CFTC COT report for 30 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-01-30 | US 10Y | Leveraged Funds | 306,284 | 1,983,155 | -1,676,871 | -99,333 | -138,743 | Insufficient history |
| 2024-01-30 | US 2Y | Leveraged Funds | 853,061 | 2,326,574 | -1,473,513 | -47,715 | +19,821 | Insufficient history |
| 2024-01-30 | S&P 500 | Leveraged Funds | 175,813 | 605,349 | -429,536 | -36,913 | -39,735 | Insufficient history |
| 2024-01-30 | JPY | Leveraged Funds | 35,268 | 74,782 | -39,514 | -11,014 | +19,281 | Insufficient history |
| 2024-01-30 | Nasdaq-100 | Leveraged Funds | 60,992 | 87,647 | -26,655 | +9,722 | +8,271 | Insufficient history |
| 2024-01-30 | VIX | Leveraged Funds | 61,867 | 80,436 | -18,569 | -8,810 | -8,475 | Insufficient history |
| 2024-01-30 | Russell 2000 | Leveraged Funds | 104,388 | 121,521 | -17,133 | -7,120 | +22,531 | Insufficient history |
| 2024-01-30 | EUR | Leveraged Funds | 79,542 | 68,993 | +10,549 | +6,981 | -2,162 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-01-30 | US 5Y | Asset Manager/Institutional | 3,100,514 | 1,226,426 | +1,874,088 | -81,814 | -105,401 | Insufficient history |
| 2024-01-30 | US 2Y | Asset Manager/Institutional | 1,754,032 | 471,570 | +1,282,462 | +68,096 | +37,584 | Insufficient history |
| 2024-01-30 | S&P 500 | Asset Manager/Institutional | 1,210,061 | 240,569 | +969,492 | +57,238 | +14,569 | Insufficient history |
| 2024-01-30 | US 10Y | Asset Manager/Institutional | 2,501,712 | 1,071,223 | +1,430,489 | +26,346 | +88,202 | Insufficient history |
| 2024-01-30 | EUR | Asset Manager/Institutional | 470,145 | 112,148 | +357,997 | -19,773 | -10,202 | Insufficient history |
| 2024-01-30 | US Bond | Asset Manager/Institutional | 785,997 | 282,071 | +503,926 | -11,776 | -30,846 | Insufficient history |
| 2024-01-30 | Dow Jones | Asset Manager/Institutional | 22,517 | 3,917 | +18,600 | +7,814 | -781 | Insufficient history |
| 2024-01-30 | AUD | Asset Manager/Institutional | 30,589 | 109,587 | -78,998 | -6,743 | -37,102 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-30 | Natural Gas | Managed Money | 209,615 | 280,136 | 437,750 | -70,521 | -32,588 | -4.79% | +7,969 | Insufficient history |
| 2024-01-30 | Copper | Managed Money | 54,098 | 58,919 | 33,738 | -4,821 | +27,886 | -2.09% | -13,510 | Insufficient history |
| 2024-01-30 | Lean Hogs | Managed Money | 52,378 | 26,431 | 31,700 | +25,947 | +23,455 | 11.84% | +43,233 | Insufficient history |
| 2024-01-30 | WTI Crude Oil | Managed Money | 213,400 | 75,885 | 398,526 | +137,515 | +15,765 | 7.86% | +70,952 | Insufficient history |
| 2024-01-30 | Sugar No. 11 | Managed Money | 106,908 | 56,328 | 88,848 | +50,580 | +15,762 | 5.94% | +26,757 | Insufficient history |
| 2024-01-30 | Live Cattle | Managed Money | 53,539 | 23,523 | 42,881 | +30,016 | +12,644 | 10.80% | +12,164 | Insufficient history |
| 2024-01-30 | Soybean Oil | Managed Money | 59,147 | 110,213 | 114,174 | -51,066 | -7,323 | -8.82% | -832 | Insufficient history |
| 2024-01-30 | NY Harbor ULSD | Managed Money | 37,282 | 13,411 | 56,584 | +23,871 | +7,059 | 6.82% | +4,930 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-30 | Soybeans | Producer/Merchant/Processor/User | 307,072 | 278,047 | — | +29,025 | +26,177 | 3.84% | +101,786 | Insufficient history |
| 2024-01-30 | Lean Hogs | Producer/Merchant/Processor/User | 20,924 | 60,641 | — | -39,717 | -16,543 | -18.13% | -27,324 | Insufficient history |
| 2024-01-30 | Copper | Producer/Merchant/Processor/User | 35,413 | 64,279 | — | -28,866 | -15,720 | -12.56% | +11,186 | Insufficient history |
| 2024-01-30 | Soybean Oil | Producer/Merchant/Processor/User | 155,219 | 234,096 | — | -78,877 | +12,819 | -13.63% | -12,915 | Insufficient history |
| 2024-01-30 | Natural Gas | Producer/Merchant/Processor/User | 209,282 | 332,202 | — | -122,920 | +11,698 | -8.35% | -26,147 | Insufficient history |
| 2024-01-30 | Soybean Meal | Producer/Merchant/Processor/User | 137,815 | 221,068 | — | -83,253 | +11,197 | -17.22% | +37,849 | Insufficient history |
| 2024-01-30 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 57,885 | 82,923 | — | -25,038 | -9,569 | -6.10% | -6,545 | Insufficient history |
| 2024-01-30 | Corn | Producer/Merchant/Processor/User | 460,975 | 456,373 | — | +4,602 | -8,961 | 0.28% | +15,836 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-30 | Russell 2000 | Other Reportables | 24,238 | 16,224 | — | +8,014 | +17,011 | 1.57% | +7,392 | Insufficient history |
| 2024-01-30 | AUD | Non-Reportable | 21,902 | 22,454 | — | -552 | -2,023 | -0.33% | -13,150 | Insufficient history |
| 2024-01-30 | JPY | Non-Reportable | 41,873 | 41,552 | — | +321 | +6,668 | 0.13% | -1,385 | Insufficient history |
| 2024-01-30 | Ultra Bond | Other Reportables | 36,236 | 34,552 | — | +1,684 | +4,580 | 0.10% | +12,187 | Insufficient history |
| 2024-01-30 | Feeder Cattle | Swap Dealer | 2,262 | 1,293 | 2,414 | +969 | +1,317 | 2.00% | +1,651 | Insufficient history |
| 2024-01-30 | Live Cattle | Non-Reportable | 31,065 | 34,329 | — | -3,264 | -3,703 | -1.17% | -1,438 | Insufficient history |
| 2024-01-30 | Orange Juice | Other Reportables | 1,183 | 1,196 | 384 | -13 | -34 | -0.15% | +661 | Insufficient history |
| 2024-01-30 | Orange Juice | Non-Reportable | 1,698 | 1,452 | — | +246 | +548 | 2.97% | +374 | Insufficient history |
| 2024-01-30 | NY Harbor ULSD | Other Reportables | 12,078 | 12,100 | 32,337 | -22 | -5,502 | 0.00% | -10,191 | Insufficient history |
| 2024-01-30 | Copper | Other Reportables | 17,002 | 20,779 | 16,816 | -3,777 | -6,561 | -1.64% | -3,705 | Insufficient history |
| 2024-01-30 | Silver | Managed Money | 32,840 | 28,509 | 9,676 | +4,331 | +6,985 | 3.17% | -11,726 | Insufficient history |