CFTC COT report for 18 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-06-18 | US 2Y | Leveraged Funds | 336,968 | 2,435,546 | -2,098,578 | -168,391 | -239,154 | Insufficient history |
| 2024-06-18 | US 5Y | Leveraged Funds | 457,936 | 3,055,586 | -2,597,650 | +81,003 | -23,576 | Insufficient history |
| 2024-06-18 | US 10Y | Leveraged Funds | 234,998 | 1,437,390 | -1,202,392 | -74,883 | +66,303 | Insufficient history |
| 2024-06-18 | Ultra Bond | Leveraged Funds | 60,167 | 747,977 | -687,810 | -28,908 | +7,613 | Insufficient history |
| 2024-06-18 | GBP | Leveraged Funds | 69,585 | 30,619 | +38,966 | +20,692 | +41,546 | Insufficient history |
| 2024-06-18 | Russell 2000 | Leveraged Funds | 36,859 | 148,352 | -111,493 | -17,509 | -7,628 | Insufficient history |
| 2024-06-18 | Dow Jones | Leveraged Funds | 14,134 | 20,346 | -6,212 | -14,398 | -18,545 | Insufficient history |
| 2024-06-18 | US Bond | Leveraged Funds | 177,946 | 549,183 | -371,237 | +11,665 | +6,110 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-06-18 | US 2Y | Asset Manager/Institutional | 2,258,080 | 460,665 | +1,797,415 | +104,379 | +204,392 | Insufficient history |
| 2024-06-18 | US 5Y | Asset Manager/Institutional | 3,599,464 | 1,027,859 | +2,571,605 | -64,570 | +36,851 | Insufficient history |
| 2024-06-18 | CAD | Asset Manager/Institutional | 28,816 | 149,656 | -120,840 | -54,550 | -50,213 | Insufficient history |
| 2024-06-18 | US 10Y | Asset Manager/Institutional | 2,306,828 | 1,113,835 | +1,192,993 | +48,526 | -120,342 | Insufficient history |
| 2024-06-18 | GBP | Asset Manager/Institutional | 57,173 | 95,719 | -38,546 | -26,922 | +9,390 | Insufficient history |
| 2024-06-18 | EUR | Asset Manager/Institutional | 399,229 | 149,304 | +249,925 | -23,194 | -13,853 | Insufficient history |
| 2024-06-18 | Ultra Bond | Asset Manager/Institutional | 1,092,856 | 326,471 | +766,385 | +18,778 | -4,808 | Insufficient history |
| 2024-06-18 | US Bond | Asset Manager/Institutional | 894,181 | 429,586 | +464,595 | +14,656 | +13,639 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-18 | Soybeans | Managed Money | 69,478 | 168,745 | 101,089 | -99,267 | -37,888 | -12.21% | -81,248 | Insufficient history |
| 2024-06-18 | Sugar No. 11 | Managed Money | 115,581 | 130,688 | 86,510 | -15,107 | +16,296 | -1.82% | +15,613 | Insufficient history |
| 2024-06-18 | Kansas City HRW Wheat | Managed Money | 34,343 | 63,425 | 35,719 | -29,082 | -13,413 | -12.74% | -12,790 | Insufficient history |
| 2024-06-18 | Corn | Managed Money | 206,268 | 415,602 | 211,563 | -209,334 | +10,658 | -13.36% | -93,689 | Insufficient history |
| 2024-06-18 | Lean Hogs | Managed Money | 50,762 | 51,079 | 38,961 | -317 | -8,922 | -0.11% | -44,488 | Insufficient history |
| 2024-06-18 | Soybean Oil | Managed Money | 60,608 | 143,915 | 75,041 | -83,307 | -8,847 | -14.47% | -38,691 | Insufficient history |
| 2024-06-18 | Cotton No. 2 | Managed Money | 29,479 | 73,422 | 27,975 | -43,943 | -8,286 | -20.29% | -20,217 | Insufficient history |
| 2024-06-18 | Gold | Managed Money | 177,639 | 17,018 | 15,366 | +160,621 | +7,656 | 36.14% | +12,098 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-18 | Sugar No. 11 | Producer/Merchant/Processor/User | 310,612 | 351,768 | — | -41,156 | -48,521 | -4.96% | -47,962 | Insufficient history |
| 2024-06-18 | Corn | Producer/Merchant/Processor/User | 400,018 | 515,852 | — | -115,834 | -16,538 | -7.39% | +46,189 | Insufficient history |
| 2024-06-18 | Soybeans | Producer/Merchant/Processor/User | 305,575 | 345,340 | — | -39,765 | +13,226 | -4.89% | +28,199 | Insufficient history |
| 2024-06-18 | Soybean Meal | Producer/Merchant/Processor/User | 87,062 | 298,091 | — | -211,029 | -9,760 | -40.58% | -11,866 | Insufficient history |
| 2024-06-18 | Soybean Oil | Producer/Merchant/Processor/User | 159,543 | 252,854 | — | -93,311 | -9,084 | -16.20% | +2,511 | Insufficient history |
| 2024-06-18 | NY Harbor ULSD | Producer/Merchant/Processor/User | 97,811 | 185,385 | — | -87,574 | -7,592 | -23.03% | -1,421 | Insufficient history |
| 2024-06-18 | RBOB Gasoline | Producer/Merchant/Processor/User | 139,980 | 211,863 | — | -71,883 | +7,017 | -18.14% | +23,034 | Insufficient history |
| 2024-06-18 | Lean Hogs | Producer/Merchant/Processor/User | 29,029 | 81,106 | — | -52,077 | +6,720 | -19.15% | +32,243 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-18 | Dow Jones | Dealer/Intermediary | 44,404 | 43,986 | — | +418 | +10,003 | 0.36% | +30,611 | Insufficient history |
| 2024-06-18 | Dow Jones | Leveraged Funds | 14,134 | 20,346 | — | -6,212 | -14,398 | -5.43% | -18,545 | Insufficient history |
| 2024-06-18 | Dow Jones | Other Reportables | 2,306 | 855 | — | +1,451 | +1,598 | 1.27% | -288 | Insufficient history |
| 2024-06-18 | Nasdaq-100 | Other Reportables | 16,670 | 13,567 | — | +3,103 | +16,953 | 0.92% | +21,970 | Insufficient history |
| 2024-06-18 | Russell 2000 | Other Reportables | 34,942 | 23,549 | — | +11,393 | +17,170 | 2.15% | +15,042 | Insufficient history |
| 2024-06-18 | S&P 500 | Other Reportables | 140,223 | 123,182 | — | +17,041 | +18,235 | 0.65% | +49,341 | Insufficient history |
| 2024-06-18 | CHF | Other Reportables | 440 | 973 | — | -533 | -1,292 | -0.60% | -1,301 | Insufficient history |
| 2024-06-18 | GBP | Dealer/Intermediary | 32,686 | 31,538 | — | +1,148 | +10,505 | 0.55% | -53,711 | Insufficient history |
| 2024-06-18 | NZD | Asset Manager/Institutional | 29,210 | 21,689 | — | +7,521 | +9,133 | 12.87% | +18,539 | Insufficient history |
| 2024-06-18 | VIX | Leveraged Funds | 92,721 | 99,732 | — | -7,011 | -8,071 | -1.53% | -15,679 | Insufficient history |
| 2024-06-18 | US Bond | Other Reportables | 123,907 | 135,088 | — | -11,181 | -31,750 | -0.67% | -24,921 | Insufficient history |
| 2024-06-18 | Cotton No. 2 | Non-Reportable | 11,416 | 12,887 | — | -1,471 | -2,007 | -0.67% | -609 | Insufficient history |
| 2024-06-18 | Lean Hogs | Managed Money | 50,762 | 51,079 | 38,961 | -317 | -8,922 | -0.11% | -44,488 | Insufficient history |
| 2024-06-18 | Sugar No. 11 | Producer/Merchant/Processor/User | 310,612 | 351,768 | — | -41,156 | -48,521 | -4.96% | -47,962 | Insufficient history |
| 2024-06-18 | Sugar No. 11 | Swap Dealer | 117,315 | 88,828 | 32,221 | +28,487 | +39,815 | 3.43% | +28,670 | Insufficient history |