Commitments of Traders · Disaggregated, futures only

What positions do traders hold in COTTON NO. 2 futures?

In COTTON NO. 2 futures, managed money held a net long position of 60,598 contracts and open interest was 401,293 contracts on (CFTC Commitments of Traders, released ).

Net positions in COTTON NO. 2 futures each week: managed money, producers, merchants, processors and users, swap dealers, contracts

8 November 2016 to 20 October 2026Net is long less short, ours; contracts

Net positions in COTTON NO. 2 futures each week: managed money, producers, merchants, processors and users, swap dealers, contracts (8 November 2016 to 20 October 2026)
Net positions in COTTON NO. 2 futures each week: managed money, producers, merchants, processors and users, swap dealers, contracts (22 October 2024 to 20 October 2026)

The lines

  • Managed money+60,598
  • Producers, merchants, processors and users−141,041
  • Swap dealers+40,204

Open interest in COTTON NO. 2 futures each week, contracts

8 November 2016 to 20 October 2026Contracts

Open interest in COTTON NO. 2 futures each week, contracts (8 November 2016 to 20 October 2026)
Open interest in COTTON NO. 2 futures each week, contracts (22 October 2024 to 20 October 2026)

Each point is one week of COTTON NO. 2 futures from the CFTC's Disaggregated report (futures only): the net position, long contracts less short contracts, of one group of traders, or all open contracts. The chart shows up to the newest ten years. Pointing at the chart shows the week and the value.

Select a line to followLatest:

Inspect and compare dates

The latest week of COTTON NO. 2 futures beside the one before it and the nearest ones a year and five years earlier. The weeks of the last two years and every group's long and short are in the tables under "The numbers behind the chart".

Positions in COTTON NO. 2 futures in the week of 20 October 2026 beside earlier weeks (contracts)
MeasureLatestThe week beforeA year earlierFive years earlier
Week
Open interest401,293395,640294,187284,560
Managed money, net+60,598+58,025−80,436+78,595
Producers, merchants, processors and users, net−141,041−144,805+31,264−160,856
Swap dealers, net+40,204+43,359+37,069+43,075

The table scrolls sideways; the first column stays in place.

Observed .

Right now

Managed money held a net long position of 60,598 contracts in COTTON NO. 2 futures in the week to , the largest net long since the week of .

The producers, merchants, processors and users were net short 141,041 contracts that week, and swap dealers net long 40,204 contracts.

See every week of the last two years

Open interestCOTTON NO. 2, week of 20 October 2026

Open interest was 401,293 contracts in the week to , the most since our record of the market begins in the week of .

+5,653 contracts from the week before, held by 342 reporting traders.

See the long and short of each group

RecordsOurs, since the week of 13 June 2006

Open interest was highest at 401,293 contracts in the week of .

Managed money held their largest net long, 108,626 contracts, in the week of , and their largest net short, 81,508 contracts, in the week of .

See each group's positions

The other groupsNet, and the last week larger

Producers, merchants, processors and users: net short 141,041 contracts, the largest net short since the week of .

Swap dealers: net long 40,204 contracts, the largest net long since the week of .

Other reportable traders: net long 33,923 contracts, the largest net long since the week of .

See each group's positions

Understanding the futures positions report

Where it stands today

Managed money were net long 60,598 contracts in COTTON NO. 2 futures in the week of 20 October 2026.

Who are the groups in the report?

The CFTC's Disaggregated report, one of its Commitments of Traders reports, gives the positions held in each commodity futures market on a Tuesday, sorted by kind of trader: managed money, producers, merchants, processors and users, swap dealers, other reportable traders and traders below the reporting level.

Read more

A position is a number of contracts, long or short; swap dealers, managed money and other reportables also report spread positions, which hold both. The CFTC assigns each reporting trader to a group from the business the trader reports. This page uses the report's futures-only figures, which leave out options. The report gives the contract size of COTTON NO. 2 futures as (CONTRACTS OF 50,000 POUNDS), and the market as COTTON NO. 2 - ICE FUTURES U.S..

What 500metrics adds: net positions (long less short, which leave out spread positions), the change from the week before, the records since the week of 13 June 2006, and the last week a group's net position was larger on the same side.

The numbers behind the chart

How were the COTTON NO. 2 positions split between long and short?Week of 20 October 2026, contracts
Long, short and spread positions of each group in COTTON NO. 2 futures (COTTON NO. 2 - ICE FUTURES U.S.), week of 20 October 2026 (contracts; net is ours)
GroupLongShortSpreadNet
Managed money75,83715,23954,722+60,598
Producers, merchants, processors and users89,074230,115n/a−141,041
Swap dealers65,93425,73019,946+40,204
Other reportable traders50,78816,86529,826+33,923
Nonreportable (below the reporting level)15,1668,850n/a+6,316

The table scrolls sideways; the first column stays in place.

What were the net positions in COTTON NO. 2 futures each week?104 weeks, newest first, since 29 October 2024
Open interest and net positions in COTTON NO. 2 futures by week, newest first (contracts; net is ours)
WeekOpen interestManaged money, netProducers, merchants, processors and users, netSwap dealers, netOther reportable traders, net
401,293+60,598−141,041+40,204+33,923
395,640+58,025−144,805+43,359+36,282
382,230+57,118−146,736+43,231+39,240
389,494+67,837−148,114+43,673+28,776
384,016+76,182−154,611+41,801+26,846
380,206+91,935−166,403+40,717+24,838
380,405+95,367−174,281+41,027+27,384
383,730+100,963−178,611+36,711+29,758
374,859+88,293−170,160+36,712+34,610
361,871+72,672−159,389+40,188+34,976
349,370+66,780−149,999+36,473+36,475
331,500+55,321−140,793+35,667+41,055
323,777+46,368−131,176+30,809+47,163
317,825+47,059−132,301+29,623+48,053
322,307+43,926−133,903+28,625+51,521
318,052+34,354−126,462+30,923+54,074
305,708+29,423−116,266+32,744+48,425
302,703+35,273−123,846+33,392+48,285
306,642+33,542−122,824+38,345+45,135
324,979+42,538−117,585+35,668+33,419
345,818+49,899−130,478+37,057+35,307
331,157+55,284−128,593+31,842+32,390
329,298+59,665−135,638+32,093+32,805
335,218+55,493−143,537+26,378+46,896
332,623+48,337−145,146+30,215+52,345
323,836+36,492−129,690+36,686+44,449
Show 78 more rows
Open interest and net positions in COTTON NO. 2 futures by week, newest first (contracts; net is ours) (continued)
WeekOpen interestManaged money, netProducers, merchants, processors and users, netSwap dealers, netOther reportable traders, net
329,774+31,329−128,726+33,583+51,238
328,443+13,116−118,433+36,739+56,634
346,121−445−113,660+43,817+61,802
347,695−9,884−96,282+38,334+58,271
327,959−33,546−73,487+44,513+55,813
341,326−39,838−66,930+43,208+56,063
329,892−67,950−31,665+50,015+46,919
328,391−74,199−33,200+57,723+46,102
320,823−66,281−32,282+57,609+37,311
338,635−80,705−3,243+57,632+24,972
360,578−76,513−2,220+52,287+25,187
380,025−72,336−2,694+45,092+29,592
362,629−64,982−259+38,907+26,015
338,853−51,546−17,723+41,138+25,722
327,793−49,727−13,247+37,563+22,296
311,647−47,192−9,426+34,285+18,272
300,962−48,556−7,279+37,374+17,599
300,552−49,723−6,918+38,267+18,090
297,995−56,623−1,214+41,457+18,023
289,386−56,289−3,639+41,173+20,115
283,123−60,705−863+40,776+21,758
279,249−63,430+4,205+38,679+21,776
279,627−59,719+5,712+39,015+15,532
296,349−61,227+6,463+42,065+11,637
303,302−64,282+2,990+40,854+19,438
293,885−73,602+17,241+38,470+18,555
287,348−79,906+24,008+40,496+17,295
294,187−80,436+31,264+37,069+14,804
278,939−75,997+22,623+37,195+17,575
278,283−65,025+11,689+39,853+15,040
265,373−62,771+4,849+41,476+17,351
258,584−60,280+1,305+41,296+17,631
257,154−69,548+9,226+43,562+18,214
253,334−67,283+4,458+44,510+19,071
242,777−60,985−4,860+42,394+23,379
241,165−56,813−6,937+42,263+21,708
242,389−57,325+1,384+37,834+18,886
235,079−55,882−4,959+42,297+20,404
223,445−41,452−14,982+41,894+14,603
218,828−41,455−15,641+42,577+14,205
211,767−39,670−16,849+41,715+14,587
205,957−46,754−12,912+43,009+17,009
201,069−42,953−14,352+41,829+15,270
204,881−48,229−12,101+44,164+17,182
217,909−50,979−10,117+46,251+14,493
231,537−53,512−7,233+44,161+16,842
239,377−47,164−12,843+46,323+14,924
235,156−44,553−9,463+40,923+15,189
235,995−41,886−9,986+41,332+12,730
224,743−31,498−20,322+40,060+13,955
219,537−23,981−27,683+40,820+13,905
210,605−28,157−25,879+40,272+16,419
217,691−39,174−21,590+49,222+14,096
222,397−43,903−20,457+50,983+15,447
266,116−58,203−8,737+45,780+23,177
289,328−68,341−3,227+42,494+26,362
283,040−75,815+9,153+44,640+21,809
272,839−70,787+3,959+44,191+21,483
270,769−78,014+10,518+45,774+21,290
280,617−81,508+16,843+44,797+19,371
268,701−68,391−8,362+49,120+24,905
278,259−57,550−17,568+49,996+20,482
287,555−60,693−4,983+44,221+18,128
289,974−65,433+9,089+40,125+14,666
276,543−56,191+391+39,538+13,763
269,868−50,267−2,038+40,373+10,316
256,759−45,327−5,405+40,853+9,586
242,742−40,705−6,851+38,907+8,621
238,272−41,422−6,790+41,367+6,831
237,109−36,954−8,743+41,336+5,182
239,659−31,981−13,648+41,194+5,378
231,574−24,141−19,837+39,215+4,613
231,775−16,986−23,840+37,442+3,396
231,723−20,350−17,332+34,965+3,449
240,002−37,814−7,397+38,229+6,679
253,040−14,872−29,303+41,111+3,386
266,595−11,268−29,230+41,340−1,173
262,891−10,687−32,038+45,002−1,174

The table scrolls sideways; the first column stays in place.

What do these figures leave out, and how are they cited?Limits, dates and how to cite

What this number cannot tell you

  • Positions are those of the Tuesday the report is dated; the CFTC released the report on 23 October 2026.
  • A trader's group comes from the CFTC's own classification. Nonreportable positions are open interest less the reportable positions.
  • Net positions leave out spread positions, so a group's long and short do not account for all of its contracts.
  • Records and ranks are counted from the week of 13 June 2006, the start of this market's latest run of weekly reports. The CFTC can revise a week in a later report, and our collector keeps the earlier figure.
  • Contracts are not comparable between markets: the size of one is the CFTC's contract size above.
  • Market names are the CFTC's own, written as it writes them. 500metrics is independent and is not affiliated with, sponsored or endorsed by any index provider, exchange or company named in them.

Observed . Checked .

How to cite this

U.S. Commodity Futures Trading Commission, Commitments of Traders, Disaggregated report (futures only), COTTON NO. 2 - ICE FUTURES U.S., week of 20 October 2026, released 23 October 2026. Compiled by 500metrics, "What positions do traders hold in COTTON NO. 2 futures?", https://500metrics.com/futures-positions/cotton.

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