CFTC COT report for 4 June 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-06-04 | US 5Y | Leveraged Funds | 415,124 | 3,134,316 | -2,719,192 | -170,572 | -350,077 | Insufficient history |
| 2024-06-04 | US Bond | Leveraged Funds | 169,830 | 555,556 | -385,726 | -35,256 | -34,228 | Insufficient history |
| 2024-06-04 | JPY | Leveraged Funds | 36,986 | 106,798 | -69,812 | +24,133 | +11,321 | Insufficient history |
| 2024-06-04 | US 2Y | Leveraged Funds | 284,316 | 2,096,065 | -1,811,749 | -21,176 | +94,563 | Insufficient history |
| 2024-06-04 | Ultra Bond | Leveraged Funds | 62,566 | 710,330 | -647,764 | +16,385 | -10,315 | Insufficient history |
| 2024-06-04 | GBP | Leveraged Funds | 57,082 | 44,132 | +12,950 | +9,724 | +25,013 | Insufficient history |
| 2024-06-04 | Nasdaq-100 | Leveraged Funds | 35,214 | 72,013 | -36,799 | +8,629 | +11,135 | Insufficient history |
| 2024-06-04 | Russell 2000 | Leveraged Funds | 52,451 | 154,793 | -102,342 | +7,446 | -4,421 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-06-04 | US 2Y | Asset Manager/Institutional | 2,085,126 | 529,228 | +1,555,898 | +48,499 | -171,591 | Insufficient history |
| 2024-06-04 | US 10Y | Asset Manager/Institutional | 2,327,267 | 1,112,333 | +1,214,934 | -30,920 | -205,972 | Insufficient history |
| 2024-06-04 | US 5Y | Asset Manager/Institutional | 3,614,453 | 1,087,909 | +2,526,544 | -27,753 | +214,484 | Insufficient history |
| 2024-06-04 | Ultra Bond | Asset Manager/Institutional | 1,074,944 | 349,972 | +724,972 | -26,411 | -6,652 | Insufficient history |
| 2024-06-04 | S&P 500 | Asset Manager/Institutional | 1,119,331 | 164,941 | +954,390 | -20,133 | +91,810 | Insufficient history |
| 2024-06-04 | Russell 2000 | Asset Manager/Institutional | 173,082 | 135,916 | +37,166 | -19,378 | -13,713 | Insufficient history |
| 2024-06-04 | GBP | Asset Manager/Institutional | 68,051 | 78,347 | -10,296 | +16,745 | +71,488 | Insufficient history |
| 2024-06-04 | US Bond | Asset Manager/Institutional | 870,142 | 431,127 | +439,015 | +16,684 | +32,029 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-04 | Corn | Managed Money | 199,930 | 419,538 | 265,543 | -219,608 | -87,788 | -13.42% | -125,831 | Insufficient history |
| 2024-06-04 | WTI Crude Oil | Managed Money | 209,744 | 64,432 | 498,628 | +145,312 | -50,873 | 8.00% | +40,793 | Insufficient history |
| 2024-06-04 | Soybeans | Managed Money | 76,076 | 116,877 | 113,326 | -40,801 | -39,254 | -4.88% | -10,631 | Insufficient history |
| 2024-06-04 | Natural Gas | Managed Money | 207,714 | 191,424 | 448,294 | +16,290 | -26,916 | 1.10% | +72,319 | Insufficient history |
| 2024-06-04 | Soybean Meal | Managed Money | 131,451 | 28,011 | 53,518 | +103,440 | -17,095 | 21.74% | +13,464 | Insufficient history |
| 2024-06-04 | Soybean Oil | Managed Money | 58,912 | 114,780 | 80,468 | -55,868 | -15,968 | -9.78% | +6,592 | Insufficient history |
| 2024-06-04 | NY Harbor ULSD | Managed Money | 33,229 | 38,574 | 71,008 | -5,345 | -15,693 | -1.36% | -8,196 | Insufficient history |
| 2024-06-04 | Lean Hogs | Managed Money | 55,200 | 36,174 | 50,131 | +19,026 | -12,041 | 6.77% | -47,012 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-04 | Corn | Producer/Merchant/Processor/User | 400,251 | 478,760 | — | -78,509 | +65,585 | -4.79% | +100,713 | Insufficient history |
| 2024-06-04 | Natural Gas | Producer/Merchant/Processor/User | 199,332 | 296,925 | — | -97,593 | +37,044 | -6.61% | -21,446 | Insufficient history |
| 2024-06-04 | Soybeans | Producer/Merchant/Processor/User | 321,463 | 378,612 | — | -57,149 | +27,732 | -6.83% | -11,094 | Insufficient history |
| 2024-06-04 | Soybean Meal | Producer/Merchant/Processor/User | 82,210 | 287,114 | — | -204,904 | +16,902 | -43.06% | -25,425 | Insufficient history |
| 2024-06-04 | Soybean Oil | Producer/Merchant/Processor/User | 157,070 | 252,010 | — | -94,940 | +12,910 | -16.63% | -13,641 | Insufficient history |
| 2024-06-04 | NY Harbor ULSD | Producer/Merchant/Processor/User | 104,169 | 186,236 | — | -82,067 | +11,698 | -20.90% | +1,085 | Insufficient history |
| 2024-06-04 | Cotton No. 2 | Producer/Merchant/Processor/User | 46,162 | 73,790 | — | -27,628 | +10,543 | -11.94% | +15,098 | Insufficient history |
| 2024-06-04 | Lean Hogs | Producer/Merchant/Processor/User | 21,728 | 89,834 | — | -68,106 | +8,311 | -24.24% | +27,826 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-04 | GBP | Dealer/Intermediary | 67,218 | 73,062 | — | -5,844 | -25,937 | -2.18% | -114,162 | Insufficient history |
| 2024-06-04 | JPY | Non-Reportable | 44,416 | 42,210 | — | +2,206 | +12,289 | 0.72% | +9,057 | Insufficient history |
| 2024-06-04 | NZD | Dealer/Intermediary | 7,348 | 9,731 | — | -2,383 | -7,287 | -4.35% | -19,137 | Insufficient history |
| 2024-06-04 | NZD | Non-Reportable | 4,058 | 3,600 | — | +458 | +725 | 0.83% | +3,059 | Insufficient history |
| 2024-06-04 | VIX | Non-Reportable | 30,228 | 30,938 | — | -710 | -2,056 | -0.16% | +1,920 | Insufficient history |
| 2024-06-04 | Cotton No. 2 | Non-Reportable | 12,729 | 13,788 | — | -1,059 | -1,517 | -0.45% | -883 | Insufficient history |
| 2024-06-04 | NY Harbor ULSD | Managed Money | 33,229 | 38,574 | 71,008 | -5,345 | -15,693 | -1.36% | -8,196 | Insufficient history |
| 2024-06-04 | Platinum | Swap Dealer | 14,055 | 13,080 | 1,229 | +975 | +2,917 | 1.01% | -5,305 | Insufficient history |