CFTC COT report for 21 May 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-05-21 | US 5Y | Leveraged Funds | 409,792 | 2,983,866 | -2,574,074 | -64,651 | -283,618 | Insufficient history |
| 2024-05-21 | S&P 500 | Leveraged Funds | 167,055 | 501,133 | -334,078 | -41,602 | -127,756 | Insufficient history |
| 2024-05-21 | US 10Y | Leveraged Funds | 293,488 | 1,562,183 | -1,268,695 | -32,823 | -136,520 | Insufficient history |
| 2024-05-21 | US Bond | Leveraged Funds | 158,130 | 535,477 | -377,347 | -32,186 | -41,162 | Insufficient history |
| 2024-05-21 | US 2Y | Leveraged Funds | 321,148 | 2,180,572 | -1,859,424 | -26,988 | -27,462 | Insufficient history |
| 2024-05-21 | Ultra Bond | Leveraged Funds | 64,322 | 759,745 | -695,423 | -23,390 | -92,546 | Insufficient history |
| 2024-05-21 | Nasdaq-100 | Leveraged Funds | 42,742 | 82,648 | -39,906 | +15,061 | +4,351 | Insufficient history |
| 2024-05-21 | AUD | Leveraged Funds | 18,846 | 38,355 | -19,509 | +10,654 | +8,859 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-05-21 | US 2Y | Asset Manager/Institutional | 2,167,315 | 574,292 | +1,593,023 | -91,030 | -94,015 | Insufficient history |
| 2024-05-21 | US 10Y | Asset Manager/Institutional | 2,316,988 | 1,003,653 | +1,313,335 | -49,538 | -7,835 | Insufficient history |
| 2024-05-21 | US Bond | Asset Manager/Institutional | 881,927 | 430,971 | +450,956 | +36,085 | +71,282 | Insufficient history |
| 2024-05-21 | GBP | Asset Manager/Institutional | 43,406 | 91,342 | -47,936 | +35,197 | +65,398 | Insufficient history |
| 2024-05-21 | US 5Y | Asset Manager/Institutional | 3,717,823 | 1,183,069 | +2,534,754 | +28,542 | +328,046 | Insufficient history |
| 2024-05-21 | S&P 500 | Asset Manager/Institutional | 1,127,637 | 184,268 | +943,369 | +24,117 | +101,646 | Insufficient history |
| 2024-05-21 | EUR | Asset Manager/Institutional | 401,674 | 137,896 | +263,778 | +23,438 | +38,430 | Insufficient history |
| 2024-05-21 | JPY | Asset Manager/Institutional | 49,257 | 121,858 | -72,601 | -11,796 | +3,617 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-21 | Corn | Managed Money | 211,949 | 327,594 | 218,033 | -115,645 | -54,355 | -7.53% | +110,298 | Insufficient history |
| 2024-05-21 | WTI Crude Oil | Managed Money | 215,685 | 54,138 | 481,374 | +161,547 | +42,315 | 9.05% | +145 | Insufficient history |
| 2024-05-21 | Natural Gas | Managed Money | 218,722 | 202,153 | 430,149 | +16,569 | +27,649 | 1.08% | +105,582 | Insufficient history |
| 2024-05-21 | Gold | Managed Money | 190,605 | 42,082 | 35,310 | +148,523 | +18,088 | 27.99% | +6,384 | Insufficient history |
| 2024-05-21 | Sugar No. 11 | Managed Money | 132,226 | 162,946 | 89,326 | -30,720 | -15,208 | -3.57% | -49,816 | Insufficient history |
| 2024-05-21 | Soybeans | Managed Money | 76,100 | 94,119 | 107,247 | -18,019 | +14,314 | -2.29% | +120,659 | Insufficient history |
| 2024-05-21 | Soybean Oil | Managed Money | 62,633 | 107,249 | 75,176 | -44,616 | +14,132 | -8.22% | +1,803 | Insufficient history |
| 2024-05-21 | Lean Hogs | Managed Money | 61,472 | 17,301 | 48,364 | +44,171 | -12,931 | 16.26% | -47,831 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-21 | Corn | Producer/Merchant/Processor/User | 356,732 | 518,755 | — | -162,023 | +34,516 | -10.55% | -102,730 | Insufficient history |
| 2024-05-21 | Natural Gas | Producer/Merchant/Processor/User | 229,876 | 361,053 | — | -131,177 | -32,803 | -8.57% | -43,377 | Insufficient history |
| 2024-05-21 | Soybeans | Producer/Merchant/Processor/User | 299,105 | 367,069 | — | -67,964 | -23,213 | -8.65% | -101,136 | Insufficient history |
| 2024-05-21 | WTI Crude Oil | Producer/Merchant/Processor/User | 547,154 | 442,723 | — | +104,431 | -16,047 | 5.85% | +12,729 | Insufficient history |
| 2024-05-21 | Sugar No. 11 | Producer/Merchant/Processor/User | 329,580 | 322,774 | — | +6,806 | +13,853 | 0.79% | +47,037 | Insufficient history |
| 2024-05-21 | Soybean Oil | Producer/Merchant/Processor/User | 146,266 | 242,088 | — | -95,822 | -13,733 | -17.65% | +1,712 | Insufficient history |
| 2024-05-21 | Gold | Producer/Merchant/Processor/User | 20,490 | 57,460 | — | -36,970 | -7,411 | -6.96% | -4,377 | Insufficient history |
| 2024-05-21 | NY Harbor ULSD | Producer/Merchant/Processor/User | 113,557 | 199,710 | — | -86,153 | -6,601 | -21.57% | -3,099 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-21 | Dow Jones | Other Reportables | 2,759 | 1,020 | — | +1,739 | +3,687 | 1.71% | +2,184 | Insufficient history |
| 2024-05-21 | CAD | Non-Reportable | 29,011 | 30,044 | — | -1,033 | -3,116 | -0.44% | +6,979 | Insufficient history |
| 2024-05-21 | US 10Y | Non-Reportable | 409,931 | 397,790 | — | +12,141 | +15,971 | 0.26% | +15,175 | Insufficient history |
| 2024-05-21 | Cocoa | Swap Dealer | 7,740 | 7,131 | 4,746 | +609 | +664 | 0.41% | +355 | Insufficient history |
| 2024-05-21 | Sugar No. 11 | Producer/Merchant/Processor/User | 329,580 | 322,774 | — | +6,806 | +13,853 | 0.79% | +47,037 | Insufficient history |
| 2024-05-21 | Natural Gas | Managed Money | 218,722 | 202,153 | 430,149 | +16,569 | +27,649 | 1.08% | +105,582 | Insufficient history |