CFTC COT report for 26 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-12-26 | US 10Y | Leveraged Funds | 317,495 | 1,783,449 | -1,465,954 | -65,370 | -11,403 | Insufficient history |
| 2023-12-26 | S&P 500 | Leveraged Funds | 146,137 | 501,132 | -354,995 | -47,463 | -36,351 | Insufficient history |
| 2023-12-26 | VIX | Leveraged Funds | 51,844 | 78,736 | -26,892 | -22,441 | +1,408 | Insufficient history |
| 2023-12-26 | Russell 2000 | Leveraged Funds | 98,520 | 145,370 | -46,850 | +14,182 | -44,328 | Insufficient history |
| 2023-12-26 | AUD | Leveraged Funds | 21,250 | 33,523 | -12,273 | -13,612 | -1,494 | Insufficient history |
| 2023-12-26 | US Bond | Leveraged Funds | 83,459 | 444,978 | -361,519 | -7,931 | -77,369 | Insufficient history |
| 2023-12-26 | US 2Y | Leveraged Funds | 761,130 | 2,292,153 | -1,531,023 | -6,445 | +630 | Insufficient history |
| 2023-12-26 | US 5Y | Leveraged Funds | 866,909 | 2,837,236 | -1,970,327 | +4,627 | -16,257 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2023-12-26 | US 10Y | Asset Manager/Institutional | 2,385,573 | 1,087,210 | +1,298,363 | +60,380 | +19,503 | Insufficient history |
| 2023-12-26 | CAD | Asset Manager/Institutional | 50,898 | 50,621 | +277 | +26,459 | +52,938 | Insufficient history |
| 2023-12-26 | US 2Y | Asset Manager/Institutional | 1,694,064 | 471,184 | +1,222,880 | +16,250 | -112,054 | Insufficient history |
| 2023-12-26 | US 5Y | Asset Manager/Institutional | 2,993,364 | 1,022,627 | +1,970,737 | -12,802 | +65,410 | Insufficient history |
| 2023-12-26 | Russell 2000 | Asset Manager/Institutional | 229,207 | 142,266 | +86,941 | +12,310 | +64,052 | Insufficient history |
| 2023-12-26 | US Bond | Asset Manager/Institutional | 776,530 | 268,560 | +507,970 | +11,154 | +86,137 | Insufficient history |
| 2023-12-26 | AUD | Asset Manager/Institutional | 36,599 | 89,676 | -53,077 | +10,986 | +27,607 | Insufficient history |
| 2023-12-26 | Ultra Bond | Asset Manager/Institutional | 1,005,999 | 289,562 | +716,437 | +8,791 | +47,447 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-26 | WTI Crude Oil | Managed Money | 204,638 | 97,235 | 322,607 | +107,403 | +20,075 | 6.90% | +29,087 | Insufficient history |
| 2023-12-26 | Soybean Oil | Managed Money | 41,698 | 91,120 | 77,174 | -49,422 | -17,199 | -10.30% | -44,556 | Insufficient history |
| 2023-12-26 | Natural Gas | Managed Money | 208,167 | 313,158 | 354,827 | -104,991 | +16,747 | -7.75% | -256 | Insufficient history |
| 2023-12-26 | Soybean Meal | Managed Money | 91,450 | 27,046 | 58,637 | +64,404 | -15,452 | 14.45% | -74,774 | Insufficient history |
| 2023-12-26 | Sugar No. 11 | Managed Money | 102,829 | 75,483 | 73,239 | +27,346 | -12,528 | 3.44% | -134,430 | Insufficient history |
| 2023-12-26 | Corn | Managed Money | 173,446 | 345,461 | 177,894 | -172,015 | +10,343 | -13.42% | +40,008 | Insufficient history |
| 2023-12-26 | Chicago SRW Wheat | Managed Money | 64,568 | 125,284 | 69,504 | -60,716 | +6,160 | -16.77% | +63,351 | Insufficient history |
| 2023-12-26 | Platinum | Managed Money | 33,576 | 17,019 | 2,463 | +16,557 | +5,823 | 23.33% | +11,719 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-26 | Soybean Meal | Producer/Merchant/Processor/User | 97,317 | 232,941 | — | -135,624 | +26,517 | -30.43% | +94,492 | Insufficient history |
| 2023-12-26 | Soybean Oil | Producer/Merchant/Processor/User | 137,297 | 206,127 | — | -68,830 | +21,732 | -14.35% | +52,008 | Insufficient history |
| 2023-12-26 | Sugar No. 11 | Producer/Merchant/Processor/User | 300,200 | 356,626 | — | -56,426 | +15,054 | -7.11% | +142,509 | Insufficient history |
| 2023-12-26 | WTI Crude Oil | Producer/Merchant/Processor/User | 463,418 | 339,570 | — | +123,848 | -10,456 | 7.96% | +10,504 | Insufficient history |
| 2023-12-26 | Natural Gas | Producer/Merchant/Processor/User | 216,048 | 296,647 | — | -80,599 | -9,238 | -5.94% | -5,356 | Insufficient history |
| 2023-12-26 | NY Harbor ULSD | Producer/Merchant/Processor/User | 68,457 | 164,244 | — | -95,787 | -8,205 | -31.69% | +6,696 | Insufficient history |
| 2023-12-26 | Soybeans | Producer/Merchant/Processor/User | 230,991 | 316,485 | — | -85,494 | +4,519 | -13.42% | +45,368 | Insufficient history |
| 2023-12-26 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 56,723 | 77,340 | — | -20,617 | -3,869 | -5.69% | -50,514 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-26 | Dow Jones | Non-Reportable | 13,735 | 12,405 | — | +1,330 | +1,823 | 1.35% | +6,149 | Insufficient history |
| 2023-12-26 | AUD | Leveraged Funds | 21,250 | 33,523 | — | -12,273 | -13,612 | -8.03% | -1,494 | Insufficient history |
| 2023-12-26 | CAD | Asset Manager/Institutional | 50,898 | 50,621 | — | +277 | +26,459 | 0.15% | +52,938 | Insufficient history |
| 2023-12-26 | CHF | Leveraged Funds | 7,512 | 6,198 | — | +1,314 | +1,669 | 2.78% | +5,830 | Insufficient history |
| 2023-12-26 | Coffee C | Other Reportables | 13,962 | 14,215 | 28,072 | -253 | -1,774 | -0.11% | -2,540 | Insufficient history |
| 2023-12-26 | Cotton No. 2 | Non-Reportable | 12,013 | 12,139 | — | -126 | -480 | -0.06% | +1,832 | Insufficient history |
| 2023-12-26 | Cotton No. 2 | Managed Money | 35,274 | 38,472 | 25,373 | -3,198 | -4,822 | -1.62% | -3,415 | Insufficient history |
| 2023-12-26 | Feeder Cattle | Non-Reportable | 11,685 | 11,730 | — | -45 | -109 | -0.08% | -1,048 | Insufficient history |
| 2023-12-26 | Orange Juice | Non-Reportable | 1,862 | 1,915 | — | -53 | -848 | -0.59% | -577 | Insufficient history |
| 2023-12-26 | Natural Gas | Other Reportables | 74,560 | 75,689 | 160,965 | -1,129 | -16,349 | -0.08% | +2,025 | Insufficient history |