CFTC COT report for 28 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-05-28 | US 2Y | Leveraged Funds | 265,759 | 2,056,332 | -1,790,573 | +68,851 | +128,148 | Insufficient history |
| 2024-05-28 | Ultra Bond | Leveraged Funds | 63,577 | 727,726 | -664,149 | +31,274 | -49,319 | Insufficient history |
| 2024-05-28 | US Bond | Leveraged Funds | 165,512 | 515,982 | -350,470 | +26,877 | -18,839 | Insufficient history |
| 2024-05-28 | US 5Y | Leveraged Funds | 386,093 | 2,934,713 | -2,548,620 | +25,454 | -217,647 | Insufficient history |
| 2024-05-28 | US 10Y | Leveraged Funds | 286,728 | 1,542,612 | -1,255,884 | +12,811 | -22,069 | Insufficient history |
| 2024-05-28 | JPY | Leveraged Funds | 21,005 | 114,950 | -93,945 | -10,378 | +11,864 | Insufficient history |
| 2024-05-28 | EUR | Leveraged Funds | 74,699 | 67,353 | +7,346 | +9,725 | +30,530 | Insufficient history |
| 2024-05-28 | AUD | Leveraged Funds | 19,457 | 32,368 | -12,911 | +6,598 | +20,300 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-05-28 | US 2Y | Asset Manager/Institutional | 2,027,034 | 519,635 | +1,507,399 | -85,624 | -231,141 | Insufficient history |
| 2024-05-28 | US 10Y | Asset Manager/Institutional | 2,341,511 | 1,095,657 | +1,245,854 | -67,481 | -146,171 | Insufficient history |
| 2024-05-28 | CAD | Asset Manager/Institutional | 78,163 | 111,802 | -33,639 | +36,988 | +23,001 | Insufficient history |
| 2024-05-28 | S&P 500 | Asset Manager/Institutional | 1,140,477 | 165,954 | +974,523 | +31,154 | +149,675 | Insufficient history |
| 2024-05-28 | US Bond | Asset Manager/Institutional | 854,155 | 431,824 | +422,331 | -28,625 | +34,660 | Insufficient history |
| 2024-05-28 | GBP | Asset Manager/Institutional | 63,833 | 90,874 | -27,041 | +20,895 | +82,178 | Insufficient history |
| 2024-05-28 | Ultra Bond | Asset Manager/Institutional | 1,085,827 | 334,444 | +751,383 | -19,810 | +23,644 | Insufficient history |
| 2024-05-28 | US 5Y | Asset Manager/Institutional | 3,612,306 | 1,058,009 | +2,554,297 | +19,543 | +286,632 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-28 | WTI Crude Oil | Managed Money | 233,415 | 37,230 | 501,072 | +196,185 | +34,638 | 10.70% | +37,480 | Insufficient history |
| 2024-05-28 | Natural Gas | Managed Money | 215,208 | 172,002 | 453,563 | +43,206 | +26,637 | 2.87% | +147,006 | Insufficient history |
| 2024-05-28 | Soybeans | Managed Money | 84,788 | 86,335 | 108,501 | -1,547 | +16,472 | -0.19% | +139,690 | Insufficient history |
| 2024-05-28 | Soybean Meal | Managed Money | 146,866 | 26,331 | 63,653 | +120,535 | +16,299 | 25.33% | +73,850 | Insufficient history |
| 2024-05-28 | Corn | Managed Money | 213,816 | 345,636 | 225,796 | -131,820 | -16,175 | -8.54% | +81,295 | Insufficient history |
| 2024-05-28 | Lean Hogs | Managed Money | 57,005 | 25,938 | 49,929 | +31,067 | -13,104 | 11.28% | -55,816 | Insufficient history |
| 2024-05-28 | Copper | Managed Money | 122,862 | 59,874 | 29,811 | +62,988 | -12,319 | 21.07% | +3,980 | Insufficient history |
| 2024-05-28 | Live Cattle | Managed Money | 81,144 | 19,382 | 39,041 | +61,762 | +12,199 | 21.11% | +22,289 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-28 | Soybean Meal | Producer/Merchant/Processor/User | 75,423 | 297,229 | — | -221,806 | -22,643 | -46.61% | -86,472 | Insufficient history |
| 2024-05-28 | Corn | Producer/Merchant/Processor/User | 358,756 | 502,850 | — | -144,094 | +17,929 | -9.34% | -71,747 | Insufficient history |
| 2024-05-28 | Soybeans | Producer/Merchant/Processor/User | 301,036 | 385,917 | — | -84,881 | -16,917 | -10.56% | -128,554 | Insufficient history |
| 2024-05-28 | WTI Crude Oil | Producer/Merchant/Processor/User | 562,019 | 472,761 | — | +89,258 | -15,173 | 4.86% | +2,351 | Insufficient history |
| 2024-05-28 | Soybean Oil | Producer/Merchant/Processor/User | 151,766 | 259,616 | — | -107,850 | -12,028 | -19.33% | -29,794 | Insufficient history |
| 2024-05-28 | Lean Hogs | Producer/Merchant/Processor/User | 21,189 | 97,606 | — | -76,417 | +7,903 | -27.75% | +27,722 | Insufficient history |
| 2024-05-28 | NY Harbor ULSD | Producer/Merchant/Processor/User | 104,614 | 198,379 | — | -93,765 | -7,612 | -23.61% | -15,311 | Insufficient history |
| 2024-05-28 | Live Cattle | Producer/Merchant/Processor/User | 40,489 | 138,340 | — | -97,851 | -7,524 | -33.45% | -7,840 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-28 | Dow Jones | Other Reportables | 677 | 1,597 | — | -920 | -2,659 | -0.94% | +495 | Insufficient history |
| 2024-05-28 | Russell 2000 | Other Reportables | 29,616 | 28,797 | — | +819 | +4,468 | 0.17% | +26,699 | Insufficient history |
| 2024-05-28 | EUR | Leveraged Funds | 74,699 | 67,353 | — | +7,346 | +9,725 | 1.10% | +30,530 | Insufficient history |
| 2024-05-28 | GBP | Leveraged Funds | 57,756 | 54,530 | — | +3,226 | +5,806 | 1.20% | +6,070 | Insufficient history |
| 2024-05-28 | GBP | Non-Reportable | 33,632 | 26,861 | — | +6,771 | +7,804 | 2.51% | +21,341 | Insufficient history |
| 2024-05-28 | Cotton No. 2 | Non-Reportable | 12,272 | 11,814 | — | +458 | +1,320 | 0.20% | +849 | Insufficient history |
| 2024-05-28 | Live Cattle | Other Reportables | 38,212 | 39,119 | 11,301 | -907 | -2,000 | -0.31% | -5,237 | Insufficient history |
| 2024-05-28 | Copper | Other Reportables | 30,877 | 28,343 | 11,320 | +2,534 | +6,147 | 0.84% | +3,478 | Insufficient history |