CFTC COT report for 2 April 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-04-02 | US 5Y | Leveraged Funds | 787,210 | 2,856,444 | -2,069,234 | -162,838 | -133,496 | Insufficient history |
| 2024-04-02 | S&P 500 | Leveraged Funds | 150,124 | 518,587 | -368,463 | +88,048 | +38,398 | Insufficient history |
| 2024-04-02 | US 2Y | Leveraged Funds | 584,968 | 1,912,871 | -1,327,903 | -53,493 | +100,271 | Insufficient history |
| 2024-04-02 | US 10Y | Leveraged Funds | 273,645 | 1,586,812 | -1,313,167 | -37,801 | -69,892 | Insufficient history |
| 2024-04-02 | GBP | Leveraged Funds | 94,085 | 46,598 | +47,487 | +15,211 | +16,100 | Insufficient history |
| 2024-04-02 | US Bond | Leveraged Funds | 132,300 | 506,626 | -374,326 | +9,589 | -6,121 | Insufficient history |
| 2024-04-02 | VIX | Leveraged Funds | 63,415 | 73,639 | -10,224 | -8,143 | +7,994 | Insufficient history |
| 2024-04-02 | Russell 2000 | Leveraged Funds | 58,549 | 117,965 | -59,416 | -7,994 | -34,091 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-04-02 | US 5Y | Asset Manager/Institutional | 3,149,423 | 1,252,550 | +1,896,873 | +165,749 | +243,779 | Insufficient history |
| 2024-04-02 | US 10Y | Asset Manager/Institutional | 2,289,087 | 1,053,899 | +1,235,188 | +76,020 | +11,134 | Insufficient history |
| 2024-04-02 | US 2Y | Asset Manager/Institutional | 1,703,802 | 515,404 | +1,188,398 | +60,881 | -39,798 | Insufficient history |
| 2024-04-02 | US Bond | Asset Manager/Institutional | 804,936 | 399,658 | +405,278 | -32,294 | -33,497 | Insufficient history |
| 2024-04-02 | EUR | Asset Manager/Institutional | 403,614 | 156,339 | +247,275 | -27,285 | -52,362 | Insufficient history |
| 2024-04-02 | GBP | Asset Manager/Institutional | 34,103 | 119,011 | -84,908 | -20,314 | -52,971 | Insufficient history |
| 2024-04-02 | S&P 500 | Asset Manager/Institutional | 1,138,129 | 203,752 | +934,377 | -18,254 | +16,211 | Insufficient history |
| 2024-04-02 | Russell 2000 | Asset Manager/Institutional | 205,003 | 138,727 | +66,276 | -11,127 | -4,859 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-02 | Sugar No. 11 | Managed Money | 136,820 | 45,872 | 103,048 | +90,948 | +20,398 | 10.75% | +41,647 | Insufficient history |
| 2024-04-02 | Soybean Meal | Managed Money | 66,341 | 106,899 | 71,587 | -40,558 | -11,948 | -8.46% | +5,352 | Insufficient history |
| 2024-04-02 | Lean Hogs | Managed Money | 83,715 | 8,543 | 43,955 | +75,172 | +11,431 | 26.17% | +9,770 | Insufficient history |
| 2024-04-02 | Gold | Managed Money | 173,073 | 25,993 | 30,153 | +147,080 | +11,285 | 29.41% | +37,317 | Insufficient history |
| 2024-04-02 | WTI Crude Oil | Managed Money | 261,334 | 45,491 | 451,311 | +215,843 | +10,049 | 12.27% | +41,258 | Insufficient history |
| 2024-04-02 | Coffee C | Managed Money | 72,669 | 13,791 | 36,094 | +58,878 | +9,377 | 23.76% | +11,945 | Insufficient history |
| 2024-04-02 | Soybean Oil | Managed Money | 85,960 | 78,579 | 131,544 | +7,381 | +7,350 | 1.25% | +68,298 | Insufficient history |
| 2024-04-02 | Cocoa | Managed Money | 43,014 | 17,506 | 29,541 | +25,508 | -5,798 | 13.85% | -17,536 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-02 | Coffee C | Producer/Merchant/Processor/User | 43,421 | 116,030 | — | -72,609 | -11,852 | -29.30% | -10,670 | Insufficient history |
| 2024-04-02 | Sugar No. 11 | Producer/Merchant/Processor/User | 297,556 | 371,413 | — | -73,857 | -10,879 | -8.73% | -28,962 | Insufficient history |
| 2024-04-02 | RBOB Gasoline | Producer/Merchant/Processor/User | 119,952 | 231,713 | — | -111,761 | -7,951 | -27.49% | -27,997 | Insufficient history |
| 2024-04-02 | Lean Hogs | Producer/Merchant/Processor/User | 21,745 | 118,363 | — | -96,618 | -6,809 | -33.64% | -12,848 | Insufficient history |
| 2024-04-02 | Soybean Meal | Producer/Merchant/Processor/User | 125,371 | 193,473 | — | -68,102 | +6,325 | -14.20% | -26,184 | Insufficient history |
| 2024-04-02 | Soybean Oil | Producer/Merchant/Processor/User | 124,886 | 245,027 | — | -120,141 | -5,460 | -20.37% | -51,516 | Insufficient history |
| 2024-04-02 | WTI Crude Oil | Producer/Merchant/Processor/User | 440,363 | 385,328 | — | +55,035 | -5,386 | 3.13% | -16,421 | Insufficient history |
| 2024-04-02 | Live Cattle | Producer/Merchant/Processor/User | 48,088 | 150,288 | — | -102,200 | +5,039 | -33.82% | +10,890 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-02 | Russell 2000 | Dealer/Intermediary | 118,883 | 102,616 | — | +16,267 | +24,872 | 3.44% | +49,588 | Insufficient history |
| 2024-04-02 | S&P 500 | Other Reportables | 121,028 | 123,983 | — | -2,955 | -7,519 | -0.14% | +52,966 | Insufficient history |
| 2024-04-02 | CHF | Leveraged Funds | 20,884 | 19,168 | — | +1,716 | +3,076 | 1.96% | +1,683 | Insufficient history |
| 2024-04-02 | GBP | Non-Reportable | 25,106 | 29,120 | — | -4,014 | -5,929 | -1.83% | -9,752 | Insufficient history |
| 2024-04-02 | JPY | Non-Reportable | 50,476 | 46,740 | — | +3,736 | +4,218 | 1.17% | -1,582 | Insufficient history |
| 2024-04-02 | VIX | Non-Reportable | 27,253 | 30,473 | — | -3,220 | -3,400 | -0.87% | -147 | Insufficient history |
| 2024-04-02 | Ultra Bond | Non-Reportable | 176,663 | 177,963 | — | -1,300 | -16,163 | -0.08% | -13,816 | Insufficient history |
| 2024-04-02 | Live Cattle | Other Reportables | 35,183 | 35,751 | 10,922 | -568 | -1,767 | -0.18% | -5,433 | Insufficient history |
| 2024-04-02 | Soybean Meal | Other Reportables | 26,614 | 24,493 | 32,420 | +2,121 | +3,256 | 0.44% | +15,720 | Insufficient history |
| 2024-04-02 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 48,744 | 50,126 | — | -1,382 | -1,670 | -0.33% | +22,873 | Insufficient history |
| 2024-04-02 | RBOB Gasoline | Other Reportables | 16,922 | 16,831 | 24,686 | +91 | +3,411 | 0.02% | +1,493 | Insufficient history |
| 2024-04-02 | Palladium | Non-Reportable | 1,618 | 1,600 | — | +18 | +131 | 0.09% | +6 | Insufficient history |