CFTC COT report for 13 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-02-13 | US 10Y | Leveraged Funds | 306,583 | 1,799,733 | -1,493,150 | +102,841 | +83,786 | Insufficient history |
| 2024-02-13 | US 5Y | Leveraged Funds | 799,166 | 2,677,552 | -1,878,386 | +67,968 | +7,920 | Insufficient history |
| 2024-02-13 | US Bond | Leveraged Funds | 85,960 | 478,932 | -392,972 | +32,827 | +30,912 | Insufficient history |
| 2024-02-13 | S&P 500 | Leveraged Funds | 178,596 | 558,063 | -379,467 | +31,624 | -80,788 | Insufficient history |
| 2024-02-13 | JPY | Leveraged Funds | 42,980 | 101,349 | -58,369 | -17,979 | -22,186 | Insufficient history |
| 2024-02-13 | Russell 2000 | Leveraged Funds | 86,893 | 117,182 | -30,289 | -12,228 | -22,962 | Insufficient history |
| 2024-02-13 | VIX | Leveraged Funds | 66,147 | 87,932 | -21,785 | -11,916 | -7,199 | Insufficient history |
| 2024-02-13 | Ultra Bond | Leveraged Funds | 112,696 | 779,444 | -666,748 | +5,137 | -9,586 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-02-13 | US 5Y | Asset Manager/Institutional | 3,053,198 | 1,369,820 | +1,683,378 | -97,339 | -283,863 | Insufficient history |
| 2024-02-13 | US 10Y | Asset Manager/Institutional | 2,427,656 | 1,128,554 | +1,299,102 | -85,849 | -89,444 | Insufficient history |
| 2024-02-13 | US Bond | Asset Manager/Institutional | 774,887 | 314,111 | +460,776 | -31,208 | -53,950 | Insufficient history |
| 2024-02-13 | US 2Y | Asset Manager/Institutional | 1,788,107 | 490,613 | +1,297,494 | -29,349 | +46,707 | Insufficient history |
| 2024-02-13 | S&P 500 | Asset Manager/Institutional | 1,181,559 | 243,719 | +937,840 | +21,822 | +10,537 | Insufficient history |
| 2024-02-13 | Russell 2000 | Asset Manager/Institutional | 201,696 | 145,768 | +55,928 | +18,612 | +13,506 | Insufficient history |
| 2024-02-13 | JPY | Asset Manager/Institutional | 68,114 | 122,609 | -54,495 | -13,049 | -47,035 | Insufficient history |
| 2024-02-13 | Ultra Bond | Asset Manager/Institutional | 1,017,831 | 306,152 | +711,679 | -7,634 | -21,050 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-13 | Gold | Managed Money | 100,642 | 66,466 | 36,698 | +34,176 | -33,893 | 8.12% | -49,053 | Insufficient history |
| 2024-02-13 | Natural Gas | Managed Money | 232,635 | 362,800 | 434,300 | -130,165 | -33,428 | -8.37% | -123,646 | Insufficient history |
| 2024-02-13 | Cotton No. 2 | Managed Money | 77,585 | 6,495 | 25,812 | +71,090 | +24,212 | 27.97% | +72,352 | Insufficient history |
| 2024-02-13 | WTI Crude Oil | Managed Money | 180,235 | 80,047 | 433,454 | +100,188 | +23,115 | 5.83% | +27,715 | Insufficient history |
| 2024-02-13 | Copper | Managed Money | 52,279 | 96,207 | 36,535 | -43,928 | -21,811 | -17.04% | -16,770 | Insufficient history |
| 2024-02-13 | Soybean Meal | Managed Money | 60,673 | 85,658 | 69,602 | -24,985 | -14,294 | -5.05% | -26,491 | Insufficient history |
| 2024-02-13 | Cocoa | Managed Money | 82,618 | 26,401 | 48,854 | +56,217 | -13,302 | 20.69% | -18,448 | Insufficient history |
| 2024-02-13 | Chicago SRW Wheat | Managed Money | 79,676 | 137,556 | 67,446 | -57,880 | +11,438 | -14.61% | +18,983 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-13 | Cotton No. 2 | Producer/Merchant/Processor/User | 32,883 | 156,650 | — | -123,767 | -27,919 | -48.69% | -79,533 | Insufficient history |
| 2024-02-13 | Natural Gas | Producer/Merchant/Processor/User | 219,068 | 310,959 | — | -91,891 | +25,136 | -5.91% | +56,906 | Insufficient history |
| 2024-02-13 | Corn | Producer/Merchant/Processor/User | 458,996 | 430,526 | — | +28,470 | +18,185 | 1.76% | +12,927 | Insufficient history |
| 2024-02-13 | Copper | Producer/Merchant/Processor/User | 47,634 | 57,264 | — | -9,630 | +17,286 | -3.73% | +7,355 | Insufficient history |
| 2024-02-13 | Soybean Meal | Producer/Merchant/Processor/User | 138,550 | 209,577 | — | -71,027 | +15,551 | -14.36% | +31,965 | Insufficient history |
| 2024-02-13 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 48,951 | 86,037 | — | -37,086 | -9,848 | -9.36% | -26,910 | Insufficient history |
| 2024-02-13 | Cocoa | Producer/Merchant/Processor/User | 70,960 | 117,660 | — | -46,700 | +8,469 | -17.19% | +18,665 | Insufficient history |
| 2024-02-13 | Sugar No. 11 | Producer/Merchant/Processor/User | 346,720 | 385,952 | — | -39,232 | -7,313 | -4.43% | -13,526 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-13 | CAD | Non-Reportable | 30,243 | 31,719 | — | -1,476 | -4,800 | -0.91% | -9,936 | Insufficient history |
| 2024-02-13 | CHF | Leveraged Funds | 11,084 | 8,203 | — | +2,881 | +2,948 | 5.23% | +2,860 | Insufficient history |
| 2024-02-13 | JPY | Non-Reportable | 43,189 | 46,825 | — | -3,636 | -4,883 | -1.19% | +1,528 | Insufficient history |
| 2024-02-13 | VIX | Other Reportables | 3,281 | 7,567 | — | -4,286 | -9,767 | -1.18% | -6,938 | Insufficient history |
| 2024-02-13 | Soybean Oil | Non-Reportable | 27,680 | 28,527 | — | -847 | -2,685 | -0.15% | -3,200 | Insufficient history |
| 2024-02-13 | NY Harbor ULSD | Other Reportables | 12,978 | 18,450 | 30,603 | -5,472 | -6,838 | -1.44% | -14,308 | Insufficient history |
| 2024-02-13 | Silver | Swap Dealer | 35,052 | 33,230 | 4,437 | +1,822 | +2,642 | 1.19% | +8,374 | Insufficient history |