CFTC COT report for 6 February 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-02-06 | US 10Y | Leveraged Funds | 289,952 | 1,885,943 | -1,595,991 | +80,880 | -88,284 | Insufficient history |
| 2024-02-06 | US 5Y | Leveraged Funds | 769,622 | 2,715,976 | -1,946,354 | -29,065 | -71,498 | Insufficient history |
| 2024-02-06 | S&P 500 | Leveraged Funds | 164,837 | 575,928 | -411,091 | +18,445 | -98,576 | Insufficient history |
| 2024-02-06 | EUR | Leveraged Funds | 80,024 | 85,356 | -5,332 | -15,881 | -21,193 | Insufficient history |
| 2024-02-06 | US 2Y | Leveraged Funds | 787,816 | 2,275,793 | -1,487,977 | -14,464 | -4,587 | Insufficient history |
| 2024-02-06 | US Bond | Leveraged Funds | 71,150 | 496,949 | -425,799 | -12,771 | +7,551 | Insufficient history |
| 2024-02-06 | VIX | Leveraged Funds | 75,922 | 85,791 | -9,869 | +8,700 | +8,013 | Insufficient history |
| 2024-02-06 | CAD | Leveraged Funds | 9,734 | 38,186 | -28,452 | -7,573 | +7,134 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-02-06 | US 5Y | Asset Manager/Institutional | 3,064,411 | 1,283,694 | +1,780,717 | -93,371 | -149,379 | Insufficient history |
| 2024-02-06 | S&P 500 | Asset Manager/Institutional | 1,179,498 | 263,480 | +916,018 | -53,474 | -12,043 | Insufficient history |
| 2024-02-06 | US 10Y | Asset Manager/Institutional | 2,442,677 | 1,057,726 | +1,384,951 | -45,538 | +71,135 | Insufficient history |
| 2024-02-06 | US 2Y | Asset Manager/Institutional | 1,812,279 | 485,436 | +1,326,843 | +44,381 | +73,781 | Insufficient history |
| 2024-02-06 | EUR | Asset Manager/Institutional | 466,851 | 131,883 | +334,968 | -23,029 | -30,584 | Insufficient history |
| 2024-02-06 | Ultra Bond | Asset Manager/Institutional | 1,026,581 | 307,268 | +719,313 | -13,631 | -37,171 | Insufficient history |
| 2024-02-06 | GBP | Asset Manager/Institutional | 46,152 | 92,519 | -46,367 | -12,643 | -1,057 | Insufficient history |
| 2024-02-06 | US Bond | Asset Manager/Institutional | 789,954 | 297,970 | +491,984 | -11,942 | -35,664 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-06 | WTI Crude Oil | Managed Money | 167,934 | 90,861 | 421,510 | +77,073 | -60,442 | 4.26% | -13,883 | Insufficient history |
| 2024-02-06 | Natural Gas | Managed Money | 209,999 | 306,736 | 454,590 | -96,737 | -26,216 | -6.31% | -52,682 | Insufficient history |
| 2024-02-06 | Soybeans | Managed Money | 44,605 | 165,768 | 131,185 | -121,163 | -19,565 | -15.59% | -87,886 | Insufficient history |
| 2024-02-06 | Copper | Managed Money | 50,487 | 72,604 | 42,966 | -22,117 | -17,296 | -8.99% | -3,945 | Insufficient history |
| 2024-02-06 | Cotton No. 2 | Managed Money | 58,258 | 11,380 | 31,028 | +46,878 | +16,772 | 17.69% | +52,744 | Insufficient history |
| 2024-02-06 | Corn | Managed Money | 168,628 | 462,306 | 242,413 | -293,678 | -14,130 | -18.24% | -56,469 | Insufficient history |
| 2024-02-06 | Gold | Managed Money | 114,316 | 46,247 | 31,466 | +68,069 | +12,045 | 16.24% | -20,390 | Insufficient history |
| 2024-02-06 | RBOB Gasoline | Managed Money | 72,169 | 15,215 | 49,082 | +56,954 | -11,463 | 15.12% | -5,110 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-06 | Soybeans | Producer/Merchant/Processor/User | 310,226 | 262,645 | — | +47,581 | +18,556 | 6.12% | +106,370 | Insufficient history |
| 2024-02-06 | Cotton No. 2 | Producer/Merchant/Processor/User | 44,405 | 140,253 | — | -95,848 | -18,486 | -36.18% | -56,708 | Insufficient history |
| 2024-02-06 | WTI Crude Oil | Producer/Merchant/Processor/User | 568,604 | 427,102 | — | +141,502 | +15,086 | 7.82% | +9,683 | Insufficient history |
| 2024-02-06 | Cocoa | Producer/Merchant/Processor/User | 78,017 | 133,186 | — | -55,169 | +11,896 | -17.36% | +5,041 | Insufficient history |
| 2024-02-06 | Live Cattle | Producer/Merchant/Processor/User | 52,681 | 147,182 | — | -94,501 | -11,003 | -33.85% | -20,747 | Insufficient history |
| 2024-02-06 | RBOB Gasoline | Producer/Merchant/Processor/User | 130,134 | 215,868 | — | -85,734 | +9,083 | -22.76% | +8,287 | Insufficient history |
| 2024-02-06 | Lean Hogs | Producer/Merchant/Processor/User | 20,348 | 68,737 | — | -48,389 | -8,672 | -22.07% | -30,230 | Insufficient history |
| 2024-02-06 | Soybean Oil | Producer/Merchant/Processor/User | 153,086 | 240,586 | — | -87,500 | -8,623 | -14.92% | -10,800 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-06 | Nasdaq-100 | Other Reportables | 10,867 | 8,118 | — | +2,749 | +6,365 | 0.96% | +6,689 | Insufficient history |
| 2024-02-06 | CHF | Leveraged Funds | 8,264 | 8,331 | — | -67 | -2,818 | -0.13% | +737 | Insufficient history |
| 2024-02-06 | EUR | Leveraged Funds | 80,024 | 85,356 | — | -5,332 | -15,881 | -0.72% | -21,193 | Insufficient history |
| 2024-02-06 | GBP | Non-Reportable | 24,530 | 30,133 | — | -5,603 | -8,830 | -2.81% | -7,744 | Insufficient history |
| 2024-02-06 | NY Harbor ULSD | Other Reportables | 14,311 | 12,945 | 32,186 | +1,366 | +1,388 | 0.38% | -5,817 | Insufficient history |
| 2024-02-06 | Copper | Other Reportables | 20,796 | 12,389 | 23,934 | +8,407 | +12,184 | 3.42% | +3,402 | Insufficient history |
| 2024-02-06 | Silver | Managed Money | 32,101 | 36,700 | 11,454 | -4,599 | -8,930 | -3.12% | -12,947 | Insufficient history |