CFTC Commitment of Traders Report: Net long positions in gold reduced, US Treasury positions turned bearish across the board.
2026-01-10 06:57:27
Data from the U.S. Commodity Futures Trading Commission (CFTC) shows that in the week ending January 6, gold speculators reduced their net long positions by 2,617 contracts to 124,256 contracts; silver speculators increased their net long positions by 1,063 contracts to 17,658 contracts; and COMEX copper speculators reduced their net long positions by 3,537 contracts to 66,896 contracts.
As of the week ending January 6, oil speculators reduced their net short positions in West Texas Intermediate (WTI) crude oil by 1,047 contracts to 11,983 contracts.
In the week ending January 6, natural gas speculators reduced their net long positions by 44,472 contracts to 79,516 contracts across the four major markets: the New York Mercantile Exchange (NYMEX) and the Intercontinental Exchange (ICE).
As of the week ending January 6, speculators shifted their positions in Chicago Board of Trade (CBOT) U.S. Treasury futures to a net short position of 6,832 contracts, compared to a net long position of 14,222 contracts the previous week. Speculators reduced their net short positions in CBOT 2-year U.S. Treasury futures by 52,953 contracts to 1,346,654 contracts; net short positions in 10-year U.S. Treasury futures by 24,106 contracts to 915,552 contracts; and net short positions in 5-year U.S. Treasury futures by 90,044 contracts to 2,312,753 contracts.
As of the week ending January 6, equity fund managers increased their net long positions in the CME S&P 500 by 20,846 contracts to 963,767 contracts. Equity fund speculators increased their net short positions in the CME S&P 500 by 50,614 contracts to 415,017 contracts.
As of the week ending January 6, 2026, the net short position in British pounds was 30,538 contracts, the net long position in Japanese yen was 8,815 contracts, the net long position in euro was 162,812 contracts, and the net short position in Swiss franc was -40,266 contracts.
As of the week ending January 6, oil speculators reduced their net short positions in West Texas Intermediate (WTI) crude oil by 1,047 contracts to 11,983 contracts.
In the week ending January 6, natural gas speculators reduced their net long positions by 44,472 contracts to 79,516 contracts across the four major markets: the New York Mercantile Exchange (NYMEX) and the Intercontinental Exchange (ICE).
As of the week ending January 6, speculators shifted their positions in Chicago Board of Trade (CBOT) U.S. Treasury futures to a net short position of 6,832 contracts, compared to a net long position of 14,222 contracts the previous week. Speculators reduced their net short positions in CBOT 2-year U.S. Treasury futures by 52,953 contracts to 1,346,654 contracts; net short positions in 10-year U.S. Treasury futures by 24,106 contracts to 915,552 contracts; and net short positions in 5-year U.S. Treasury futures by 90,044 contracts to 2,312,753 contracts.
As of the week ending January 6, equity fund managers increased their net long positions in the CME S&P 500 by 20,846 contracts to 963,767 contracts. Equity fund speculators increased their net short positions in the CME S&P 500 by 50,614 contracts to 415,017 contracts.
As of the week ending January 6, 2026, the net short position in British pounds was 30,538 contracts, the net long position in Japanese yen was 8,815 contracts, the net long position in euro was 162,812 contracts, and the net short position in Swiss franc was -40,266 contracts.
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