CFTC COT report for 21 November 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-11-21 | US 5Y | Leveraged Funds | 1,033,170 | 3,067,252 | -2,034,082 | -80,556 | -297,644 | Insufficient history |
| 2023-11-21 | VIX | Leveraged Funds | 61,193 | 94,315 | -33,122 | -26,051 | -2,360 | Insufficient history |
| 2023-11-21 | S&P 500 | Leveraged Funds | 164,024 | 475,070 | -311,046 | -20,014 | -115,202 | Insufficient history |
| 2023-11-21 | US Bond | Leveraged Funds | 81,153 | 396,386 | -315,233 | +19,642 | +28,114 | Insufficient history |
| 2023-11-21 | Ultra Bond | Leveraged Funds | 98,289 | 735,209 | -636,920 | -7,453 | +4,019 | Insufficient history |
| 2023-11-21 | GBP | Leveraged Funds | 46,570 | 40,235 | +6,335 | -7,404 | -20,421 | Insufficient history |
| 2023-11-21 | AUD | Leveraged Funds | 24,186 | 36,039 | -11,853 | -5,590 | +6,725 | Insufficient history |
| 2023-11-21 | Nasdaq-100 | Leveraged Funds | 43,581 | 52,647 | -9,066 | -4,158 | +4,818 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-11-21 | US 5Y | Asset Manager/Institutional | 2,913,146 | 1,017,508 | +1,895,638 | -85,884 | +64,689 | Insufficient history |
| 2023-11-21 | S&P 500 | Asset Manager/Institutional | 1,131,708 | 373,285 | +758,423 | +61,433 | +147,709 | Insufficient history |
| 2023-11-21 | US 10Y | Asset Manager/Institutional | 2,352,682 | 1,148,048 | +1,204,634 | -34,974 | -130,226 | Insufficient history |
| 2023-11-21 | EUR | Asset Manager/Institutional | 453,409 | 99,427 | +353,982 | +25,984 | +28,030 | Insufficient history |
| 2023-11-21 | JPY | Asset Manager/Institutional | 69,250 | 91,233 | -21,983 | +19,841 | +13,577 | Insufficient history |
| 2023-11-21 | GBP | Asset Manager/Institutional | 44,522 | 96,913 | -52,391 | +14,300 | +19,166 | Insufficient history |
| 2023-11-21 | Ultra Bond | Asset Manager/Institutional | 935,303 | 266,923 | +668,380 | +8,847 | +38,241 | Insufficient history |
| 2023-11-21 | Nasdaq-100 | Asset Manager/Institutional | 109,690 | 16,983 | +92,707 | +8,410 | +31,701 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-21 | Natural Gas | Managed Money | 204,852 | 308,109 | 316,036 | -103,257 | -32,780 | -7.84% | -80,832 | Insufficient history |
| 2023-11-21 | Corn | Managed Money | 161,120 | 362,910 | 183,285 | -201,790 | -27,147 | -14.09% | -102,268 | Insufficient history |
| 2023-11-21 | Copper | Managed Money | 53,756 | 43,462 | 32,349 | +10,294 | +22,903 | 5.50% | +27,998 | Insufficient history |
| 2023-11-21 | Chicago SRW Wheat | Managed Money | 75,600 | 193,017 | 79,498 | -117,417 | -19,966 | -26.31% | -19,707 | Insufficient history |
| 2023-11-21 | Platinum | Managed Money | 28,125 | 29,260 | 5,313 | -1,135 | +16,118 | -1.54% | +11,077 | Insufficient history |
| 2023-11-21 | Gold | Managed Money | 144,381 | 65,246 | 42,144 | +79,135 | +14,820 | 15.56% | +23,387 | Insufficient history |
| 2023-11-21 | WTI Crude Oil | Managed Money | 200,481 | 115,552 | 340,983 | +84,929 | -14,634 | 5.46% | -111,047 | Insufficient history |
| 2023-11-21 | Lean Hogs | Managed Money | 36,856 | 37,272 | 29,415 | -416 | -13,867 | -0.22% | +6,135 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-21 | WTI Crude Oil | Producer/Merchant/Processor/User | 418,077 | 318,182 | — | +99,895 | +26,396 | 6.42% | +80,218 | Insufficient history |
| 2023-11-21 | Natural Gas | Producer/Merchant/Processor/User | 230,492 | 295,254 | — | -64,762 | +15,132 | -4.91% | +45,424 | Insufficient history |
| 2023-11-21 | Soybeans | Producer/Merchant/Processor/User | 255,405 | 408,819 | — | -153,414 | +11,297 | -20.58% | -36,665 | Insufficient history |
| 2023-11-21 | Kansas City HRW Wheat | Producer/Merchant/Processor/User | 41,388 | 41,482 | — | -94 | +10,852 | -0.04% | +12,186 | Insufficient history |
| 2023-11-21 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 68,806 | 62,968 | — | +5,838 | +10,552 | 1.30% | +5,429 | Insufficient history |
| 2023-11-21 | Corn | Producer/Merchant/Processor/User | 454,979 | 500,532 | — | -45,553 | +10,414 | -3.18% | +45,979 | Insufficient history |
| 2023-11-21 | Copper | Producer/Merchant/Processor/User | 23,825 | 52,434 | — | -28,609 | -9,945 | -15.29% | -21,004 | Insufficient history |
| 2023-11-21 | Sugar No. 11 | Producer/Merchant/Processor/User | 216,284 | 433,634 | — | -217,350 | +9,048 | -24.92% | +16,782 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-21 | Russell 2000 | Dealer/Intermediary | 108,626 | 109,615 | — | -989 | -9,158 | -0.18% | -53,964 | Insufficient history |
| 2023-11-21 | Russell 2000 | Non-Reportable | 27,167 | 23,177 | — | +3,990 | +7,245 | 0.74% | +4,356 | Insufficient history |
| 2023-11-21 | JPY | Non-Reportable | 40,572 | 40,546 | — | +26 | +3,049 | 0.00% | +5,206 | Insufficient history |
| 2023-11-21 | Bitcoin | Other Reportables | 2,701 | 1,153 | — | +1,548 | +1,915 | 7.05% | -242 | Insufficient history |
| 2023-11-21 | Feeder Cattle | Managed Money | 8,132 | 8,590 | 8,979 | -458 | -1,777 | -0.90% | -3,794 | Insufficient history |
| 2023-11-21 | Lean Hogs | Managed Money | 36,856 | 37,272 | 29,415 | -416 | -13,867 | -0.22% | +6,135 | Insufficient history |
| 2023-11-21 | Soybean Meal | Other Reportables | 26,038 | 26,614 | 76,703 | -576 | -3,445 | -0.10% | -14,322 | Insufficient history |
| 2023-11-21 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 68,806 | 62,968 | — | +5,838 | +10,552 | 1.30% | +5,429 | Insufficient history |
| 2023-11-21 | RBOB Gasoline | Other Reportables | 24,361 | 26,437 | 20,541 | -2,076 | -4,102 | -0.59% | -4,793 | Insufficient history |
| 2023-11-21 | Copper | Non-Reportable | 14,013 | 16,005 | — | -1,992 | -2,151 | -1.06% | -1,351 | Insufficient history |
| 2023-11-21 | Copper | Managed Money | 53,756 | 43,462 | 32,349 | +10,294 | +22,903 | 5.50% | +27,998 | Insufficient history |