CFTC Positioning: Investors cut net long gold positions and increased net long crude oil positions
2025-09-20 07:45:13
Data from the U.S. Commodity Futures Trading Commission (CFTC) showed that gold speculators on the New York Mercantile Exchange (COMEX) cut their net long positions by 5,933 contracts to 160,483 contracts in the week ending September 16.
COMEX silver speculators increased their net long position by 360 contracts to 38,128 contracts in the week ended September 16. COMEX copper futures speculators increased their net long position by 4,642 contracts to 42,612 contracts.
Crude oil speculators turned net long by 5,951 West Texas Intermediate (WTI) contracts in the week ended September 16, an increase of 30,855 contracts. Speculators in the four major New York Mercantile Exchange (NYMEX) and Intercontinental Exchange (ICE) natural gas markets increased their net long position by 4,173 contracts to 255,405 contracts.
As of the week ending September 16, the net short position in the Swiss franc was 26,040 contracts, the net short position in the British pound was 6,580 contracts, the net long position in the euro was 117,759 contracts, and the net long position in the Japanese yen was 61,411 contracts.
Equity fund managers increased their net long position in the S&P 500 on the Chicago Mercantile Exchange (CME) by 9,074 contracts to 891,634 contracts in the week ended September 16. Equity fund speculators increased their net short position in the S&P 500 on the Chicago Mercantile Exchange (CME) by 55,766 contracts to 475,397 contracts.
As of the week ending September 16, speculators increased their net short position in Chicago Board of Trade (CBOT) U.S. ultra-long Treasury bond futures by 12,686 contracts to 278,167 contracts; their net short position in U.S. 2-year Treasury bond futures increased by 28,509 contracts to 1,403,470 contracts; their net short position in U.S. 10-year Treasury bond futures decreased by 38,673 contracts to 819,299 contracts; and their net short position in U.S. 5-year Treasury bond futures decreased by 117,989 contracts to 2,436,774 contracts.
In the week ending September 16, corn speculators on the Chicago Board of Trade (CBOT) reduced their net short positions by 27,885 contracts to 207,414 contracts; wheat speculators reduced their net short positions by 7,536 contracts to 92,168 contracts; and soybean speculators on the Chicago Board of Trade (CBOT) reduced their net short positions by 14,173 contracts to 57,140 contracts.
In the week ending September 16, speculators in sugar futures on the Intercontinental Exchange (ICE) cut their net short positions by 37,431 contracts to 146,096 contracts; cocoa futures speculators switched to a net long position of 57 contracts, an increase of 2,567 contracts; cotton speculators cut their net short positions by 9,139 contracts to 65,507 contracts; coffee speculators increased their net long positions by 3,126 contracts to 25,665 contracts.
COMEX silver speculators increased their net long position by 360 contracts to 38,128 contracts in the week ended September 16. COMEX copper futures speculators increased their net long position by 4,642 contracts to 42,612 contracts.
Crude oil speculators turned net long by 5,951 West Texas Intermediate (WTI) contracts in the week ended September 16, an increase of 30,855 contracts. Speculators in the four major New York Mercantile Exchange (NYMEX) and Intercontinental Exchange (ICE) natural gas markets increased their net long position by 4,173 contracts to 255,405 contracts.
As of the week ending September 16, the net short position in the Swiss franc was 26,040 contracts, the net short position in the British pound was 6,580 contracts, the net long position in the euro was 117,759 contracts, and the net long position in the Japanese yen was 61,411 contracts.
Equity fund managers increased their net long position in the S&P 500 on the Chicago Mercantile Exchange (CME) by 9,074 contracts to 891,634 contracts in the week ended September 16. Equity fund speculators increased their net short position in the S&P 500 on the Chicago Mercantile Exchange (CME) by 55,766 contracts to 475,397 contracts.
As of the week ending September 16, speculators increased their net short position in Chicago Board of Trade (CBOT) U.S. ultra-long Treasury bond futures by 12,686 contracts to 278,167 contracts; their net short position in U.S. 2-year Treasury bond futures increased by 28,509 contracts to 1,403,470 contracts; their net short position in U.S. 10-year Treasury bond futures decreased by 38,673 contracts to 819,299 contracts; and their net short position in U.S. 5-year Treasury bond futures decreased by 117,989 contracts to 2,436,774 contracts.
In the week ending September 16, corn speculators on the Chicago Board of Trade (CBOT) reduced their net short positions by 27,885 contracts to 207,414 contracts; wheat speculators reduced their net short positions by 7,536 contracts to 92,168 contracts; and soybean speculators on the Chicago Board of Trade (CBOT) reduced their net short positions by 14,173 contracts to 57,140 contracts.
In the week ending September 16, speculators in sugar futures on the Intercontinental Exchange (ICE) cut their net short positions by 37,431 contracts to 146,096 contracts; cocoa futures speculators switched to a net long position of 57 contracts, an increase of 2,567 contracts; cotton speculators cut their net short positions by 9,139 contracts to 65,507 contracts; coffee speculators increased their net long positions by 3,126 contracts to 25,665 contracts.
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