CFTC COT report for 2 January 2024
Week-ended positions · TFF Futures Only and Disaggregated Futures Only · 42 reviewed markets · processed 26 Jul 2026, 17:38
Financial TFF: available · Commodity Disaggregated: available
Official CFTC sourceLargest Leveraged Fund changes
TFF financial futures ranked by absolute weekly contract change.
| Report date | Market | Participant | Long | Short | Net | Weekly change | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|---|
| 2024-01-02 | US 10Y | Leveraged Funds | 293,812 | 1,831,940 | -1,538,128 | -72,174 | -211,200 | Insufficient history |
| 2024-01-02 | US Bond | Leveraged Funds | 78,259 | 501,534 | -423,275 | -61,756 | -108,298 | Insufficient history |
| 2024-01-02 | US 2Y | Leveraged Funds | 776,321 | 2,269,655 | -1,493,334 | +37,689 | +196,260 | Insufficient history |
| 2024-01-02 | S&P 500 | Leveraged Funds | 148,510 | 538,311 | -389,801 | -34,806 | -36,377 | Insufficient history |
| 2024-01-02 | Ultra Bond | Leveraged Funds | 94,369 | 757,616 | -663,247 | -22,696 | -43,303 | Insufficient history |
| 2024-01-02 | EUR | Leveraged Funds | 86,037 | 73,326 | +12,711 | +16,944 | +603 | Insufficient history |
| 2024-01-02 | VIX | Leveraged Funds | 65,384 | 75,478 | -10,094 | +16,798 | +8,781 | Insufficient history |
| 2024-01-02 | US 5Y | Leveraged Funds | 844,074 | 2,825,109 | -1,981,035 | -10,708 | +40,260 | Insufficient history |
Largest Asset Manager/Institutional changes
Ranked separately because official participant categories should not be combined.
| Report date | Market | Participant | Long | Short | Net | Weekly change | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|---|
| 2024-01-02 | S&P 500 | Asset Manager/Institutional | 1,218,405 | 263,482 | +954,923 | +76,550 | +139,205 | Insufficient history |
| 2024-01-02 | US 10Y | Asset Manager/Institutional | 2,421,790 | 1,079,503 | +1,342,287 | +43,924 | +108,341 | Insufficient history |
| 2024-01-02 | Ultra Bond | Asset Manager/Institutional | 1,049,754 | 298,841 | +750,913 | +34,476 | +78,608 | Insufficient history |
| 2024-01-02 | US Bond | Asset Manager/Institutional | 822,173 | 287,401 | +534,772 | +26,802 | +72,105 | Insufficient history |
| 2024-01-02 | US 2Y | Asset Manager/Institutional | 1,702,951 | 458,073 | +1,244,878 | +21,998 | -163,830 | Insufficient history |
| 2024-01-02 | CAD | Asset Manager/Institutional | 61,497 | 48,002 | +13,495 | +13,218 | +62,261 | Insufficient history |
| 2024-01-02 | AUD | Asset Manager/Institutional | 41,872 | 83,768 | -41,896 | +11,181 | +29,409 | Insufficient history |
| 2024-01-02 | US 5Y | Asset Manager/Institutional | 3,020,163 | 1,040,674 | +1,979,489 | +8,752 | +39,946 | Insufficient history |
Largest Managed Money commodity changes
Disaggregated commodity futures ranked independently from TFF categories.
| Report date | Market | Participant | Long | Short | Spread | Net | Weekly change | Net / OI | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-02 | WTI Crude Oil | Managed Money | 199,139 | 132,576 | 336,292 | +66,563 | -40,840 | 4.19% | +3,786 | Insufficient history |
| 2024-01-02 | Corn | Managed Money | 161,734 | 362,683 | 196,212 | -200,949 | -28,934 | -15.10% | -44,121 | Insufficient history |
| 2024-01-02 | Natural Gas | Managed Money | 216,686 | 295,176 | 372,639 | -78,490 | +26,501 | -5.61% | +43,959 | Insufficient history |
| 2024-01-02 | Soybeans | Managed Money | 68,765 | 77,635 | 95,999 | -8,870 | -20,367 | -1.38% | -46,602 | Insufficient history |
| 2024-01-02 | Soybean Meal | Managed Money | 87,089 | 38,382 | 55,287 | +48,707 | -15,697 | 11.55% | -74,963 | Insufficient history |
| 2024-01-02 | Lean Hogs | Managed Money | 36,501 | 53,787 | 38,604 | -17,286 | -11,396 | -8.81% | -317 | Insufficient history |
| 2024-01-02 | Platinum | Managed Money | 39,920 | 16,658 | 2,672 | +23,262 | +6,705 | 31.48% | +25,142 | Insufficient history |
| 2024-01-02 | Copper | Managed Money | 54,649 | 45,960 | 31,314 | +8,689 | -5,509 | 4.55% | +1,514 | Insufficient history |
Largest Producer/Merchant/Processor/User changes
Physical commodity business participants remain in their official category.
| Report date | Market | Participant | Long | Short | Spread | Net | Weekly change | Net / OI | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-02 | Corn | Producer/Merchant/Processor/User | 399,772 | 411,006 | — | -11,234 | +18,362 | -0.84% | +42,502 | Insufficient history |
| 2024-01-02 | Natural Gas | Producer/Merchant/Processor/User | 214,401 | 311,174 | — | -96,773 | -16,174 | -6.92% | -20,418 | Insufficient history |
| 2024-01-02 | WTI Crude Oil | Producer/Merchant/Processor/User | 467,851 | 328,570 | — | +139,281 | +15,433 | 8.77% | +19,141 | Insufficient history |
| 2024-01-02 | Soybean Meal | Producer/Merchant/Processor/User | 98,335 | 219,437 | — | -121,102 | +14,522 | -28.73% | +98,791 | Insufficient history |
| 2024-01-02 | Soybeans | Producer/Merchant/Processor/User | 236,596 | 309,357 | — | -72,761 | +12,733 | -11.37% | +36,920 | Insufficient history |
| 2024-01-02 | RBOB Gasoline | Producer/Merchant/Processor/User | 101,437 | 204,667 | — | -103,230 | -9,386 | -30.92% | -10,970 | Insufficient history |
| 2024-01-02 | Sugar No. 11 | Producer/Merchant/Processor/User | 330,521 | 379,257 | — | -48,736 | +7,690 | -5.89% | +96,228 | Insufficient history |
| 2024-01-02 | Lean Hogs | Producer/Merchant/Processor/User | 21,549 | 33,942 | — | -12,393 | +5,011 | -6.31% | +2,180 | Insufficient history |
Net-position flips
Crossings from net-long to net-short or the reverse relative to the preceding available report.
| Report date | Market | Participant | Long | Short | Spread | Net | Weekly change | Net / OI | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-02 | CHF | Other Reportables | 1,616 | 2,065 | — | -449 | -1,514 | -0.87% | -1,920 | Insufficient history |
| 2024-01-02 | CHF | Non-Reportable | 15,948 | 14,891 | — | +1,057 | +3,137 | 2.06% | +6,918 | Insufficient history |
| 2024-01-02 | EUR | Leveraged Funds | 86,037 | 73,326 | — | +12,711 | +16,944 | 1.76% | +603 | Insufficient history |
| 2024-01-02 | NZD | Dealer/Intermediary | 5,457 | 6,849 | — | -1,392 | -3,348 | -3.54% | -25,527 | Insufficient history |
| 2024-01-02 | Feeder Cattle | Non-Reportable | 11,991 | 11,843 | — | +148 | +193 | 0.29% | -1,140 | Insufficient history |
| 2024-01-02 | Soybeans | Managed Money | 68,765 | 77,635 | 95,999 | -8,870 | -20,367 | -1.38% | -46,602 | Insufficient history |
| 2024-01-02 | Platinum | Swap Dealer | 11,740 | 12,568 | 510 | -828 | -3,079 | -1.12% | -14,729 | Insufficient history |