CFTC COT report for 9 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-01-09 | US 5Y | Leveraged Funds | 912,489 | 2,787,345 | -1,874,856 | +106,179 | +128,689 | Insufficient history |
| 2024-01-09 | S&P 500 | Leveraged Funds | 157,671 | 470,186 | -312,515 | +77,286 | +53,776 | Insufficient history |
| 2024-01-09 | US 10Y | Leveraged Funds | 339,062 | 1,846,769 | -1,507,707 | +30,421 | -181,810 | Insufficient history |
| 2024-01-09 | CAD | Leveraged Funds | 18,748 | 54,334 | -35,586 | +18,112 | +2,056 | Insufficient history |
| 2024-01-09 | JPY | Leveraged Funds | 32,930 | 78,059 | -45,129 | +13,666 | +16,318 | Insufficient history |
| 2024-01-09 | AUD | Leveraged Funds | 25,773 | 18,719 | +7,054 | +12,840 | +7,749 | Insufficient history |
| 2024-01-09 | US Bond | Leveraged Funds | 79,195 | 512,545 | -433,350 | -10,075 | -95,834 | Insufficient history |
| 2024-01-09 | Russell 2000 | Leveraged Funds | 92,776 | 122,385 | -29,609 | +10,055 | -418 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-01-09 | US 5Y | Asset Manager/Institutional | 2,988,941 | 1,058,845 | +1,930,096 | -49,393 | +26,844 | Insufficient history |
| 2024-01-09 | US 10Y | Asset Manager/Institutional | 2,423,409 | 1,109,593 | +1,313,816 | -28,471 | +107,863 | Insufficient history |
| 2024-01-09 | S&P 500 | Asset Manager/Institutional | 1,194,090 | 266,029 | +928,061 | -26,862 | +103,147 | Insufficient history |
| 2024-01-09 | Russell 2000 | Asset Manager/Institutional | 220,843 | 161,267 | +59,576 | -23,895 | +11,229 | Insufficient history |
| 2024-01-09 | JPY | Asset Manager/Institutional | 65,746 | 59,957 | +5,789 | -16,763 | +9,899 | Insufficient history |
| 2024-01-09 | VIX | Asset Manager/Institutional | 69,188 | 68,180 | +1,008 | +12,551 | +14,867 | Insufficient history |
| 2024-01-09 | US 2Y | Asset Manager/Institutional | 1,693,596 | 440,534 | +1,253,062 | +8,184 | -30,588 | Insufficient history |
| 2024-01-09 | AUD | Asset Manager/Institutional | 40,170 | 90,208 | -50,038 | -8,142 | +24,008 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-09 | Corn | Managed Money | 155,242 | 392,451 | 215,534 | -237,209 | -36,260 | -16.82% | -87,554 | Insufficient history |
| 2024-01-09 | Natural Gas | Managed Money | 178,872 | 222,927 | 429,638 | -44,055 | +34,435 | -3.13% | +80,559 | Insufficient history |
| 2024-01-09 | Soybean Meal | Managed Money | 70,241 | 54,110 | 56,015 | +16,131 | -32,576 | 3.69% | -81,217 | Insufficient history |
| 2024-01-09 | Copper | Managed Money | 44,702 | 62,874 | 34,669 | -18,172 | -26,861 | -8.79% | -24,472 | Insufficient history |
| 2024-01-09 | Soybeans | Managed Money | 62,565 | 95,842 | 92,905 | -33,277 | -24,407 | -5.05% | -65,024 | Insufficient history |
| 2024-01-09 | WTI Crude Oil | Managed Money | 201,782 | 110,826 | 332,750 | +90,956 | +24,393 | 5.69% | +45,044 | Insufficient history |
| 2024-01-09 | Gold | Managed Money | 134,333 | 45,874 | 35,868 | +88,459 | -20,690 | 18.05% | -7,069 | Insufficient history |
| 2024-01-09 | Lean Hogs | Managed Money | 39,877 | 46,771 | 36,322 | -6,894 | +10,392 | -3.65% | +11,536 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-09 | Natural Gas | Producer/Merchant/Processor/User | 212,307 | 340,318 | — | -128,011 | -31,238 | -9.09% | -61,332 | Insufficient history |
| 2024-01-09 | Soybean Meal | Producer/Merchant/Processor/User | 114,039 | 214,649 | — | -100,610 | +20,492 | -23.04% | +86,628 | Insufficient history |
| 2024-01-09 | Sugar No. 11 | Producer/Merchant/Processor/User | 326,217 | 359,287 | — | -33,070 | +15,666 | -4.07% | +46,177 | Insufficient history |
| 2024-01-09 | Soybeans | Producer/Merchant/Processor/User | 246,238 | 305,027 | — | -58,789 | +13,972 | -8.93% | +47,105 | Insufficient history |
| 2024-01-09 | Copper | Producer/Merchant/Processor/User | 30,374 | 56,720 | — | -26,346 | +13,706 | -12.74% | -1,485 | Insufficient history |
| 2024-01-09 | Soybean Oil | Producer/Merchant/Processor/User | 138,924 | 215,624 | — | -76,700 | -10,738 | -14.96% | +22,654 | Insufficient history |
| 2024-01-09 | RBOB Gasoline | Producer/Merchant/Processor/User | 110,039 | 204,060 | — | -94,021 | +9,209 | -27.34% | -4,834 | Insufficient history |
| 2024-01-09 | WTI Crude Oil | Producer/Merchant/Processor/User | 485,089 | 353,270 | — | +131,819 | -7,462 | 8.24% | -3,539 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-09 | AUD | Leveraged Funds | 25,773 | 18,719 | — | +7,054 | +12,840 | 4.51% | +7,749 | Insufficient history |
| 2024-01-09 | CHF | Dealer/Intermediary | 8,111 | 8,837 | — | -726 | -1,501 | -1.44% | -14,747 | Insufficient history |
| 2024-01-09 | CHF | Leveraged Funds | 7,457 | 8,261 | — | -804 | -1,704 | -1.60% | +2,592 | Insufficient history |
| 2024-01-09 | VIX | Asset Manager/Institutional | 69,188 | 68,180 | — | +1,008 | +12,551 | 0.28% | +14,867 | Insufficient history |
| 2024-01-09 | US Bond | Other Reportables | 108,123 | 101,148 | — | +6,975 | +7,279 | 0.48% | +27,638 | Insufficient history |
| 2024-01-09 | Cocoa | Non-Reportable | 15,778 | 17,236 | — | -1,458 | -1,933 | -0.45% | -4,807 | Insufficient history |
| 2024-01-09 | Feeder Cattle | Non-Reportable | 12,054 | 12,588 | — | -534 | -682 | -1.02% | -1,098 | Insufficient history |
| 2024-01-09 | Kansas City HRW Wheat | Non-Reportable | 19,685 | 19,375 | — | +310 | +1,288 | 0.14% | +1,756 | Insufficient history |
| 2024-01-09 | Copper | Other Reportables | 19,560 | 14,555 | 13,680 | +5,005 | +5,077 | 2.42% | +15,309 | Insufficient history |
| 2024-01-09 | Copper | Managed Money | 44,702 | 62,874 | 34,669 | -18,172 | -26,861 | -8.79% | -24,472 | Insufficient history |
| 2024-01-09 | Palladium | Non-Reportable | 1,766 | 1,698 | — | +68 | +163 | 0.37% | +350 | Insufficient history |
| 2024-01-09 | Platinum | Swap Dealer | 11,965 | 10,517 | 817 | +1,448 | +2,276 | 2.01% | -9,654 | Insufficient history |