CFTC Positions: Investors increased their net long positions in gold and reduced their net short positions in crude oil.
2025-12-06 07:54:58
Data from the U.S. Commodity Futures Trading Commission (CFTC) shows that in the week ending October 28, speculators on the New York Mercantile Exchange (COMEX) increased their net long positions in gold by 13,501 contracts to 105,635 contracts, in silver by 4,159 contracts to 22,696 contracts, and in copper futures by 6,674 contracts to 66,553 contracts.
As of the week ending October 28, oil speculators reduced their net short positions in US crude oil by 33,480 contracts to 23,660 contracts.
As of the week ending December 2, ICE Brent crude oil speculators increased their net long positions by 13,497 contracts to 178,364 contracts. Diesel speculators reduced their net long positions by 15,620 contracts to 66,532 contracts.
As of the week ending October 28, speculators in the four major New York Mercantile Exchange (NYMEX) and Intercontinental Exchange (ICE) natural gas markets reduced their net long positions by 23,064 contracts to 181,005 contracts.
As of the week ending October 28, speculators increased their net short positions in 5-year U.S. Treasury futures on the Chicago Board of Trade (CBOT) by 130,976 contracts to 2,404,926 contracts. They reduced their net short positions in ultra-long-term U.S. Treasury futures by 2,057 contracts to 297,053 contracts. They increased their net short positions in 10-year U.S. Treasury futures by 64,407 contracts to 910,930 contracts. They increased their net short positions in 2-year U.S. Treasury futures by 34,053 contracts to 1,312,475 contracts. They reduced their net short positions in U.S. Treasury futures by 12,678 contracts to 15,103 contracts.
As of the week ending October 28, equity fund managers increased their net long positions in the CME S&P 500 by 7,029 contracts to 906,817 contracts and their net short positions in the S&P 500 by 21,626 contracts to 458,504 contracts.
As of the week ending October 28, 2025, the net long position in the euro was 107,333 contracts, the net long position in the yen was 68,115 contracts, and the net short position in the pound was 20,262 contracts.
As of the week ending October 28, speculators' net long positions in iced coffee decreased by 803 contracts to 28,613 contracts; ICE cotton speculators' net short positions decreased by 5,689 contracts to 78,918 contracts; and ICE cocoa speculators' net short positions decreased by 2,275 contracts to 1,316 contracts. ICE sugar speculators' net short positions increased by 20,188 contracts to 187,078 contracts.
As of the week ending October 28, CBOT wheat speculators' net short positions decreased by 27,782 contracts to 77,773 contracts, while CBOT soybean speculators increased their net long positions by 73,650 contracts, turning into net long positions, with an increase of 89,001 contracts. CBOT corn speculators' net short positions decreased by 62,201 contracts to 196,953 contracts.
As of the week ending October 28, oil speculators reduced their net short positions in US crude oil by 33,480 contracts to 23,660 contracts.
As of the week ending December 2, ICE Brent crude oil speculators increased their net long positions by 13,497 contracts to 178,364 contracts. Diesel speculators reduced their net long positions by 15,620 contracts to 66,532 contracts.
As of the week ending October 28, speculators in the four major New York Mercantile Exchange (NYMEX) and Intercontinental Exchange (ICE) natural gas markets reduced their net long positions by 23,064 contracts to 181,005 contracts.
As of the week ending October 28, speculators increased their net short positions in 5-year U.S. Treasury futures on the Chicago Board of Trade (CBOT) by 130,976 contracts to 2,404,926 contracts. They reduced their net short positions in ultra-long-term U.S. Treasury futures by 2,057 contracts to 297,053 contracts. They increased their net short positions in 10-year U.S. Treasury futures by 64,407 contracts to 910,930 contracts. They increased their net short positions in 2-year U.S. Treasury futures by 34,053 contracts to 1,312,475 contracts. They reduced their net short positions in U.S. Treasury futures by 12,678 contracts to 15,103 contracts.
As of the week ending October 28, equity fund managers increased their net long positions in the CME S&P 500 by 7,029 contracts to 906,817 contracts and their net short positions in the S&P 500 by 21,626 contracts to 458,504 contracts.
As of the week ending October 28, 2025, the net long position in the euro was 107,333 contracts, the net long position in the yen was 68,115 contracts, and the net short position in the pound was 20,262 contracts.
As of the week ending October 28, speculators' net long positions in iced coffee decreased by 803 contracts to 28,613 contracts; ICE cotton speculators' net short positions decreased by 5,689 contracts to 78,918 contracts; and ICE cocoa speculators' net short positions decreased by 2,275 contracts to 1,316 contracts. ICE sugar speculators' net short positions increased by 20,188 contracts to 187,078 contracts.
As of the week ending October 28, CBOT wheat speculators' net short positions decreased by 27,782 contracts to 77,773 contracts, while CBOT soybean speculators increased their net long positions by 73,650 contracts, turning into net long positions, with an increase of 89,001 contracts. CBOT corn speculators' net short positions decreased by 62,201 contracts to 196,953 contracts.
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