Managed Money net +0 contracts in GOLD -1 TROY OUNCE, positions as of Tue 8 Sep 2026.
Data as of Positions as of Tue 8 Sep 2026; published Fri 11 Sep 2026
Positions as of Tue 8 Sep 2026 - published Fri 11 Sep 2026 (CFTC, Friday release)
Report family
Disaggregated
Basis
Futures only
Market
GOLD -1 TROY OUNCE - COINBASE DERIVATIVES, LLC
CFTC contract code
088LM1
Contract unit
1 Troy Ounce X $2,300
Open interest, contracts
12,246
Change in open interest, contracts
+3,778
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
0
0
-
+0
0.0
0.0
0.0
Swap Dealers
0
0
0
+0
0.0
0.0
0.0
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
4,454
10,320
1
-5,866
36.4
84.3
-47.9
Total reportable
4,455
10,321
-
-5,866
36.4
84.3
-47.9
Nonreportable
7,791
1,925
-
+5,866
63.6
15.7
47.9
Managed Money: position against its own history
Weekly net, last 6 reports
Managed Money net, contracts
+0
Week change
+0
4-week change
+0
13-week change
-
Net as % of open interest
0.0%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+0
52-week low of net
+0
Traders and concentration
Category
Traders long
Traders short
Producer/Merchant/Processor/User
0
0
Swap Dealers
0
0
Managed Money
0
0
Other Reportables
11
10
Total reportable
12
10
Largest 4 traders, gross long
20.2%
Largest 4 traders, gross short
66.0%
Largest 8 traders, gross long
30.8%
Largest 8 traders, gross short
80.2%
Largest 4 traders, net long
20.2%
Largest 4 traders, net short
66.0%
Largest 8 traders, net long
30.8%
Largest 8 traders, net short
80.2%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Producer/Merchant/Processor/User
0
0
-
+0
0.0
0.0
0.0
Swap Dealers
0
0
0
+0
0.0
0.0
0.0
Managed Money
0
0
0
+0
0.0
0.0
0.0
Other Reportables
4,454
10,320
1
-5,866
36.4
84.3
-47.9
Total reportable
4,455
10,321
-
-5,866
36.4
84.3
-47.9
Nonreportable
7,791
1,925
-
+5,866
63.6
15.7
47.9
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Open interest by maturity split
All contract months, contracts
12,246
Old crop / nearest months, contracts
12,246
Other months, contracts
0
Recent reports, net by category
Report date
Open interest
Producer/Merchant/Processor/User
Swap Dealers
Managed Money
Other Reportables
Total reportable
Nonreportable
Tue 8 Sep 2026
12,246
+0
+0
+0
-5,866
-5,866
+5,866
Tue 18 Aug 2026
8,468
+0
+0
+0
-2,858
-2,858
+2,858
Tue 27 Jan 2026
11,365
+0
+0
+0
-3,741
-3,741
+3,741
Tue 20 Jan 2026
10,319
+0
+0
+0
-4,553
-4,553
+4,553
Tue 13 Jan 2026
9,393
+0
+0
+0
-4,177
-4,177
+4,177
Tue 30 Dec 2025
11,050
+0
+0
+0
-6,241
-6,241
+6,241
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Disaggregated report, futures only unless stated. Positions as of Tue 8 Sep 2026, published Fri 11 Sep 2026.