CFTC COT report for 5 December 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-12-05 | US 2Y | Leveraged Funds | 869,060 | 2,558,654 | -1,689,594 | -157,941 | +26,062 | Insufficient history |
| 2023-12-05 | US 10Y | Leveraged Funds | 367,684 | 1,694,612 | -1,326,928 | +127,623 | +45,510 | Insufficient history |
| 2023-12-05 | US 5Y | Leveraged Funds | 894,309 | 2,915,604 | -2,021,295 | -67,225 | +57,334 | Insufficient history |
| 2023-12-05 | S&P 500 | Leveraged Funds | 160,354 | 513,778 | -353,424 | -34,780 | -80,579 | Insufficient history |
| 2023-12-05 | US Bond | Leveraged Funds | 68,107 | 383,084 | -314,977 | -30,827 | +25,784 | Insufficient history |
| 2023-12-05 | Nasdaq-100 | Leveraged Funds | 46,370 | 72,326 | -25,956 | -23,823 | -36,098 | Insufficient history |
| 2023-12-05 | Ultra Bond | Leveraged Funds | 93,011 | 712,955 | -619,944 | -19,184 | -11,720 | Insufficient history |
| 2023-12-05 | Russell 2000 | Leveraged Funds | 138,769 | 155,574 | -16,805 | -14,283 | -18,909 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-12-05 | US 2Y | Asset Manager/Institutional | 1,872,361 | 463,653 | +1,408,708 | +73,774 | -56,420 | Insufficient history |
| 2023-12-05 | US 10Y | Asset Manager/Institutional | 2,330,734 | 1,096,788 | +1,233,946 | -44,914 | -41,532 | Insufficient history |
| 2023-12-05 | US Bond | Asset Manager/Institutional | 716,450 | 253,783 | +462,667 | +40,834 | +9,888 | Insufficient history |
| 2023-12-05 | US 5Y | Asset Manager/Institutional | 2,946,585 | 1,007,042 | +1,939,543 | +34,216 | -157,442 | Insufficient history |
| 2023-12-05 | S&P 500 | Asset Manager/Institutional | 1,162,337 | 346,619 | +815,718 | +24,461 | +146,000 | Insufficient history |
| 2023-12-05 | EUR | Asset Manager/Institutional | 478,523 | 92,860 | +385,663 | +13,506 | +61,240 | Insufficient history |
| 2023-12-05 | VIX | Asset Manager/Institutional | 81,538 | 94,226 | -12,688 | -13,152 | -22,765 | Insufficient history |
| 2023-12-05 | Russell 2000 | Asset Manager/Institutional | 205,688 | 170,954 | +34,734 | +11,845 | +38,673 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-05 | Corn | Managed Money | 181,404 | 338,232 | 173,620 | -156,828 | +55,195 | -12.48% | +19,237 | Insufficient history |
| 2023-12-05 | Sugar No. 11 | Managed Money | 159,566 | 47,569 | 98,157 | +111,997 | -49,779 | 13.12% | -79,424 | Insufficient history |
| 2023-12-05 | Soybeans | Managed Money | 89,877 | 52,145 | 92,247 | +37,732 | -33,419 | 5.27% | -34,041 | Insufficient history |
| 2023-12-05 | Chicago SRW Wheat | Managed Money | 75,574 | 176,106 | 62,471 | -100,532 | +23,535 | -24.80% | -330 | Insufficient history |
| 2023-12-05 | Natural Gas | Managed Money | 218,078 | 340,527 | 313,372 | -122,449 | -17,714 | -9.14% | -85,963 | Insufficient history |
| 2023-12-05 | WTI Crude Oil | Managed Money | 201,196 | 138,419 | 353,150 | +62,777 | -15,539 | 3.80% | -48,532 | Insufficient history |
| 2023-12-05 | Soybean Meal | Managed Money | 136,500 | 12,830 | 66,694 | +123,670 | -15,508 | 23.83% | +11,062 | Insufficient history |
| 2023-12-05 | Soybean Oil | Managed Money | 51,424 | 70,017 | 78,209 | -18,593 | -13,727 | -3.86% | -8,655 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-05 | Sugar No. 11 | Producer/Merchant/Processor/User | 272,805 | 417,769 | — | -144,964 | +53,971 | -16.98% | +94,619 | Insufficient history |
| 2023-12-05 | Corn | Producer/Merchant/Processor/User | 375,937 | 429,673 | — | -53,736 | -42,772 | -4.27% | +74 | Insufficient history |
| 2023-12-05 | Soybeans | Producer/Merchant/Processor/User | 262,948 | 372,629 | — | -109,681 | +21,181 | -15.32% | +35,356 | Insufficient history |
| 2023-12-05 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 82,691 | 70,921 | — | +11,770 | -18,127 | 2.90% | +12,889 | Insufficient history |
| 2023-12-05 | Kansas City HRW Wheat | Producer/Merchant/Processor/User | 29,127 | 40,948 | — | -11,821 | -11,573 | -5.75% | -3,040 | Insufficient history |
| 2023-12-05 | Soybean Oil | Producer/Merchant/Processor/User | 116,696 | 226,426 | — | -109,730 | +11,108 | -22.81% | +8,938 | Insufficient history |
| 2023-12-05 | Soybean Meal | Producer/Merchant/Processor/User | 92,180 | 312,073 | — | -219,893 | +10,223 | -42.37% | +7,381 | Insufficient history |
| 2023-12-05 | RBOB Gasoline | Producer/Merchant/Processor/User | 98,621 | 190,881 | — | -92,260 | -9,547 | -27.02% | -20,860 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-05 | Russell 2000 | Dealer/Intermediary | 96,880 | 119,937 | — | -23,057 | -27,423 | -4.13% | -59,842 | Insufficient history |
| 2023-12-05 | Russell 2000 | Other Reportables | 34,065 | 33,466 | — | +599 | +28,676 | 0.10% | +35,480 | Insufficient history |
| 2023-12-05 | AUD | Non-Reportable | 26,639 | 23,857 | — | +2,782 | +5,352 | 1.42% | +10,486 | Insufficient history |
| 2023-12-05 | GBP | Non-Reportable | 28,621 | 28,303 | — | +318 | +2,487 | 0.14% | +13,232 | Insufficient history |
| 2023-12-05 | JPY | Non-Reportable | 41,899 | 43,161 | — | -1,262 | -6,807 | -0.47% | +6,655 | Insufficient history |
| 2023-12-05 | NZD | Other Reportables | 763 | 562 | — | +201 | +445 | 0.36% | +616 | Insufficient history |
| 2023-12-05 | NZD | Non-Reportable | 4,902 | 3,667 | — | +1,235 | +1,834 | 2.25% | +3,668 | Insufficient history |
| 2023-12-05 | VIX | Asset Manager/Institutional | 81,538 | 94,226 | — | -12,688 | -13,152 | -3.11% | -22,765 | Insufficient history |
| 2023-12-05 | Coffee C | Other Reportables | 14,073 | 15,601 | 30,249 | -1,528 | -3,815 | -0.73% | -10,603 | Insufficient history |
| 2023-12-05 | Natural Gas | Other Reportables | 85,429 | 74,059 | 145,024 | +11,370 | +14,524 | 0.84% | +44,854 | Insufficient history |
| 2023-12-05 | RBOB Gasoline | Other Reportables | 24,966 | 22,213 | 17,535 | +2,753 | +2,939 | 0.80% | +1,244 | Insufficient history |
| 2023-12-05 | Platinum | Managed Money | 26,066 | 27,946 | 6,360 | -1,880 | -6,718 | -2.48% | -23 | Insufficient history |