CFTC COT report for 12 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-03-12 | S&P 500 | Leveraged Funds | 154,540 | 648,540 | -494,000 | -87,139 | -114,533 | Insufficient history |
| 2024-03-12 | US 5Y | Leveraged Funds | 853,691 | 2,742,450 | -1,888,759 | +46,979 | -10,373 | Insufficient history |
| 2024-03-12 | US Bond | Leveraged Funds | 118,758 | 510,992 | -392,234 | -24,029 | +738 | Insufficient history |
| 2024-03-12 | AUD | Leveraged Funds | 30,020 | 40,373 | -10,353 | -14,338 | -18,236 | Insufficient history |
| 2024-03-12 | US 10Y | Leveraged Funds | 281,599 | 1,515,557 | -1,233,958 | +9,317 | +259,192 | Insufficient history |
| 2024-03-12 | CAD | Leveraged Funds | 17,442 | 38,706 | -21,264 | -8,812 | +6,341 | Insufficient history |
| 2024-03-12 | Nasdaq-100 | Leveraged Funds | 57,635 | 122,592 | -64,957 | -8,674 | -27,987 | Insufficient history |
| 2024-03-12 | GBP | Leveraged Funds | 68,943 | 46,175 | +22,768 | -8,619 | -12,650 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-03-12 | US 10Y | Asset Manager/Institutional | 2,224,013 | 1,104,056 | +1,119,957 | -104,097 | -179,145 | Insufficient history |
| 2024-03-12 | US 5Y | Asset Manager/Institutional | 2,861,714 | 1,243,132 | +1,618,582 | -34,512 | -64,796 | Insufficient history |
| 2024-03-12 | US Bond | Asset Manager/Institutional | 797,163 | 337,493 | +459,670 | +20,895 | -1,106 | Insufficient history |
| 2024-03-12 | US 2Y | Asset Manager/Institutional | 1,718,473 | 474,987 | +1,243,486 | +15,290 | -54,008 | Insufficient history |
| 2024-03-12 | Ultra Bond | Asset Manager/Institutional | 965,784 | 310,877 | +654,907 | -14,784 | -56,772 | Insufficient history |
| 2024-03-12 | AUD | Asset Manager/Institutional | 31,760 | 132,910 | -101,150 | +14,603 | -5,315 | Insufficient history |
| 2024-03-12 | GBP | Asset Manager/Institutional | 87,055 | 106,150 | -19,095 | +12,842 | +24,022 | Insufficient history |
| 2024-03-12 | JPY | Asset Manager/Institutional | 65,353 | 102,517 | -37,164 | +12,062 | +17,331 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-12 | Corn | Managed Money | 181,104 | 433,423 | 273,003 | -252,319 | +33,261 | -16.46% | +52,684 | Insufficient history |
| 2024-03-12 | Gold | Managed Money | 173,994 | 32,911 | 39,000 | +141,083 | +31,320 | 27.33% | +106,907 | Insufficient history |
| 2024-03-12 | Soybean Oil | Managed Money | 74,409 | 107,587 | 118,290 | -33,178 | +27,739 | -6.05% | +4,318 | Insufficient history |
| 2024-03-12 | Platinum | Managed Money | 30,539 | 33,699 | 8,350 | -3,160 | +17,264 | -3.67% | +10,781 | Insufficient history |
| 2024-03-12 | Copper | Managed Money | 66,445 | 60,662 | 32,179 | +5,783 | +14,346 | 2.63% | +49,711 | Insufficient history |
| 2024-03-12 | WTI Crude Oil | Managed Money | 199,527 | 38,934 | 463,317 | +160,593 | -13,992 | 9.34% | +60,405 | Insufficient history |
| 2024-03-12 | Chicago SRW Wheat | Managed Money | 76,316 | 154,942 | 79,971 | -78,626 | -13,793 | -19.83% | -20,746 | Insufficient history |
| 2024-03-12 | Soybeans | Managed Money | 58,631 | 205,249 | 91,108 | -146,618 | +13,672 | -19.73% | -22,249 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-12 | Corn | Producer/Merchant/Processor/User | 381,516 | 416,926 | — | -35,410 | -39,416 | -2.31% | -63,880 | Insufficient history |
| 2024-03-12 | Soybean Oil | Producer/Merchant/Processor/User | 120,699 | 211,450 | — | -90,751 | -22,126 | -16.56% | +411 | Insufficient history |
| 2024-03-12 | Natural Gas | Producer/Merchant/Processor/User | 226,527 | 338,501 | — | -111,974 | -15,363 | -7.01% | -20,083 | Insufficient history |
| 2024-03-12 | Soybeans | Producer/Merchant/Processor/User | 306,117 | 242,320 | — | +63,797 | -15,182 | 8.58% | +16,927 | Insufficient history |
| 2024-03-12 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 47,968 | 57,734 | — | -9,766 | +14,489 | -2.46% | +27,320 | Insufficient history |
| 2024-03-12 | Copper | Producer/Merchant/Processor/User | 21,066 | 60,913 | — | -39,847 | -10,363 | -18.15% | -30,217 | Insufficient history |
| 2024-03-12 | WTI Crude Oil | Producer/Merchant/Processor/User | 459,551 | 379,291 | — | +80,260 | +8,804 | 4.66% | -67,519 | Insufficient history |
| 2024-03-12 | Kansas City HRW Wheat | Producer/Merchant/Processor/User | 38,897 | 69,961 | — | -31,064 | -8,216 | -11.75% | -7,812 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-12 | AUD | Leveraged Funds | 30,020 | 40,373 | — | -10,353 | -14,338 | -4.50% | -18,236 | Insufficient history |
| 2024-03-12 | CAD | Non-Reportable | 30,149 | 29,571 | — | +578 | +4,308 | 0.29% | +2,054 | Insufficient history |
| 2024-03-12 | CHF | Leveraged Funds | 9,749 | 14,466 | — | -4,717 | -4,750 | -5.72% | -7,598 | Insufficient history |
| 2024-03-12 | VIX | Other Reportables | 7,312 | 3,422 | — | +3,890 | +3,979 | 1.03% | +8,176 | Insufficient history |
| 2024-03-12 | Corn | Producer/Merchant/Processor/User | 381,516 | 416,926 | — | -35,410 | -39,416 | -2.31% | -63,880 | Insufficient history |
| 2024-03-12 | Soybean Oil | Non-Reportable | 28,336 | 26,312 | — | +2,024 | +2,478 | 0.36% | +2,871 | Insufficient history |
| 2024-03-12 | Sugar No. 11 | Non-Reportable | 69,383 | 64,878 | — | +4,505 | +5,721 | 0.54% | -15,478 | Insufficient history |
| 2024-03-12 | Copper | Other Reportables | 20,994 | 21,350 | 13,399 | -356 | -3,592 | -0.16% | -11,587 | Insufficient history |
| 2024-03-12 | Copper | Managed Money | 66,445 | 60,662 | 32,179 | +5,783 | +14,346 | 2.63% | +49,711 | Insufficient history |
| 2024-03-12 | Palladium | Non-Reportable | 1,427 | 1,589 | — | -162 | -174 | -0.81% | -631 | Insufficient history |