CFTC Commitment of Traders Report: Net long positions in precious metals and crude oil both declined, while net short positions in US Treasuries increased in most sectors.
2026-10-03 08:36:16
According to the U.S. Commodity Futures Trading Commission (CFTC), in the week ending September 29, COMEX gold speculators reduced their net long positions by 6,916 contracts to 124,418 contracts; COMEX silver speculators reduced their net long positions by 5,278 contracts to 7,738 contracts; and COMEX copper speculators reduced their net long positions by 3,940 contracts to 78,709 contracts. 
As of the week ending September 29, crude oil speculators reduced their net long positions in WTI crude oil by 17,317 contracts to 131,150 contracts. As of the same week, natural gas speculators on the four major markets—New York Mercantile Exchange, Intercontinental Exchange, and Shanghai Mercantile Exchange—increased their net short positions by 53,998 contracts to 81,156 contracts. As of the same week, net long positions in the Japanese yen were 55,440 contracts; net short positions in the euro were 63,256 contracts; net short positions in the British pound were 91,075 contracts; and net short positions in the Swiss franc were 24,617 contracts. As of the week ending September 29, speculators increased their net short positions in CBOT U.S. Treasury futures by 31,070 contracts to 186,875 contracts; reduced their net short positions in CBOT U.S. ultra-long-term Treasury futures by 10,289 contracts to 326,436 contracts; reduced their net short positions in CBOT U.S. 2-year Treasury futures by 115,041 contracts to 792,024 contracts; increased their net short positions in CBOT U.S. 10-year Treasury futures by 88,863 contracts to 900,615 contracts; and increased their net short positions in CBOT U.S. 5-year Treasury futures by 114,848 contracts to 995,701 contracts. As of the week ending September 29, equity fund speculators increased their net short positions in the S&P 500 CME by 575 contracts to 355,697 contracts; equity fund managers reduced their net long positions in the S&P 500 CME by 33,658 contracts to 901,255 contracts. As of the same week, ICE coffee speculators reduced their net short positions by 2,978 contracts to 3,493 contracts. ICE cocoa speculators reduced their net short positions by 190 contracts to 26,137 contracts; CBOT soybean speculators reduced their net long positions by 23,033 contracts to 170,143 contracts; and CBOT corn speculators reduced their net long positions by 38,914 contracts to 228,779 contracts.
As of the week ending September 29, crude oil speculators reduced their net long positions in WTI crude oil by 17,317 contracts to 131,150 contracts. As of the same week, natural gas speculators on the four major markets—New York Mercantile Exchange, Intercontinental Exchange, and Shanghai Mercantile Exchange—increased their net short positions by 53,998 contracts to 81,156 contracts. As of the same week, net long positions in the Japanese yen were 55,440 contracts; net short positions in the euro were 63,256 contracts; net short positions in the British pound were 91,075 contracts; and net short positions in the Swiss franc were 24,617 contracts. As of the week ending September 29, speculators increased their net short positions in CBOT U.S. Treasury futures by 31,070 contracts to 186,875 contracts; reduced their net short positions in CBOT U.S. ultra-long-term Treasury futures by 10,289 contracts to 326,436 contracts; reduced their net short positions in CBOT U.S. 2-year Treasury futures by 115,041 contracts to 792,024 contracts; increased their net short positions in CBOT U.S. 10-year Treasury futures by 88,863 contracts to 900,615 contracts; and increased their net short positions in CBOT U.S. 5-year Treasury futures by 114,848 contracts to 995,701 contracts. As of the week ending September 29, equity fund speculators increased their net short positions in the S&P 500 CME by 575 contracts to 355,697 contracts; equity fund managers reduced their net long positions in the S&P 500 CME by 33,658 contracts to 901,255 contracts. As of the same week, ICE coffee speculators reduced their net short positions by 2,978 contracts to 3,493 contracts. ICE cocoa speculators reduced their net short positions by 190 contracts to 26,137 contracts; CBOT soybean speculators reduced their net long positions by 23,033 contracts to 170,143 contracts; and CBOT corn speculators reduced their net long positions by 38,914 contracts to 228,779 contracts.- Risk Warning and Disclaimer
- The market involves risk, and trading may not be suitable for all investors. This article is for reference only and does not constitute personal investment advice, nor does it take into account certain users’ specific investment objectives, financial situation, or other needs. Any investment decisions made based on this information are at your own risk.
