CFTC COT report for 5 March 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-03-05 | US 10Y | Leveraged Funds | 265,657 | 1,508,932 | -1,243,275 | +110,569 | +352,716 | Insufficient history |
| 2024-03-05 | US 2Y | Leveraged Funds | 554,430 | 1,982,604 | -1,428,174 | -35,342 | +59,803 | Insufficient history |
| 2024-03-05 | Ultra Bond | Leveraged Funds | 104,340 | 688,154 | -583,814 | +29,278 | +88,071 | Insufficient history |
| 2024-03-05 | US Bond | Leveraged Funds | 116,113 | 484,318 | -368,205 | -29,257 | +57,594 | Insufficient history |
| 2024-03-05 | S&P 500 | Leveraged Funds | 182,711 | 589,572 | -406,861 | +27,384 | +4,230 | Insufficient history |
| 2024-03-05 | Nasdaq-100 | Leveraged Funds | 53,263 | 109,546 | -56,283 | -8,569 | -23,161 | Insufficient history |
| 2024-03-05 | US 5Y | Leveraged Funds | 848,689 | 2,784,427 | -1,935,738 | +7,798 | +10,616 | Insufficient history |
| 2024-03-05 | JPY | Leveraged Funds | 30,933 | 104,941 | -74,008 | +5,365 | -33,618 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-03-05 | US 5Y | Asset Manager/Institutional | 2,906,023 | 1,252,929 | +1,653,094 | -54,076 | -127,623 | Insufficient history |
| 2024-03-05 | US 2Y | Asset Manager/Institutional | 1,748,010 | 519,814 | +1,228,196 | -43,508 | -98,647 | Insufficient history |
| 2024-03-05 | US 10Y | Asset Manager/Institutional | 2,257,663 | 1,033,609 | +1,224,054 | +23,200 | -160,897 | Insufficient history |
| 2024-03-05 | S&P 500 | Asset Manager/Institutional | 1,156,741 | 238,575 | +918,166 | -22,076 | +2,148 | Insufficient history |
| 2024-03-05 | CAD | Asset Manager/Institutional | 47,943 | 90,512 | -42,569 | -19,936 | -38,683 | Insufficient history |
| 2024-03-05 | AUD | Asset Manager/Institutional | 31,927 | 147,680 | -115,753 | -16,270 | -25,432 | Insufficient history |
| 2024-03-05 | Ultra Bond | Asset Manager/Institutional | 967,819 | 298,128 | +669,691 | -12,231 | -49,622 | Insufficient history |
| 2024-03-05 | Nasdaq-100 | Asset Manager/Institutional | 107,847 | 25,540 | +82,307 | -11,094 | -13,825 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-05 | Gold | Managed Money | 145,106 | 35,343 | 38,504 | +109,763 | +53,610 | 23.27% | +41,694 | Insufficient history |
| 2024-03-05 | Sugar No. 11 | Managed Money | 115,779 | 66,478 | 126,694 | +49,301 | -21,523 | 5.85% | -11,153 | Insufficient history |
| 2024-03-05 | Silver | Managed Money | 40,556 | 25,744 | 8,377 | +14,812 | +18,895 | 10.50% | +19,411 | Insufficient history |
| 2024-03-05 | Natural Gas | Managed Money | 237,559 | 344,157 | 408,601 | -106,598 | +14,850 | -6.95% | -9,861 | Insufficient history |
| 2024-03-05 | Copper | Managed Money | 51,724 | 60,287 | 29,969 | -8,563 | -13,609 | -4.31% | +13,554 | Insufficient history |
| 2024-03-05 | Soybean Oil | Managed Money | 63,184 | 124,101 | 108,452 | -60,917 | -9,904 | -11.14% | -15,806 | Insufficient history |
| 2024-03-05 | Soybeans | Managed Money | 53,084 | 213,374 | 90,364 | -160,290 | -9,260 | -22.26% | -39,127 | Insufficient history |
| 2024-03-05 | Platinum | Managed Money | 30,102 | 50,526 | 7,571 | -20,424 | -8,978 | -21.09% | -15,676 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-05 | Sugar No. 11 | Producer/Merchant/Processor/User | 291,737 | 336,632 | — | -44,895 | +36,556 | -5.32% | -12,976 | Insufficient history |
| 2024-03-05 | WTI Crude Oil | Producer/Merchant/Processor/User | 419,049 | 347,593 | — | +71,456 | -25,432 | 4.35% | -70,046 | Insufficient history |
| 2024-03-05 | Natural Gas | Producer/Merchant/Processor/User | 216,974 | 313,585 | — | -96,611 | -17,273 | -6.30% | +20,416 | Insufficient history |
| 2024-03-05 | Corn | Producer/Merchant/Processor/User | 377,286 | 373,280 | — | +4,006 | -12,676 | 0.26% | -6,279 | Insufficient history |
| 2024-03-05 | Soybean Meal | Producer/Merchant/Processor/User | 135,882 | 177,800 | — | -41,918 | -10,912 | -9.03% | +44,660 | Insufficient history |
| 2024-03-05 | Gold | Producer/Merchant/Processor/User | 11,650 | 60,537 | — | -48,887 | -9,215 | -10.36% | -12,269 | Insufficient history |
| 2024-03-05 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 50,034 | 74,289 | — | -24,255 | +7,354 | -6.04% | +2,983 | Insufficient history |
| 2024-03-05 | Soybean Oil | Producer/Merchant/Processor/User | 132,420 | 201,045 | — | -68,625 | +6,817 | -12.55% | +18,875 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-05 | CAD | Non-Reportable | 28,322 | 32,052 | — | -3,730 | -5,681 | -2.03% | -7,054 | Insufficient history |
| 2024-03-05 | GBP | Dealer/Intermediary | 29,254 | 31,346 | — | -2,092 | -5,167 | -0.94% | -26,333 | Insufficient history |
| 2024-03-05 | NZD | Asset Manager/Institutional | 16,659 | 21,414 | — | -4,755 | -6,951 | -9.48% | +3,711 | Insufficient history |
| 2024-03-05 | VIX | Other Reportables | 4,151 | 4,240 | — | -89 | -1,068 | -0.02% | -5,570 | Insufficient history |
| 2024-03-05 | Cocoa | Other Reportables | 10,795 | 10,536 | 17,933 | +259 | +4,183 | 0.12% | +11,664 | Insufficient history |
| 2024-03-05 | Soybean Oil | Non-Reportable | 27,584 | 28,038 | — | -454 | -2,091 | -0.08% | -2,292 | Insufficient history |
| 2024-03-05 | Sugar No. 11 | Non-Reportable | 61,547 | 62,763 | — | -1,216 | -8,914 | -0.14% | -20,974 | Insufficient history |
| 2024-03-05 | NY Harbor ULSD | Other Reportables | 13,613 | 13,464 | 23,996 | +149 | +3,759 | 0.04% | -1,217 | Insufficient history |
| 2024-03-05 | Copper | Other Reportables | 19,246 | 16,010 | 11,212 | +3,236 | +9,885 | 1.62% | -5,171 | Insufficient history |
| 2024-03-05 | Copper | Managed Money | 51,724 | 60,287 | 29,969 | -8,563 | -13,609 | -4.31% | +13,554 | Insufficient history |
| 2024-03-05 | Silver | Swap Dealer | 33,308 | 42,577 | 3,996 | -9,269 | -11,026 | -6.57% | -8,449 | Insufficient history |
| 2024-03-05 | Silver | Managed Money | 40,556 | 25,744 | 8,377 | +14,812 | +18,895 | 10.50% | +19,411 | Insufficient history |