CFTC COT report for 26 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-03-26 | US 10Y | Leveraged Funds | 298,177 | 1,573,543 | -1,275,366 | -49,030 | +78,478 | Insufficient history |
| 2024-03-26 | US 2Y | Leveraged Funds | 615,138 | 1,889,548 | -1,274,410 | +31,918 | +118,422 | Insufficient history |
| 2024-03-26 | S&P 500 | Leveraged Funds | 116,925 | 573,436 | -456,511 | -23,641 | -22,266 | Insufficient history |
| 2024-03-26 | Ultra Bond | Leveraged Funds | 100,109 | 655,953 | -555,844 | +22,954 | +57,248 | Insufficient history |
| 2024-03-26 | US Bond | Leveraged Funds | 130,614 | 514,529 | -383,915 | -14,530 | -44,967 | Insufficient history |
| 2024-03-26 | Nasdaq-100 | Leveraged Funds | 53,764 | 100,006 | -46,242 | -9,593 | +1,472 | Insufficient history |
| 2024-03-26 | US 5Y | Leveraged Funds | 804,967 | 2,711,363 | -1,906,396 | -5,905 | +37,140 | Insufficient history |
| 2024-03-26 | VIX | Leveraged Funds | 75,623 | 77,704 | -2,081 | +5,843 | +18,648 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-03-26 | US 2Y | Asset Manager/Institutional | 1,655,892 | 528,375 | +1,127,517 | -56,008 | -144,187 | Insufficient history |
| 2024-03-26 | US 5Y | Asset Manager/Institutional | 2,987,876 | 1,256,752 | +1,731,124 | +54,315 | +23,954 | Insufficient history |
| 2024-03-26 | US 10Y | Asset Manager/Institutional | 2,240,284 | 1,081,116 | +1,159,168 | +41,897 | -41,686 | Insufficient history |
| 2024-03-26 | GBP | Asset Manager/Institutional | 45,608 | 110,202 | -64,594 | -26,744 | -32,815 | Insufficient history |
| 2024-03-26 | Ultra Bond | Asset Manager/Institutional | 954,904 | 327,608 | +627,296 | -16,347 | -54,626 | Insufficient history |
| 2024-03-26 | EUR | Asset Manager/Institutional | 401,800 | 127,240 | +274,560 | -12,672 | -34,172 | Insufficient history |
| 2024-03-26 | CAD | Asset Manager/Institutional | 41,196 | 96,921 | -55,725 | -9,942 | -33,092 | Insufficient history |
| 2024-03-26 | NZD | Asset Manager/Institutional | 8,387 | 29,363 | -20,976 | -9,048 | -23,172 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-26 | Copper | Managed Money | 87,053 | 71,966 | 39,883 | +15,087 | -16,058 | 5.37% | +10,041 | Insufficient history |
| 2024-03-26 | Soybean Meal | Managed Money | 70,965 | 99,575 | 70,545 | -28,610 | +15,937 | -6.04% | +14,988 | Insufficient history |
| 2024-03-26 | Soybeans | Managed Money | 58,432 | 181,602 | 99,524 | -123,170 | +15,462 | -15.32% | +27,860 | Insufficient history |
| 2024-03-26 | Soybean Oil | Managed Money | 79,359 | 79,328 | 125,568 | +31 | +15,130 | 0.00% | +51,044 | Insufficient history |
| 2024-03-26 | Sugar No. 11 | Managed Money | 123,462 | 52,912 | 110,121 | +70,550 | +12,437 | 8.40% | -274 | Insufficient history |
| 2024-03-26 | Chicago SRW Wheat | Managed Money | 77,203 | 168,766 | 87,695 | -91,563 | -10,361 | -22.31% | -35,597 | Insufficient history |
| 2024-03-26 | NY Harbor ULSD | Managed Money | 35,056 | 31,121 | 47,128 | +3,935 | -7,614 | 1.25% | -20,593 | Insufficient history |
| 2024-03-26 | Silver | Managed Money | 53,871 | 23,932 | 6,660 | +29,939 | -7,183 | 18.67% | +34,022 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-26 | Soybean Meal | Producer/Merchant/Processor/User | 121,689 | 196,116 | — | -74,427 | -17,643 | -15.73% | -43,421 | Insufficient history |
| 2024-03-26 | Soybeans | Producer/Merchant/Processor/User | 333,169 | 297,183 | — | +35,986 | -16,401 | 4.47% | -44,100 | Insufficient history |
| 2024-03-26 | Corn | Producer/Merchant/Processor/User | 400,558 | 435,120 | — | -34,562 | +15,544 | -2.17% | -51,244 | Insufficient history |
| 2024-03-26 | WTI Crude Oil | Producer/Merchant/Processor/User | 457,619 | 397,198 | — | +60,421 | -15,061 | 3.40% | -36,467 | Insufficient history |
| 2024-03-26 | Copper | Producer/Merchant/Processor/User | 28,828 | 84,111 | — | -55,283 | +12,532 | -19.69% | -23,003 | Insufficient history |
| 2024-03-26 | Natural Gas | Producer/Merchant/Processor/User | 207,739 | 301,817 | — | -94,078 | +12,354 | -6.09% | -14,740 | Insufficient history |
| 2024-03-26 | Soybean Oil | Producer/Merchant/Processor/User | 127,024 | 241,705 | — | -114,681 | -11,801 | -19.88% | -39,239 | Insufficient history |
| 2024-03-26 | Sugar No. 11 | Producer/Merchant/Processor/User | 303,557 | 366,535 | — | -62,978 | -10,142 | -7.50% | +18,473 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-26 | JPY | Non-Reportable | 45,649 | 46,131 | — | -482 | -1,375 | -0.15% | -1,205 | Insufficient history |
| 2024-03-26 | NZD | Non-Reportable | 3,767 | 5,474 | — | -1,707 | -1,903 | -3.19% | -4,075 | Insufficient history |
| 2024-03-26 | VIX | Non-Reportable | 25,756 | 25,576 | — | +180 | +4,034 | 0.04% | +2,396 | Insufficient history |
| 2024-03-26 | Soybean Oil | Managed Money | 79,359 | 79,328 | 125,568 | +31 | +15,130 | 0.00% | +51,044 | Insufficient history |
| 2024-03-26 | Chicago SRW Wheat | Non-Reportable | 32,727 | 32,689 | — | +38 | +1,873 | 0.00% | +3,813 | Insufficient history |
| 2024-03-26 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 51,621 | 51,333 | — | +288 | +3,818 | 0.07% | +31,897 | Insufficient history |