CFTC COT report for 27 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-02-27 | US 5Y | Leveraged Funds | 774,074 | 2,717,610 | -1,943,536 | -127,425 | -26,247 | Insufficient history |
| 2024-02-27 | US 10Y | Leveraged Funds | 286,044 | 1,639,888 | -1,353,844 | +85,348 | +323,027 | Insufficient history |
| 2024-02-27 | US 2Y | Leveraged Funds | 592,201 | 1,985,033 | -1,392,832 | +63,224 | +80,681 | Insufficient history |
| 2024-02-27 | US Bond | Leveraged Funds | 119,344 | 458,292 | -338,948 | +40,575 | +74,080 | Insufficient history |
| 2024-02-27 | Ultra Bond | Leveraged Funds | 113,132 | 726,224 | -613,092 | +38,910 | +56,854 | Insufficient history |
| 2024-02-27 | JPY | Leveraged Funds | 30,322 | 109,695 | -79,373 | -19,902 | -39,859 | Insufficient history |
| 2024-02-27 | S&P 500 | Leveraged Funds | 167,174 | 601,419 | -434,245 | -16,981 | -4,709 | Insufficient history |
| 2024-02-27 | Russell 2000 | Leveraged Funds | 91,193 | 113,170 | -21,977 | +13,797 | -4,844 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-02-27 | US 10Y | Asset Manager/Institutional | 2,288,270 | 1,087,416 | +1,200,854 | -97,354 | -229,635 | Insufficient history |
| 2024-02-27 | US 2Y | Asset Manager/Institutional | 1,763,182 | 491,478 | +1,271,704 | -56,547 | -10,758 | Insufficient history |
| 2024-02-27 | US 5Y | Asset Manager/Institutional | 2,909,458 | 1,202,288 | +1,707,170 | +51,436 | -166,918 | Insufficient history |
| 2024-02-27 | Ultra Bond | Asset Manager/Institutional | 970,522 | 288,600 | +681,922 | -31,366 | -51,022 | Insufficient history |
| 2024-02-27 | JPY | Asset Manager/Institutional | 64,380 | 119,344 | -54,964 | +10,203 | -20,256 | Insufficient history |
| 2024-02-27 | US Bond | Asset Manager/Institutional | 761,811 | 325,634 | +436,177 | -9,607 | -67,749 | Insufficient history |
| 2024-02-27 | NZD | Asset Manager/Institutional | 19,500 | 17,304 | +2,196 | +8,762 | +12,792 | Insufficient history |
| 2024-02-27 | CAD | Asset Manager/Institutional | 48,504 | 71,137 | -22,633 | -6,627 | -14,075 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-27 | WTI Crude Oil | Managed Money | 217,215 | 50,677 | 419,837 | +166,538 | +43,142 | 10.03% | +29,023 | Insufficient history |
| 2024-02-27 | Corn | Managed Money | 181,933 | 469,728 | 247,209 | -287,795 | +40,789 | -19.12% | -8,247 | Insufficient history |
| 2024-02-27 | Natural Gas | Managed Money | 234,468 | 355,916 | 392,116 | -121,448 | +39,281 | -8.09% | -50,927 | Insufficient history |
| 2024-02-27 | Soybeans | Managed Money | 48,431 | 199,461 | 91,804 | -151,030 | -24,356 | -21.13% | -49,432 | Insufficient history |
| 2024-02-27 | Copper | Managed Money | 54,512 | 49,466 | 24,356 | +5,046 | +15,999 | 2.65% | +9,867 | Insufficient history |
| 2024-02-27 | Soybean Meal | Managed Money | 60,537 | 104,135 | 60,275 | -43,598 | -15,608 | -9.48% | -25,807 | Insufficient history |
| 2024-02-27 | Chicago SRW Wheat | Managed Money | 85,039 | 141,005 | 63,631 | -55,966 | +15,352 | -14.98% | +11,723 | Insufficient history |
| 2024-02-27 | Lean Hogs | Managed Money | 73,436 | 10,543 | 37,579 | +62,893 | +14,841 | 25.69% | +36,946 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-27 | Soybean Meal | Producer/Merchant/Processor/User | 144,244 | 175,250 | — | -31,006 | +35,246 | -6.74% | +52,247 | Insufficient history |
| 2024-02-27 | Soybeans | Producer/Merchant/Processor/User | 295,206 | 215,120 | — | +80,086 | +33,670 | 11.20% | +51,061 | Insufficient history |
| 2024-02-27 | WTI Crude Oil | Producer/Merchant/Processor/User | 452,435 | 355,547 | — | +96,888 | -33,193 | 5.84% | -29,528 | Insufficient history |
| 2024-02-27 | Corn | Producer/Merchant/Processor/User | 407,671 | 390,989 | — | +16,682 | -31,918 | 1.10% | +12,080 | Insufficient history |
| 2024-02-27 | Lean Hogs | Producer/Merchant/Processor/User | 15,784 | 95,497 | — | -79,713 | -11,897 | -32.56% | -39,996 | Insufficient history |
| 2024-02-27 | Coffee C | Producer/Merchant/Processor/User | 42,831 | 102,045 | — | -59,214 | +11,358 | -28.27% | +10,875 | Insufficient history |
| 2024-02-27 | Copper | Producer/Merchant/Processor/User | 23,953 | 56,233 | — | -32,280 | -11,054 | -17.00% | -3,414 | Insufficient history |
| 2024-02-27 | Sugar No. 11 | Producer/Merchant/Processor/User | 284,402 | 365,853 | — | -81,451 | -9,665 | -9.90% | -52,365 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-02-27 | Nasdaq-100 | Other Reportables | 10,166 | 5,247 | — | +4,919 | +6,342 | 1.70% | +8,535 | Insufficient history |
| 2024-02-27 | Russell 2000 | Other Reportables | 22,272 | 48,340 | — | -26,068 | -38,990 | -5.06% | -34,082 | Insufficient history |
| 2024-02-27 | CAD | Non-Reportable | 29,731 | 27,780 | — | +1,951 | +2,433 | 1.17% | -4,637 | Insufficient history |
| 2024-02-27 | JPY | Non-Reportable | 43,296 | 42,573 | — | +723 | +5,799 | 0.23% | +402 | Insufficient history |
| 2024-02-27 | NZD | Asset Manager/Institutional | 19,500 | 17,304 | — | +2,196 | +8,762 | 4.53% | +12,792 | Insufficient history |
| 2024-02-27 | VIX | Other Reportables | 8,150 | 7,171 | — | +979 | +1,776 | 0.27% | -4,055 | Insufficient history |
| 2024-02-27 | Ultra Bond | Other Reportables | 37,695 | 38,779 | — | -1,084 | -7,062 | -0.06% | -2,768 | Insufficient history |
| 2024-02-27 | Natural Gas | Other Reportables | 91,860 | 111,965 | 166,121 | -20,105 | -26,962 | -1.33% | +12,557 | Insufficient history |
| 2024-02-27 | RBOB Gasoline | Other Reportables | 21,212 | 21,810 | 20,334 | -598 | -2,546 | -0.15% | -5,451 | Insufficient history |
| 2024-02-27 | Copper | Non-Reportable | 16,214 | 14,891 | — | +1,323 | +1,589 | 0.69% | -4 | Insufficient history |
| 2024-02-27 | Copper | Managed Money | 54,512 | 49,466 | 24,356 | +5,046 | +15,999 | 2.65% | +9,867 | Insufficient history |
| 2024-02-27 | Palladium | Non-Reportable | 1,708 | 1,666 | — | +42 | +146 | 0.19% | -356 | Insufficient history |
| 2024-02-27 | Silver | Swap Dealer | 36,186 | 34,429 | 4,590 | +1,757 | +3,426 | 1.21% | +3,502 | Insufficient history |
| 2024-02-27 | Silver | Managed Money | 33,292 | 37,375 | 7,434 | -4,083 | -9,008 | -2.82% | -8,414 | Insufficient history |