CFTC COT report for 11 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-06-11 | US 10Y | Leveraged Funds | 290,053 | 1,417,562 | -1,127,509 | +121,187 | +108,363 | Insufficient history |
| 2024-06-11 | US 2Y | Leveraged Funds | 329,279 | 2,259,466 | -1,930,187 | -118,438 | -97,751 | Insufficient history |
| 2024-06-11 | US 5Y | Leveraged Funds | 448,018 | 3,126,671 | -2,678,653 | +40,539 | -169,230 | Insufficient history |
| 2024-06-11 | S&P 500 | Leveraged Funds | 154,329 | 521,859 | -367,530 | -22,114 | -75,054 | Insufficient history |
| 2024-06-11 | CAD | Leveraged Funds | 19,062 | 90,659 | -71,597 | -20,365 | -16,692 | Insufficient history |
| 2024-06-11 | JPY | Leveraged Funds | 23,310 | 110,501 | -87,191 | -17,379 | -10,685 | Insufficient history |
| 2024-06-11 | EUR | Leveraged Funds | 79,583 | 80,975 | -1,392 | -13,735 | +5,693 | Insufficient history |
| 2024-06-11 | Ultra Bond | Leveraged Funds | 64,716 | 723,618 | -658,902 | -11,138 | +13,131 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-06-11 | US 2Y | Asset Manager/Institutional | 2,179,464 | 486,428 | +1,693,036 | +137,138 | +8,983 | Insufficient history |
| 2024-06-11 | US 5Y | Asset Manager/Institutional | 3,660,405 | 1,024,230 | +2,636,175 | +109,631 | +129,963 | Insufficient history |
| 2024-06-11 | US 10Y | Asset Manager/Institutional | 2,294,780 | 1,150,313 | +1,144,467 | -70,467 | -218,406 | Insufficient history |
| 2024-06-11 | CAD | Asset Manager/Institutional | 74,657 | 140,947 | -66,290 | -26,626 | -2,917 | Insufficient history |
| 2024-06-11 | Ultra Bond | Asset Manager/Institutional | 1,076,995 | 329,388 | +747,607 | +22,635 | -27,624 | Insufficient history |
| 2024-06-11 | S&P 500 | Asset Manager/Institutional | 1,135,746 | 164,601 | +971,145 | +16,755 | +51,893 | Insufficient history |
| 2024-06-11 | US Bond | Asset Manager/Institutional | 869,834 | 419,895 | +449,939 | +10,924 | +35,068 | Insufficient history |
| 2024-06-11 | Dow Jones | Asset Manager/Institutional | 16,584 | 16,352 | +232 | -9,245 | -14,095 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-11 | WTI Crude Oil | Managed Money | 215,373 | 28,691 | 470,772 | +186,682 | +41,370 | 10.63% | +67,450 | Insufficient history |
| 2024-06-11 | Natural Gas | Managed Money | 218,173 | 175,783 | 435,857 | +42,390 | +26,100 | 2.91% | +53,470 | Insufficient history |
| 2024-06-11 | Soybeans | Managed Money | 73,899 | 135,278 | 100,371 | -61,379 | -20,578 | -7.58% | -29,046 | Insufficient history |
| 2024-06-11 | Soybean Oil | Managed Money | 56,323 | 130,783 | 78,902 | -74,460 | -18,592 | -13.15% | -15,712 | Insufficient history |
| 2024-06-11 | Chicago SRW Wheat | Managed Money | 61,074 | 111,431 | 70,871 | -50,357 | -14,157 | -12.72% | -20,396 | Insufficient history |
| 2024-06-11 | Cotton No. 2 | Managed Money | 31,108 | 66,765 | 25,694 | -35,657 | -11,567 | -15.97% | -19,800 | Insufficient history |
| 2024-06-11 | Sugar No. 11 | Managed Money | 121,807 | 153,210 | 99,557 | -31,403 | +11,557 | -3.65% | -15,891 | Insufficient history |
| 2024-06-11 | Lean Hogs | Managed Money | 55,221 | 46,616 | 41,165 | +8,605 | -10,421 | 3.15% | -48,497 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-11 | Corn | Producer/Merchant/Processor/User | 405,024 | 504,320 | — | -99,296 | -20,787 | -6.20% | +97,243 | Insufficient history |
| 2024-06-11 | Natural Gas | Producer/Merchant/Processor/User | 198,969 | 283,187 | — | -84,218 | +13,375 | -5.79% | +14,156 | Insufficient history |
| 2024-06-11 | Soybean Oil | Producer/Merchant/Processor/User | 160,520 | 244,747 | — | -84,227 | +10,713 | -14.88% | -2,138 | Insufficient history |
| 2024-06-11 | Lean Hogs | Producer/Merchant/Processor/User | 25,348 | 84,145 | — | -58,797 | +9,309 | -21.58% | +32,117 | Insufficient history |
| 2024-06-11 | Sugar No. 11 | Producer/Merchant/Processor/User | 319,104 | 311,739 | — | +7,365 | -8,819 | 0.85% | +14,412 | Insufficient history |
| 2024-06-11 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 57,572 | 93,368 | — | -35,796 | +8,196 | -9.04% | +18,674 | Insufficient history |
| 2024-06-11 | WTI Crude Oil | Producer/Merchant/Processor/User | 545,152 | 446,366 | — | +98,786 | +7,119 | 5.62% | -21,692 | Insufficient history |
| 2024-06-11 | Coffee C | Producer/Merchant/Processor/User | 51,370 | 104,222 | — | -52,852 | +6,850 | -21.58% | -4,860 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-11 | Russell 2000 | Other Reportables | 26,608 | 32,385 | — | -5,777 | -8,857 | -1.23% | +5,441 | Insufficient history |
| 2024-06-11 | EUR | Leveraged Funds | 79,583 | 80,975 | — | -1,392 | -13,735 | -0.19% | +5,693 | Insufficient history |
| 2024-06-11 | JPY | Non-Reportable | 40,507 | 47,555 | — | -7,048 | -9,254 | -2.20% | +64 | Insufficient history |
| 2024-06-11 | VIX | Non-Reportable | 31,200 | 30,524 | — | +676 | +1,386 | 0.15% | +517 | Insufficient history |
| 2024-06-11 | Cotton No. 2 | Non-Reportable | 13,787 | 13,251 | — | +536 | +1,595 | 0.24% | +2,686 | Insufficient history |
| 2024-06-11 | Rough Rice | Managed Money | 670 | 1,341 | 1 | -671 | -685 | -7.87% | -2,202 | Insufficient history |
| 2024-06-11 | Soybeans | Other Reportables | 58,727 | 53,693 | 58,338 | +5,034 | +16,222 | 0.62% | +38,676 | Insufficient history |