CFTC COT report for 16 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-01-16 | US 10Y | Leveraged Funds | 346,550 | 1,923,486 | -1,576,936 | -69,229 | -176,352 | Insufficient history |
| 2024-01-16 | US 2Y | Leveraged Funds | 864,296 | 2,298,853 | -1,434,557 | +48,833 | +90,021 | Insufficient history |
| 2024-01-16 | Russell 2000 | Leveraged Funds | 109,629 | 116,956 | -7,327 | +22,282 | +53,705 | Insufficient history |
| 2024-01-16 | S&P 500 | Leveraged Funds | 152,279 | 450,958 | -298,679 | +13,836 | +8,853 | Insufficient history |
| 2024-01-16 | US 5Y | Leveraged Funds | 940,081 | 2,826,387 | -1,886,306 | -11,450 | +88,648 | Insufficient history |
| 2024-01-16 | US Bond | Leveraged Funds | 79,984 | 503,868 | -423,884 | +9,466 | -70,296 | Insufficient history |
| 2024-01-16 | JPY | Leveraged Funds | 35,551 | 71,734 | -36,183 | +8,946 | +21,725 | Insufficient history |
| 2024-01-16 | Ultra Bond | Leveraged Funds | 100,908 | 758,070 | -657,162 | +8,295 | -21,073 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-01-16 | US 10Y | Asset Manager/Institutional | 2,534,390 | 1,145,844 | +1,388,546 | +74,730 | +150,563 | Insufficient history |
| 2024-01-16 | US 5Y | Asset Manager/Institutional | 3,084,106 | 1,116,865 | +1,967,241 | +37,145 | -16,298 | Insufficient history |
| 2024-01-16 | Ultra Bond | Asset Manager/Institutional | 1,041,062 | 308,333 | +732,729 | -23,755 | +25,083 | Insufficient history |
| 2024-01-16 | Russell 2000 | Asset Manager/Institutional | 206,779 | 164,357 | +42,422 | -17,154 | -32,209 | Insufficient history |
| 2024-01-16 | EUR | Asset Manager/Institutional | 479,464 | 97,950 | +381,514 | +15,962 | +18,196 | Insufficient history |
| 2024-01-16 | AUD | Asset Manager/Institutional | 37,688 | 103,579 | -65,891 | -15,853 | -1,828 | Insufficient history |
| 2024-01-16 | JPY | Asset Manager/Institutional | 66,178 | 73,638 | -7,460 | -13,249 | -19,783 | Insufficient history |
| 2024-01-16 | US Bond | Asset Manager/Institutional | 813,611 | 298,885 | +514,726 | -12,922 | +17,910 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-16 | Soybeans | Managed Money | 54,101 | 132,928 | 99,250 | -78,827 | -45,550 | -11.59% | -89,313 | Insufficient history |
| 2024-01-16 | Natural Gas | Managed Money | 188,751 | 195,270 | 438,336 | -6,519 | +37,536 | -0.46% | +115,219 | Insufficient history |
| 2024-01-16 | Corn | Managed Money | 151,563 | 423,213 | 227,817 | -271,650 | -34,441 | -18.06% | -89,292 | Insufficient history |
| 2024-01-16 | WTI Crude Oil | Managed Money | 196,664 | 124,191 | 309,969 | +72,473 | -18,483 | 4.50% | -14,855 | Insufficient history |
| 2024-01-16 | Platinum | Managed Money | 28,256 | 27,637 | 3,533 | +619 | -16,354 | 0.82% | -10,115 | Insufficient history |
| 2024-01-16 | Chicago SRW Wheat | Managed Money | 68,075 | 144,938 | 76,403 | -76,863 | -15,113 | -19.20% | -9,987 | Insufficient history |
| 2024-01-16 | Soybean Meal | Managed Money | 64,904 | 63,398 | 63,297 | +1,506 | -14,625 | 0.32% | -78,350 | Insufficient history |
| 2024-01-16 | Copper | Managed Money | 43,330 | 70,488 | 32,129 | -27,158 | -8,986 | -12.38% | -42,225 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-16 | Soybeans | Producer/Merchant/Processor/User | 265,419 | 272,476 | — | -7,057 | +51,732 | -1.03% | +82,956 | Insufficient history |
| 2024-01-16 | Corn | Producer/Merchant/Processor/User | 454,447 | 438,904 | — | +15,543 | +28,606 | 1.03% | +47,233 | Insufficient history |
| 2024-01-16 | Natural Gas | Producer/Merchant/Processor/User | 207,127 | 355,924 | — | -148,797 | -20,786 | -10.58% | -77,436 | Insufficient history |
| 2024-01-16 | WTI Crude Oil | Producer/Merchant/Processor/User | 502,525 | 357,612 | — | +144,913 | +13,094 | 8.99% | +10,609 | Insufficient history |
| 2024-01-16 | Soybean Oil | Producer/Merchant/Processor/User | 142,721 | 231,341 | — | -88,620 | -11,920 | -16.40% | +1,942 | Insufficient history |
| 2024-01-16 | Copper | Producer/Merchant/Processor/User | 41,761 | 58,746 | — | -16,985 | +9,361 | -7.74% | +16,295 | Insufficient history |
| 2024-01-16 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 68,356 | 78,532 | — | -10,176 | +8,673 | -2.54% | +6,572 | Insufficient history |
| 2024-01-16 | Sugar No. 11 | Producer/Merchant/Processor/User | 329,656 | 355,362 | — | -25,706 | +7,364 | -3.20% | +45,774 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-16 | Russell 2000 | Other Reportables | 20,655 | 22,033 | — | -1,378 | -8,770 | -0.28% | -23,120 | Insufficient history |
| 2024-01-16 | CAD | Asset Manager/Institutional | 52,352 | 52,504 | — | -152 | -10,388 | -0.09% | +26,030 | Insufficient history |
| 2024-01-16 | CHF | Leveraged Funds | 7,763 | 7,742 | — | +21 | +825 | 0.04% | +376 | Insufficient history |
| 2024-01-16 | CHF | Other Reportables | 1,634 | 1,600 | — | +34 | +161 | 0.06% | -888 | Insufficient history |
| 2024-01-16 | JPY | Asset Manager/Institutional | 66,178 | 73,638 | — | -7,460 | -13,249 | -3.49% | -19,783 | Insufficient history |
| 2024-01-16 | JPY | Non-Reportable | 38,443 | 43,607 | — | -5,164 | -6,922 | -2.42% | -7,373 | Insufficient history |
| 2024-01-16 | NZD | Dealer/Intermediary | 6,085 | 5,014 | — | +1,071 | +1,809 | 2.78% | -3,205 | Insufficient history |
| 2024-01-16 | Bitcoin | Other Reportables | 613 | 1,488 | — | -875 | -2,471 | -3.75% | -2,980 | Insufficient history |
| 2024-01-16 | VIX | Asset Manager/Institutional | 67,134 | 68,438 | — | -1,304 | -2,312 | -0.36% | +7,279 | Insufficient history |
| 2024-01-16 | Cocoa | Non-Reportable | 17,499 | 15,381 | — | +2,118 | +3,576 | 0.65% | +598 | Insufficient history |
| 2024-01-16 | Coffee C | Other Reportables | 13,959 | 11,013 | 28,104 | +2,946 | +3,248 | 1.33% | +1,425 | Insufficient history |
| 2024-01-16 | Corn | Producer/Merchant/Processor/User | 454,447 | 438,904 | — | +15,543 | +28,606 | 1.03% | +47,233 | Insufficient history |
| 2024-01-16 | Orange Juice | Other Reportables | 1,353 | 1,229 | 452 | +124 | +389 | 1.46% | +1,039 | Insufficient history |
| 2024-01-16 | Kansas City HRW Wheat | Non-Reportable | 18,787 | 21,926 | — | -3,139 | -3,449 | -1.42% | -2,284 | Insufficient history |