CFTC COT report for 23 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-01-23 | S&P 500 | Leveraged Funds | 178,471 | 571,094 | -392,623 | -93,944 | -37,628 | Insufficient history |
| 2024-01-23 | US 5Y | Leveraged Funds | 917,626 | 2,834,849 | -1,917,223 | -30,917 | +53,104 | Insufficient history |
| 2024-01-23 | US Bond | Leveraged Funds | 79,740 | 490,110 | -410,370 | +13,514 | -48,851 | Insufficient history |
| 2024-01-23 | CAD | Leveraged Funds | 13,262 | 36,565 | -23,303 | +8,764 | +30,856 | Insufficient history |
| 2024-01-23 | US 2Y | Leveraged Funds | 880,536 | 2,306,334 | -1,425,798 | +8,759 | +105,225 | Insufficient history |
| 2024-01-23 | EUR | Leveraged Funds | 75,337 | 71,769 | +3,568 | -8,377 | +7,801 | Insufficient history |
| 2024-01-23 | JPY | Leveraged Funds | 46,599 | 75,099 | -28,500 | +7,683 | +29,688 | Insufficient history |
| 2024-01-23 | Ultra Bond | Leveraged Funds | 91,723 | 756,122 | -664,399 | -7,237 | -23,848 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-01-23 | US 2Y | Asset Manager/Institutional | 1,698,065 | 483,699 | +1,214,366 | -36,421 | -8,514 | Insufficient history |
| 2024-01-23 | JPY | Asset Manager/Institutional | 65,726 | 94,400 | -28,674 | -21,214 | -45,072 | Insufficient history |
| 2024-01-23 | US 10Y | Asset Manager/Institutional | 2,491,161 | 1,087,018 | +1,404,143 | +15,597 | +105,780 | Insufficient history |
| 2024-01-23 | S&P 500 | Asset Manager/Institutional | 1,190,608 | 278,354 | +912,254 | -15,049 | +33,881 | Insufficient history |
| 2024-01-23 | CAD | Asset Manager/Institutional | 43,754 | 56,740 | -12,986 | -12,834 | -13,263 | Insufficient history |
| 2024-01-23 | US 5Y | Asset Manager/Institutional | 3,151,214 | 1,195,312 | +1,955,902 | -11,339 | -14,835 | Insufficient history |
| 2024-01-23 | VIX | Asset Manager/Institutional | 59,957 | 72,380 | -12,423 | -11,119 | -2,698 | Insufficient history |
| 2024-01-23 | Nasdaq-100 | Asset Manager/Institutional | 117,894 | 23,690 | +94,204 | +8,569 | +3,568 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-23 | WTI Crude Oil | Managed Money | 211,002 | 89,252 | 345,983 | +121,750 | +49,277 | 7.38% | +14,347 | Insufficient history |
| 2024-01-23 | Natural Gas | Managed Money | 206,667 | 244,600 | 424,751 | -37,933 | -31,414 | -2.62% | +67,058 | Insufficient history |
| 2024-01-23 | Cotton No. 2 | Managed Money | 48,727 | 22,573 | 29,544 | +26,154 | +27,416 | 11.48% | +29,352 | Insufficient history |
| 2024-01-23 | Gold | Managed Money | 111,298 | 50,265 | 40,521 | +61,033 | -22,196 | 13.10% | -45,421 | Insufficient history |
| 2024-01-23 | Soybeans | Managed Money | 48,552 | 144,944 | 114,695 | -96,392 | -17,565 | -13.26% | -107,889 | Insufficient history |
| 2024-01-23 | Soybean Meal | Managed Money | 55,617 | 68,841 | 65,201 | -13,224 | -14,730 | -2.75% | -77,628 | Insufficient history |
| 2024-01-23 | Sugar No. 11 | Managed Money | 99,499 | 64,681 | 80,177 | +34,818 | +14,312 | 4.25% | +7,472 | Insufficient history |
| 2024-01-23 | Silver | Managed Money | 29,434 | 32,088 | 10,766 | -2,654 | -8,877 | -1.91% | -19,451 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-23 | Cotton No. 2 | Producer/Merchant/Processor/User | 36,186 | 107,170 | — | -70,984 | -26,750 | -31.17% | -32,988 | Insufficient history |
| 2024-01-23 | Natural Gas | Producer/Merchant/Processor/User | 211,257 | 345,875 | — | -134,618 | +14,179 | -9.32% | -54,019 | Insufficient history |
| 2024-01-23 | NY Harbor ULSD | Producer/Merchant/Processor/User | 97,190 | 186,623 | — | -89,433 | +10,600 | -25.52% | +6,354 | Insufficient history |
| 2024-01-23 | WTI Crude Oil | Producer/Merchant/Processor/User | 524,758 | 390,379 | — | +134,379 | -10,534 | 8.14% | +10,531 | Insufficient history |
| 2024-01-23 | Soybeans | Producer/Merchant/Processor/User | 284,252 | 281,404 | — | +2,848 | +9,905 | 0.39% | +88,342 | Insufficient history |
| 2024-01-23 | Soybean Meal | Producer/Merchant/Processor/User | 134,840 | 229,290 | — | -94,450 | +8,542 | -19.67% | +41,174 | Insufficient history |
| 2024-01-23 | RBOB Gasoline | Producer/Merchant/Processor/User | 120,540 | 216,437 | — | -95,897 | -7,110 | -26.03% | -2,053 | Insufficient history |
| 2024-01-23 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 64,227 | 79,696 | — | -15,469 | -5,293 | -3.77% | +5,148 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-23 | CHF | Dealer/Intermediary | 8,895 | 7,068 | — | +1,827 | +4,196 | 3.77% | -1,320 | Insufficient history |
| 2024-01-23 | CHF | Non-Reportable | 14,073 | 15,101 | — | -1,028 | -4,493 | -2.12% | +1,052 | Insufficient history |
| 2024-01-23 | Cotton No. 2 | Non-Reportable | 13,524 | 11,260 | — | +2,264 | +2,992 | 0.99% | +2,390 | Insufficient history |
| 2024-01-23 | Cotton No. 2 | Managed Money | 48,727 | 22,573 | 29,544 | +26,154 | +27,416 | 11.48% | +29,352 | Insufficient history |
| 2024-01-23 | Feeder Cattle | Managed Money | 9,166 | 7,605 | 8,654 | +1,561 | +3,298 | 3.07% | +4,653 | Insufficient history |
| 2024-01-23 | Lean Hogs | Managed Money | 45,050 | 42,558 | 32,997 | +2,492 | +4,591 | 1.24% | +8,382 | Insufficient history |
| 2024-01-23 | Live Cattle | Non-Reportable | 33,259 | 32,820 | — | +439 | +628 | 0.16% | +2,696 | Insufficient history |
| 2024-01-23 | Soybean Meal | Managed Money | 55,617 | 68,841 | 65,201 | -13,224 | -14,730 | -2.75% | -77,628 | Insufficient history |
| 2024-01-23 | Soybeans | Producer/Merchant/Processor/User | 284,252 | 281,404 | — | +2,848 | +9,905 | 0.39% | +88,342 | Insufficient history |
| 2024-01-23 | Platinum | Managed Money | 28,768 | 35,551 | 2,039 | -6,783 | -7,402 | -8.54% | -23,340 | Insufficient history |
| 2024-01-23 | Silver | Managed Money | 29,434 | 32,088 | 10,766 | -2,654 | -8,877 | -1.91% | -19,451 | Insufficient history |