CFTC COT report for 28 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-11-28 | US 2Y | Leveraged Funds | 906,694 | 2,438,347 | -1,531,653 | +91,224 | +65,758 | Insufficient history |
| 2023-11-28 | US 5Y | Leveraged Funds | 1,018,362 | 2,972,432 | -1,954,070 | +80,012 | -24,402 | Insufficient history |
| 2023-11-28 | Ultra Bond | Leveraged Funds | 97,854 | 698,614 | -600,760 | +36,160 | +33,119 | Insufficient history |
| 2023-11-28 | US Bond | Leveraged Funds | 80,185 | 364,335 | -284,150 | +31,083 | +79,314 | Insufficient history |
| 2023-11-28 | Russell 2000 | Leveraged Funds | 130,483 | 133,005 | -2,522 | -7,871 | -11,907 | Insufficient history |
| 2023-11-28 | S&P 500 | Leveraged Funds | 174,618 | 493,262 | -318,644 | -7,598 | -87,491 | Insufficient history |
| 2023-11-28 | Nasdaq-100 | Leveraged Funds | 46,913 | 49,046 | -2,133 | +6,933 | +6,439 | Insufficient history |
| 2023-11-28 | VIX | Leveraged Funds | 62,301 | 90,601 | -28,300 | +4,822 | -629 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-11-28 | US 10Y | Asset Manager/Institutional | 2,391,192 | 1,112,332 | +1,278,860 | +74,226 | -129,728 | Insufficient history |
| 2023-11-28 | US 2Y | Asset Manager/Institutional | 1,829,905 | 494,971 | +1,334,934 | -45,801 | -88,441 | Insufficient history |
| 2023-11-28 | S&P 500 | Asset Manager/Institutional | 1,158,760 | 367,503 | +791,257 | +32,834 | +187,061 | Insufficient history |
| 2023-11-28 | GBP | Asset Manager/Institutional | 65,116 | 90,441 | -25,325 | +27,066 | +48,783 | Insufficient history |
| 2023-11-28 | EUR | Asset Manager/Institutional | 465,952 | 93,795 | +372,157 | +18,175 | +50,747 | Insufficient history |
| 2023-11-28 | US Bond | Asset Manager/Institutional | 695,595 | 273,762 | +421,833 | -15,718 | -36,474 | Insufficient history |
| 2023-11-28 | US 5Y | Asset Manager/Institutional | 2,897,118 | 991,791 | +1,905,327 | +9,689 | -92,340 | Insufficient history |
| 2023-11-28 | VIX | Asset Manager/Institutional | 86,644 | 86,180 | +464 | -9,037 | -23,002 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-28 | Gold | Managed Money | 169,695 | 54,802 | 28,942 | +114,893 | +35,758 | 22.72% | +40,053 | Insufficient history |
| 2023-11-28 | Sugar No. 11 | Managed Money | 205,669 | 43,893 | 111,749 | +161,776 | -18,044 | 18.46% | -11,863 | Insufficient history |
| 2023-11-28 | Soybeans | Managed Money | 112,278 | 41,127 | 99,546 | +71,151 | -14,671 | 9.66% | +48,028 | Insufficient history |
| 2023-11-28 | Lean Hogs | Managed Money | 36,267 | 51,010 | 30,815 | -14,743 | -14,327 | -7.61% | -16,184 | Insufficient history |
| 2023-11-28 | Silver | Managed Money | 45,604 | 21,842 | 6,885 | +23,762 | +12,293 | 17.07% | +19,127 | Insufficient history |
| 2023-11-28 | Corn | Managed Money | 155,932 | 367,955 | 166,423 | -212,023 | -10,233 | -16.43% | -64,882 | Insufficient history |
| 2023-11-28 | Chicago SRW Wheat | Managed Money | 74,109 | 198,176 | 65,621 | -124,067 | -6,650 | -30.12% | -15,230 | Insufficient history |
| 2023-11-28 | WTI Crude Oil | Managed Money | 203,808 | 125,492 | 344,582 | +78,316 | -6,613 | 5.00% | -57,748 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-28 | Corn | Producer/Merchant/Processor/User | 413,475 | 424,439 | — | -10,964 | +34,589 | -0.84% | +57,301 | Insufficient history |
| 2023-11-28 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 82,372 | 52,475 | — | +29,897 | +24,059 | 7.25% | +23,838 | Insufficient history |
| 2023-11-28 | Soybeans | Producer/Merchant/Processor/User | 264,157 | 395,019 | — | -130,862 | +22,552 | -17.76% | -36,669 | Insufficient history |
| 2023-11-28 | Sugar No. 11 | Producer/Merchant/Processor/User | 230,194 | 429,129 | — | -198,935 | +18,415 | -22.71% | +21,157 | Insufficient history |
| 2023-11-28 | WTI Crude Oil | Producer/Merchant/Processor/User | 405,739 | 292,395 | — | +113,344 | +13,449 | 7.24% | +81,147 | Insufficient history |
| 2023-11-28 | Soybean Oil | Producer/Merchant/Processor/User | 116,523 | 237,361 | — | -120,838 | +11,970 | -24.99% | +9,530 | Insufficient history |
| 2023-11-28 | NY Harbor ULSD | Producer/Merchant/Processor/User | 62,987 | 165,470 | — | -102,483 | -11,006 | -33.77% | -11,359 | Insufficient history |
| 2023-11-28 | Natural Gas | Producer/Merchant/Processor/User | 214,898 | 290,141 | — | -75,243 | -10,481 | -5.73% | +39,909 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-28 | Dow Jones | Asset Manager/Institutional | 20,153 | 18,320 | — | +1,833 | +5,799 | 1.86% | +14,783 | Insufficient history |
| 2023-11-28 | Russell 2000 | Dealer/Intermediary | 113,595 | 109,229 | — | +4,366 | +5,355 | 0.79% | -43,968 | Insufficient history |
| 2023-11-28 | Russell 2000 | Leveraged Funds | 130,483 | 133,005 | — | -2,522 | -7,871 | -0.45% | -11,907 | Insufficient history |
| 2023-11-28 | Ultra Bond | Other Reportables | 47,745 | 53,239 | — | -5,494 | -7,672 | -0.34% | -24,069 | Insufficient history |
| 2023-11-28 | Cotton No. 2 | Managed Money | 38,461 | 38,244 | 23,387 | +217 | +892 | 0.11% | -24,074 | Insufficient history |
| 2023-11-28 | Feeder Cattle | Non-Reportable | 11,501 | 10,498 | — | +1,003 | +2,212 | 1.97% | +2,922 | Insufficient history |
| 2023-11-28 | Chicago SRW Wheat | Non-Reportable | 34,939 | 36,380 | — | -1,441 | -2,817 | -0.34% | -2,415 | Insufficient history |
| 2023-11-28 | NY Harbor ULSD | Other Reportables | 9,766 | 8,347 | 27,413 | +1,419 | +3,742 | 0.46% | +1,465 | Insufficient history |
| 2023-11-28 | Platinum | Managed Money | 28,837 | 23,999 | 5,990 | +4,838 | +5,973 | 6.86% | +1,738 | Insufficient history |