CFTC COT report for 19 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-12-19 | US 10Y | Leveraged Funds | 318,463 | 1,719,047 | -1,400,584 | -74,687 | +54,886 | Insufficient history |
| 2023-12-19 | S&P 500 | Leveraged Funds | 156,388 | 463,920 | -307,532 | +58,759 | +3,514 | Insufficient history |
| 2023-12-19 | US 2Y | Leveraged Funds | 815,821 | 2,340,399 | -1,524,578 | +54,238 | +98,299 | Insufficient history |
| 2023-12-19 | Russell 2000 | Leveraged Funds | 81,541 | 142,573 | -61,032 | -31,841 | -66,381 | Insufficient history |
| 2023-12-19 | US 5Y | Leveraged Funds | 879,578 | 2,854,532 | -1,974,954 | +28,591 | +59,128 | Insufficient history |
| 2023-12-19 | Ultra Bond | Leveraged Funds | 99,086 | 735,175 | -636,089 | -24,594 | +831 | Insufficient history |
| 2023-12-19 | EUR | Leveraged Funds | 67,756 | 75,221 | -7,465 | -24,106 | -15,528 | Insufficient history |
| 2023-12-19 | US Bond | Leveraged Funds | 70,369 | 423,957 | -353,588 | -16,072 | -38,355 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-12-19 | US 5Y | Asset Manager/Institutional | 2,974,543 | 991,004 | +1,983,539 | +80,287 | +87,901 | Insufficient history |
| 2023-12-19 | US 2Y | Asset Manager/Institutional | 1,677,733 | 471,103 | +1,206,630 | -77,020 | -174,105 | Insufficient history |
| 2023-12-19 | S&P 500 | Asset Manager/Institutional | 1,175,882 | 293,512 | +882,370 | +57,456 | +123,947 | Insufficient history |
| 2023-12-19 | US 10Y | Asset Manager/Institutional | 2,387,260 | 1,149,277 | +1,237,983 | +32,030 | +33,349 | Insufficient history |
| 2023-12-19 | US Bond | Asset Manager/Institutional | 770,140 | 273,324 | +496,816 | +29,294 | +59,265 | Insufficient history |
| 2023-12-19 | Ultra Bond | Asset Manager/Institutional | 1,000,477 | 292,831 | +707,646 | +26,867 | +39,266 | Insufficient history |
| 2023-12-19 | Russell 2000 | Asset Manager/Institutional | 219,009 | 144,378 | +74,631 | +26,284 | +58,611 | Insufficient history |
| 2023-12-19 | CAD | Asset Manager/Institutional | 38,265 | 64,447 | -26,182 | +23,023 | +26,712 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-19 | WTI Crude Oil | Managed Money | 193,729 | 106,401 | 336,649 | +87,328 | +41,416 | 5.52% | +2,399 | Insufficient history |
| 2023-12-19 | Corn | Managed Money | 169,272 | 351,630 | 161,700 | -182,358 | -32,703 | -14.38% | +19,432 | Insufficient history |
| 2023-12-19 | Soybeans | Managed Money | 71,506 | 61,020 | 99,245 | +10,486 | -21,261 | 1.51% | -75,336 | Insufficient history |
| 2023-12-19 | Soybean Meal | Managed Money | 101,590 | 21,734 | 57,542 | +79,856 | -17,492 | 16.81% | -59,269 | Insufficient history |
| 2023-12-19 | Sugar No. 11 | Managed Money | 103,707 | 63,833 | 72,878 | +39,874 | -17,170 | 5.14% | -139,946 | Insufficient history |
| 2023-12-19 | Gold | Managed Money | 155,697 | 47,421 | 28,885 | +108,276 | +12,748 | 22.50% | +29,141 | Insufficient history |
| 2023-12-19 | Platinum | Managed Money | 29,601 | 18,867 | 3,984 | +10,734 | +11,457 | 14.85% | +11,869 | Insufficient history |
| 2023-12-19 | Lean Hogs | Managed Money | 38,166 | 46,404 | 30,718 | -8,238 | +10,192 | -4.61% | -7,822 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-19 | Corn | Producer/Merchant/Processor/User | 379,254 | 410,944 | — | -31,690 | +27,349 | -2.50% | +13,863 | Insufficient history |
| 2023-12-19 | Soybean Meal | Producer/Merchant/Processor/User | 96,184 | 258,325 | — | -162,141 | +25,097 | -34.13% | +74,953 | Insufficient history |
| 2023-12-19 | Soybeans | Producer/Merchant/Processor/User | 249,262 | 339,275 | — | -90,013 | +15,881 | -12.98% | +63,401 | Insufficient history |
| 2023-12-19 | Soybean Oil | Producer/Merchant/Processor/User | 130,325 | 220,887 | — | -90,562 | +8,792 | -18.97% | +42,246 | Insufficient history |
| 2023-12-19 | Copper | Producer/Merchant/Processor/User | 20,916 | 54,196 | — | -33,280 | -8,419 | -17.55% | -4,671 | Insufficient history |
| 2023-12-19 | Sugar No. 11 | Producer/Merchant/Processor/User | 282,670 | 354,150 | — | -71,480 | +7,767 | -9.22% | +145,870 | Insufficient history |
| 2023-12-19 | RBOB Gasoline | Producer/Merchant/Processor/User | 101,468 | 197,367 | — | -95,899 | -6,712 | -27.51% | -15,282 | Insufficient history |
| 2023-12-19 | Live Cattle | Producer/Merchant/Processor/User | 47,729 | 131,340 | — | -83,611 | +5,125 | -31.52% | +7,618 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-19 | Dow Jones | Dealer/Intermediary | 29,806 | 52,155 | — | -22,349 | -26,327 | -22.27% | -61,105 | Insufficient history |
| 2023-12-19 | Dow Jones | Leveraged Funds | 22,929 | 16,882 | — | +6,047 | +12,500 | 6.02% | +22,338 | Insufficient history |
| 2023-12-19 | Russell 2000 | Other Reportables | 44,899 | 23,157 | — | +21,742 | +22,436 | 4.40% | +46,112 | Insufficient history |
| 2023-12-19 | AUD | Leveraged Funds | 23,132 | 21,793 | — | +1,339 | +2,034 | 0.90% | +13,192 | Insufficient history |
| 2023-12-19 | AUD | Non-Reportable | 27,164 | 22,795 | — | +4,369 | +6,897 | 2.95% | +8,403 | Insufficient history |
| 2023-12-19 | CAD | Non-Reportable | 31,440 | 27,684 | — | +3,756 | +9,704 | 1.75% | +8,399 | Insufficient history |
| 2023-12-19 | EUR | Leveraged Funds | 67,756 | 75,221 | — | -7,465 | -24,106 | -1.06% | -15,528 | Insufficient history |
| 2023-12-19 | GBP | Non-Reportable | 29,730 | 22,216 | — | +7,514 | +8,994 | 4.22% | +12,624 | Insufficient history |
| 2023-12-19 | JPY | Asset Manager/Institutional | 63,273 | 50,950 | — | +12,323 | +16,433 | 6.62% | +34,306 | Insufficient history |
| 2023-12-19 | NZD | Leveraged Funds | 10,335 | 7,874 | — | +2,461 | +9,761 | 7.31% | +5,065 | Insufficient history |
| 2023-12-19 | VIX | Non-Reportable | 25,784 | 30,519 | — | -4,735 | -5,327 | -1.11% | -4,375 | Insufficient history |
| 2023-12-19 | Copper | Non-Reportable | 18,553 | 16,466 | — | +2,087 | +3,214 | 1.10% | +4,079 | Insufficient history |
| 2023-12-19 | Platinum | Managed Money | 29,601 | 18,867 | 3,984 | +10,734 | +11,457 | 14.85% | +11,869 | Insufficient history |