | 2,858,130 | 860,463 | +1,997,667 | +166,718 | +280,830 | Insufficient history |
| 2023-10-31 | US 10Y | Asset Manager/Institutional | 2,504,167 | 1,095,579 | +1,408,588 | +73,728 | +34,718 | Insufficient history |
| 2023-10-31 | US 2Y | Asset Manager/Institutional | 1,936,950 | 513,575 | +1,423,375 | +54,719 | +169,665 | Insufficient history |
| 2023-10-31 | Ultra Bond | Asset Manager/Institutional | 920,607 | 314,921 | +605,686 | -24,453 | -277 | Insufficient history |
| 2023-10-31 | Nasdaq-100 | Asset Manager/Institutional | 80,190 | 34,507 | +45,683 | -15,323 | -3,183 | Insufficient history |
| 2023-10-31 | CAD | Asset Manager/Institutional | 29,054 | 69,389 | -40,335 | -10,971 | -12,281 | Insufficient history |
| 2023-10-31 | Russell 2000 | Asset Manager/Institutional | 175,482 | 196,392 | -20,910 | -9,776 | -967 | Insufficient history |
| 2023-10-31 | S&P 500 | Asset Manager/Institutional | 1,072,921 | 468,725 | +604,196 | -6,518 | -91,941 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-31 | WTI Crude Oil | Managed Money | 220,229 | 84,165 | 388,405 | +136,064 | -59,912 | 8.14% | -157,171 | Insufficient history |
| 2023-10-31 | Corn | Managed Money | 164,307 | 311,448 | 199,990 | -147,141 | -47,619 | -10.41% | +8,486 | Insufficient history |
| 2023-10-31 | Natural Gas | Managed Money | 180,891 | 165,530 | 321,210 | +15,361 | +37,786 | 1.29% | +56,400 | Insufficient history |
| 2023-10-31 | Gold | Managed Money | 140,111 | 65,271 | 41,868 | +74,840 | +19,092 | 15.72% | +82,401 | Insufficient history |
| 2023-10-31 | Soybeans | Managed Money | 79,383 | 56,260 | 99,955 | +23,123 | +16,306 | 3.27% | +20,736 | Insufficient history |
| 2023-10-31 | Platinum | Managed Money | 32,290 | 29,190 | 5,245 | +3,100 | +15,312 | 4.14% | +13,277 | Insufficient history |
| 2023-10-31 | Soybean Meal | Managed Money | 119,057 | 11,967 | 73,928 | +107,090 | +14,510 | 20.60% | +64,436 | Insufficient history |
| 2023-10-31 | Sugar No. 11 | Managed Money | 225,133 | 51,494 | 112,633 | +173,639 | -13,915 | 20.05% | -8,872 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-31 | Corn | Producer/Merchant/Processor/User | 444,084 | 512,349 | — | -68,265 | +23,267 | -4.83% | -20,765 | Insufficient history |
| 2023-10-31 | Soybeans | Producer/Merchant/Processor/User | 276,019 | 370,212 | — | -94,193 | +22,556 | -13.32% | +8,201 | Insufficient history |
| 2023-10-31 | Sugar No. 11 | Producer/Merchant/Processor/User | 198,451 | 418,543 | — | -220,092 | +14,040 | -25.41% | +3,365 | Insufficient history |
| 2023-10-31 | WTI Crude Oil | Producer/Merchant/Processor/User | 415,990 | 383,793 | — | +32,197 | +12,520 | 1.92% | +30,456 | Insufficient history |
| 2023-10-31 | Soybean Meal | Producer/Merchant/Processor/User | 99,831 | 324,984 | — | -225,153 | -10,481 | -43.32% | -53,876 | Insufficient history |
| 2023-10-31 | Copper | Producer/Merchant/Processor/User | 30,344 | 48,285 | — | -17,941 | -10,336 | -8.06% | -9,230 | Insufficient history |
| 2023-10-31 | Cocoa | Producer/Merchant/Processor/User | 55,167 | 129,877 | — | -74,710 | +8,279 | -24.12% | +1,823 | Insufficient history |
| 2023-10-31 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 72,974 | 66,915 | — | +6,059 | +5,650 | 1.31% | +5,056 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-10-31 | Nasdaq-100 | Non-Reportable | 37,843 | 37,988 | — | -145 | -1,814 | -0.05% | +2,936 | Insufficient history |
| 2023-10-31 | Russell 2000 | Leveraged Funds | 140,947 | 131,562 | — | +9,385 | +16,856 | 1.69% | +30,304 | Insufficient history |
| 2023-10-31 | S&P 500 | Other Reportables | 175,073 | 173,283 | — | +1,790 | +47,235 | 0.08% | +23,997 | Insufficient history |
| 2023-10-31 | Lean Hogs | Non-Reportable | 18,275 | 20,096 | — | -1,821 | -1,871 | -0.93% | -1,162 | Insufficient history |
| 2023-10-31 | Lean Hogs | Managed Money | 40,969 | 39,528 | 34,001 | +1,441 | +7,992 | 0.74% | -12,310 | Insufficient history |
| 2023-10-31 | Soybeans | Other Reportables | 24,245 | 31,108 | 49,832 | -6,863 | -36,500 | -0.97% | -26,979 | Insufficient history |
| 2023-10-31 | Natural Gas | Managed Money | 180,891 | 165,530 | 321,210 | +15,361 | +37,786 | 1.29% | +56,400 | Insufficient history |
| 2023-10-31 | NY Harbor ULSD | Other Reportables | 8,689 | 8,735 | 27,450 | -46 | -289 | -0.01% | +166 | Insufficient history |
| 2023-10-31 | Platinum | Managed Money | 32,290 | 29,190 | 5,245 | +3,100 | +15,312 | 4.14% | +13,277 | Insufficient history |