CFTC COT report for 12 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-12-12 | US 2Y | Leveraged Funds | 833,089 | 2,411,905 | -1,578,816 | +110,778 | +43,633 | Insufficient history |
| 2023-12-12 | US Bond | Leveraged Funds | 71,779 | 409,295 | -337,516 | -22,539 | -2,641 | Insufficient history |
| 2023-12-12 | US 5Y | Leveraged Funds | 886,212 | 2,889,757 | -2,003,545 | +17,750 | -50,019 | Insufficient history |
| 2023-12-12 | Nasdaq-100 | Leveraged Funds | 54,937 | 95,751 | -40,814 | -14,858 | -35,906 | Insufficient history |
| 2023-12-12 | S&P 500 | Leveraged Funds | 186,308 | 552,599 | -366,291 | -12,867 | -75,259 | Insufficient history |
| 2023-12-12 | Russell 2000 | Leveraged Funds | 136,790 | 165,981 | -29,191 | -12,386 | -31,493 | Insufficient history |
| 2023-12-12 | VIX | Leveraged Funds | 79,591 | 87,503 | -7,912 | +10,963 | -841 | Insufficient history |
| 2023-12-12 | AUD | Leveraged Funds | 18,674 | 19,369 | -695 | +8,645 | +5,568 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-12-12 | US 2Y | Asset Manager/Institutional | 1,757,040 | 473,390 | +1,283,650 | -125,058 | -101,567 | Insufficient history |
| 2023-12-12 | US 5Y | Asset Manager/Institutional | 2,930,211 | 1,026,959 | +1,903,252 | -36,291 | -78,270 | Insufficient history |
| 2023-12-12 | US 10Y | Asset Manager/Institutional | 2,324,392 | 1,118,439 | +1,205,953 | -27,993 | -33,655 | Insufficient history |
| 2023-12-12 | EUR | Asset Manager/Institutional | 462,262 | 99,438 | +362,824 | -22,839 | +34,826 | Insufficient history |
| 2023-12-12 | JPY | Asset Manager/Institutional | 62,909 | 67,019 | -4,110 | +15,455 | +37,714 | Insufficient history |
| 2023-12-12 | Russell 2000 | Asset Manager/Institutional | 205,373 | 157,026 | +48,347 | +13,613 | +28,277 | Insufficient history |
| 2023-12-12 | GBP | Asset Manager/Institutional | 56,934 | 90,641 | -33,707 | -10,198 | +32,984 | Insufficient history |
| 2023-12-12 | S&P 500 | Asset Manager/Institutional | 1,149,493 | 324,579 | +824,914 | +9,196 | +127,924 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-12 | Sugar No. 11 | Managed Money | 112,876 | 55,832 | 77,248 | +57,044 | -54,953 | 7.29% | -119,358 | Insufficient history |
| 2023-12-12 | Chicago SRW Wheat | Managed Money | 68,266 | 139,376 | 57,311 | -71,110 | +29,422 | -20.46% | +26,341 | Insufficient history |
| 2023-12-12 | Soybean Meal | Managed Money | 113,411 | 16,063 | 56,038 | +97,348 | -26,322 | 20.18% | -35,366 | Insufficient history |
| 2023-12-12 | WTI Crude Oil | Managed Money | 189,511 | 143,599 | 333,246 | +45,912 | -16,865 | 2.78% | -53,651 | Insufficient history |
| 2023-12-12 | Gold | Managed Money | 149,634 | 54,106 | 28,531 | +95,528 | -13,859 | 20.32% | +31,213 | Insufficient history |
| 2023-12-12 | Silver | Managed Money | 33,472 | 24,805 | 8,439 | +8,667 | -12,863 | 6.45% | +1,962 | Insufficient history |
| 2023-12-12 | NY Harbor ULSD | Managed Money | 40,540 | 21,908 | 47,271 | +18,632 | -10,012 | 6.15% | -15,236 | Insufficient history |
| 2023-12-12 | Kansas City HRW Wheat | Managed Money | 41,202 | 71,691 | 44,616 | -30,489 | +7,890 | -15.21% | +7,253 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-12 | Sugar No. 11 | Producer/Merchant/Processor/User | 280,899 | 360,146 | — | -79,247 | +65,717 | -10.14% | +147,151 | Insufficient history |
| 2023-12-12 | Soybean Meal | Producer/Merchant/Processor/User | 95,841 | 283,079 | — | -187,238 | +32,655 | -38.81% | +51,661 | Insufficient history |
| 2023-12-12 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 58,617 | 70,308 | — | -11,691 | -23,461 | -3.36% | -6,977 | Insufficient history |
| 2023-12-12 | WTI Crude Oil | Producer/Merchant/Processor/User | 498,401 | 363,043 | — | +135,358 | +15,218 | 8.20% | +61,859 | Insufficient history |
| 2023-12-12 | Soybean Oil | Producer/Merchant/Processor/User | 120,312 | 219,666 | — | -99,354 | +10,376 | -21.25% | +29,144 | Insufficient history |
| 2023-12-12 | Natural Gas | Producer/Merchant/Processor/User | 236,594 | 303,273 | — | -66,679 | +9,676 | -4.72% | +13,215 | Insufficient history |
| 2023-12-12 | Cotton No. 2 | Producer/Merchant/Processor/User | 30,041 | 75,097 | — | -45,056 | -8,774 | -22.89% | -2,558 | Insufficient history |
| 2023-12-12 | NY Harbor ULSD | Producer/Merchant/Processor/User | 71,494 | 159,826 | — | -88,332 | +7,935 | -29.15% | +5,581 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-12 | Russell 2000 | Other Reportables | 24,127 | 24,821 | — | -694 | -1,293 | -0.10% | +26,592 | Insufficient history |
| 2023-12-12 | AUD | Non-Reportable | 22,411 | 24,939 | — | -2,528 | -5,310 | -1.20% | +5,573 | Insufficient history |
| 2023-12-12 | GBP | Non-Reportable | 44,638 | 46,118 | — | -1,480 | -1,798 | -0.60% | +6,229 | Insufficient history |
| 2023-12-12 | JPY | Non-Reportable | 38,804 | 37,200 | — | +1,604 | +2,866 | 0.62% | +4,627 | Insufficient history |
| 2023-12-12 | VIX | Non-Reportable | 31,240 | 30,648 | — | +592 | +1,686 | 0.13% | +4,291 | Insufficient history |
| 2023-12-12 | Coffee C | Other Reportables | 15,279 | 13,904 | 28,341 | +1,375 | +2,903 | 0.65% | -1,433 | Insufficient history |
| 2023-12-12 | Cotton No. 2 | Non-Reportable | 11,017 | 10,974 | — | +43 | +1,309 | 0.02% | +481 | Insufficient history |
| 2023-12-12 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 58,617 | 70,308 | — | -11,691 | -23,461 | -3.36% | -6,977 | Insufficient history |