CFTC COT report for 20 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-02-20 | US 5Y | Leveraged Funds | 811,957 | 2,628,068 | -1,816,111 | +62,275 | +101,112 | Insufficient history |
| 2024-02-20 | US 10Y | Leveraged Funds | 314,567 | 1,753,759 | -1,439,192 | +53,958 | +138,346 | Insufficient history |
| 2024-02-20 | S&P 500 | Leveraged Funds | 150,382 | 567,646 | -417,264 | -37,797 | -24,641 | Insufficient history |
| 2024-02-20 | US 2Y | Leveraged Funds | 727,198 | 2,183,254 | -1,456,056 | +27,786 | -30,258 | Insufficient history |
| 2024-02-20 | EUR | Leveraged Funds | 87,583 | 77,256 | +10,327 | +16,112 | +6,759 | Insufficient history |
| 2024-02-20 | Ultra Bond | Leveraged Funds | 112,952 | 764,954 | -652,002 | +14,746 | +12,397 | Insufficient history |
| 2024-02-20 | US Bond | Leveraged Funds | 87,031 | 466,554 | -379,523 | +13,449 | +30,847 | Insufficient history |
| 2024-02-20 | CAD | Leveraged Funds | 12,661 | 32,549 | -19,888 | +7,717 | +3,415 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-02-20 | US 2Y | Asset Manager/Institutional | 1,819,641 | 491,390 | +1,328,251 | +30,757 | +113,885 | Insufficient history |
| 2024-02-20 | US 5Y | Asset Manager/Institutional | 3,045,553 | 1,389,819 | +1,655,734 | -27,644 | -300,168 | Insufficient history |
| 2024-02-20 | EUR | Asset Manager/Institutional | 444,982 | 142,138 | +302,844 | -25,778 | -74,926 | Insufficient history |
| 2024-02-20 | Russell 2000 | Asset Manager/Institutional | 208,209 | 136,713 | +71,496 | +15,568 | +24,350 | Insufficient history |
| 2024-02-20 | US Bond | Asset Manager/Institutional | 762,436 | 316,652 | +445,784 | -14,992 | -69,918 | Insufficient history |
| 2024-02-20 | JPY | Asset Manager/Institutional | 60,681 | 125,848 | -65,167 | -10,672 | -36,493 | Insufficient history |
| 2024-02-20 | S&P 500 | Asset Manager/Institutional | 1,177,894 | 232,595 | +945,299 | +7,459 | +33,045 | Insufficient history |
| 2024-02-20 | AUD | Asset Manager/Institutional | 32,787 | 133,648 | -100,861 | -5,026 | -28,606 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-20 | Copper | Managed Money | 63,104 | 74,057 | 26,757 | -10,953 | +32,975 | -4.76% | +21,754 | Insufficient history |
| 2024-02-20 | Natural Gas | Managed Money | 245,132 | 405,861 | 413,581 | -160,729 | -30,564 | -10.09% | -122,796 | Insufficient history |
| 2024-02-20 | Corn | Managed Money | 169,844 | 498,428 | 259,079 | -328,584 | -23,581 | -20.52% | -53,117 | Insufficient history |
| 2024-02-20 | WTI Crude Oil | Managed Money | 193,300 | 69,904 | 402,146 | +123,396 | +23,208 | 7.42% | +1,646 | Insufficient history |
| 2024-02-20 | Gold | Managed Money | 98,840 | 48,917 | 35,670 | +49,923 | +15,747 | 12.26% | -11,110 | Insufficient history |
| 2024-02-20 | Soybean Oil | Managed Money | 60,794 | 113,208 | 114,120 | -52,414 | -14,918 | -9.43% | -8,671 | Insufficient history |
| 2024-02-20 | Cotton No. 2 | Managed Money | 91,739 | 6,133 | 30,520 | +85,606 | +14,516 | 32.28% | +59,452 | Insufficient history |
| 2024-02-20 | Silver | Managed Money | 36,252 | 31,327 | 10,731 | +4,925 | +13,908 | 3.35% | +7,579 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-20 | Sugar No. 11 | Producer/Merchant/Processor/User | 311,569 | 383,355 | — | -71,786 | -32,554 | -8.45% | -44,222 | Insufficient history |
| 2024-02-20 | Corn | Producer/Merchant/Processor/User | 467,638 | 419,038 | — | +48,600 | +20,130 | 3.03% | +35,037 | Insufficient history |
| 2024-02-20 | Natural Gas | Producer/Merchant/Processor/User | 233,126 | 306,380 | — | -73,254 | +18,637 | -4.60% | +61,364 | Insufficient history |
| 2024-02-20 | WTI Crude Oil | Producer/Merchant/Processor/User | 493,605 | 363,524 | — | +130,081 | -17,698 | 7.82% | -4,298 | Insufficient history |
| 2024-02-20 | Lean Hogs | Producer/Merchant/Processor/User | 15,403 | 83,219 | — | -67,816 | -16,712 | -30.08% | -44,642 | Insufficient history |
| 2024-02-20 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 51,309 | 73,366 | — | -22,057 | +15,029 | -5.56% | -6,588 | Insufficient history |
| 2024-02-20 | Copper | Producer/Merchant/Processor/User | 38,874 | 60,100 | — | -21,226 | -11,596 | -9.23% | -8,080 | Insufficient history |
| 2024-02-20 | Live Cattle | Producer/Merchant/Processor/User | 51,753 | 159,731 | — | -107,978 | -7,794 | -37.16% | -33,342 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-20 | Nasdaq-100 | Other Reportables | 7,116 | 8,539 | — | -1,423 | -7,344 | -0.49% | -187 | Insufficient history |
| 2024-02-20 | EUR | Leveraged Funds | 87,583 | 77,256 | — | +10,327 | +16,112 | 1.42% | +6,759 | Insufficient history |
| 2024-02-20 | GBP | Non-Reportable | 30,014 | 27,320 | — | +2,694 | +6,283 | 1.35% | -208 | Insufficient history |
| 2024-02-20 | NZD | Dealer/Intermediary | 4,576 | 7,401 | — | -2,825 | -2,845 | -6.89% | -6,355 | Insufficient history |
| 2024-02-20 | Soybean Oil | Non-Reportable | 27,829 | 26,415 | — | +1,414 | +2,261 | 0.25% | -1,879 | Insufficient history |
| 2024-02-20 | Natural Gas | Other Reportables | 111,202 | 104,345 | 172,986 | +6,857 | +13,249 | 0.43% | +49,505 | Insufficient history |
| 2024-02-20 | Copper | Other Reportables | 16,837 | 21,826 | 16,949 | -4,989 | -16,220 | -2.17% | -7,773 | Insufficient history |
| 2024-02-20 | Copper | Non-Reportable | 16,243 | 16,509 | — | -266 | -2,537 | -0.11% | -2,494 | Insufficient history |
| 2024-02-20 | Palladium | Non-Reportable | 1,733 | 1,837 | — | -104 | -573 | -0.42% | -719 | Insufficient history |
| 2024-02-20 | Silver | Swap Dealer | 33,267 | 34,936 | 5,633 | -1,669 | -3,491 | -1.13% | -457 | Insufficient history |
| 2024-02-20 | Silver | Managed Money | 36,252 | 31,327 | 10,731 | +4,925 | +13,908 | 3.35% | +7,579 | Insufficient history |