CFTC COT report for 19 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-03-19 | US 2Y | Leveraged Funds | 563,557 | 1,869,885 | -1,306,328 | +117,337 | +149,728 | Insufficient history |
| 2024-03-19 | S&P 500 | Leveraged Funds | 113,148 | 546,018 | -432,870 | +61,130 | -15,606 | Insufficient history |
| 2024-03-19 | Nasdaq-100 | Leveraged Funds | 54,889 | 91,538 | -36,649 | +28,308 | -2,023 | Insufficient history |
| 2024-03-19 | Russell 2000 | Leveraged Funds | 63,195 | 112,339 | -49,144 | -23,755 | -13,370 | Insufficient history |
| 2024-03-19 | US Bond | Leveraged Funds | 134,641 | 504,026 | -369,385 | +22,849 | +10,138 | Insufficient history |
| 2024-03-19 | AUD | Leveraged Funds | 24,478 | 55,271 | -30,793 | -20,440 | -41,377 | Insufficient history |
| 2024-03-19 | US 5Y | Leveraged Funds | 781,631 | 2,682,122 | -1,900,491 | -11,732 | -84,380 | Insufficient history |
| 2024-03-19 | Dow Jones | Leveraged Funds | 30,072 | 16,897 | +13,175 | +11,442 | +4,523 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-03-19 | US 2Y | Asset Manager/Institutional | 1,664,245 | 480,720 | +1,183,525 | -59,961 | -144,726 | Insufficient history |
| 2024-03-19 | US 5Y | Asset Manager/Institutional | 2,897,520 | 1,220,711 | +1,676,809 | +58,227 | +21,075 | Insufficient history |
| 2024-03-19 | S&P 500 | Asset Manager/Institutional | 1,165,042 | 218,214 | +946,828 | +33,031 | +1,529 | Insufficient history |
| 2024-03-19 | US Bond | Asset Manager/Institutional | 784,179 | 351,266 | +432,913 | -26,757 | -12,871 | Insufficient history |
| 2024-03-19 | JPY | Asset Manager/Institutional | 61,853 | 123,760 | -61,907 | -24,743 | +3,260 | Insufficient history |
| 2024-03-19 | EUR | Asset Manager/Institutional | 401,634 | 114,402 | +287,232 | -24,113 | -15,612 | Insufficient history |
| 2024-03-19 | GBP | Asset Manager/Institutional | 68,811 | 106,661 | -37,850 | -18,755 | +527 | Insufficient history |
| 2024-03-19 | Ultra Bond | Asset Manager/Institutional | 958,934 | 315,291 | +643,643 | -11,264 | -69,645 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-19 | WTI Crude Oil | Managed Money | 236,945 | 31,261 | 458,240 | +205,684 | +45,091 | 12.00% | +82,288 | Insufficient history |
| 2024-03-19 | Copper | Managed Money | 90,239 | 59,094 | 39,080 | +31,145 | +25,362 | 11.54% | +42,098 | Insufficient history |
| 2024-03-19 | Soybean Oil | Managed Money | 73,135 | 88,234 | 122,518 | -15,099 | +18,079 | -2.66% | +37,315 | Insufficient history |
| 2024-03-19 | Silver | Managed Money | 53,484 | 16,362 | 7,082 | +37,122 | +11,328 | 24.23% | +32,197 | Insufficient history |
| 2024-03-19 | Natural Gas | Managed Money | 230,124 | 318,289 | 437,132 | -88,165 | +11,044 | -5.54% | +72,564 | Insufficient history |
| 2024-03-19 | RBOB Gasoline | Managed Money | 90,467 | 13,926 | 47,910 | +76,541 | +9,772 | 19.97% | +15,116 | Insufficient history |
| 2024-03-19 | Corn | Managed Money | 174,040 | 418,226 | 271,479 | -244,186 | +8,133 | -15.58% | +84,398 | Insufficient history |
| 2024-03-19 | Soybeans | Managed Money | 58,310 | 196,942 | 87,980 | -138,632 | +7,986 | -17.92% | -11,958 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-19 | Copper | Producer/Merchant/Processor/User | 18,889 | 86,704 | — | -67,815 | -27,968 | -25.14% | -46,589 | Insufficient history |
| 2024-03-19 | Corn | Producer/Merchant/Processor/User | 391,933 | 442,039 | — | -50,106 | -14,696 | -3.19% | -98,706 | Insufficient history |
| 2024-03-19 | Soybean Oil | Producer/Merchant/Processor/User | 128,872 | 231,752 | — | -102,880 | -12,129 | -18.15% | -18,938 | Insufficient history |
| 2024-03-19 | Soybeans | Producer/Merchant/Processor/User | 329,194 | 276,807 | — | +52,387 | -11,410 | 6.77% | +5,971 | Insufficient history |
| 2024-03-19 | Soybean Meal | Producer/Merchant/Processor/User | 128,185 | 184,969 | — | -56,784 | -8,541 | -12.01% | +9,468 | Insufficient history |
| 2024-03-19 | Coffee C | Producer/Merchant/Processor/User | 47,805 | 103,708 | — | -55,903 | +7,618 | -25.57% | +14,669 | Insufficient history |
| 2024-03-19 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 51,213 | 54,743 | — | -3,530 | +6,236 | -0.86% | +18,527 | Insufficient history |
| 2024-03-19 | Natural Gas | Producer/Merchant/Processor/User | 220,104 | 326,536 | — | -106,432 | +5,542 | -6.69% | -33,178 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-19 | Nasdaq-100 | Other Reportables | 6,727 | 18,262 | — | -11,535 | -17,448 | -4.61% | -10,112 | Insufficient history |
| 2024-03-19 | S&P 500 | Other Reportables | 146,935 | 121,878 | — | +25,057 | +47,429 | 1.19% | +69,920 | Insufficient history |
| 2024-03-19 | CAD | Non-Reportable | 27,007 | 31,296 | — | -4,289 | -4,867 | -1.85% | -3,807 | Insufficient history |
| 2024-03-19 | EUR | Leveraged Funds | 85,730 | 89,372 | — | -3,642 | -7,359 | -0.55% | -13,969 | Insufficient history |
| 2024-03-19 | GBP | Dealer/Intermediary | 13,281 | 8,761 | — | +4,520 | +13,144 | 2.28% | -5,009 | Insufficient history |
| 2024-03-19 | NZD | Dealer/Intermediary | 16,044 | 6,657 | — | +9,387 | +10,759 | 18.66% | +12,212 | Insufficient history |
| 2024-03-19 | Soybean Oil | Other Reportables | 35,846 | 40,953 | 42,547 | -5,107 | -5,763 | -0.90% | -23,580 | Insufficient history |
| 2024-03-19 | Copper | Other Reportables | 34,077 | 33,297 | 12,482 | +780 | +1,136 | 0.28% | +5,769 | Insufficient history |
| 2024-03-19 | Palladium | Other Reportables | 787 | 644 | 45 | +143 | +196 | 0.73% | +442 | Insufficient history |