CFTC COT report for 2 July 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-07-02 | US 10Y | Leveraged Funds | 242,511 | 1,486,837 | -1,244,326 | -37,506 | +4,370 | Insufficient history |
| 2024-07-02 | US 5Y | Leveraged Funds | 434,149 | 3,146,858 | -2,712,709 | -22,482 | +6,483 | Insufficient history |
| 2024-07-02 | US 2Y | Leveraged Funds | 401,768 | 2,565,105 | -2,163,337 | -16,724 | -351,588 | Insufficient history |
| 2024-07-02 | VIX | Leveraged Funds | 96,396 | 86,169 | +10,227 | +16,331 | +4,286 | Insufficient history |
| 2024-07-02 | US Bond | Leveraged Funds | 204,310 | 588,313 | -384,003 | +14,073 | +1,723 | Insufficient history |
| 2024-07-02 | S&P 500 | Leveraged Funds | 173,915 | 450,216 | -276,301 | +12,471 | +69,115 | Insufficient history |
| 2024-07-02 | GBP | Leveraged Funds | 79,931 | 29,649 | +50,282 | +11,602 | +37,332 | Insufficient history |
| 2024-07-02 | CAD | Leveraged Funds | 10,251 | 79,574 | -69,323 | -7,609 | -18,091 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-07-02 | US 5Y | Asset Manager/Institutional | 3,680,688 | 1,031,458 | +2,649,230 | +80,776 | +122,686 | Insufficient history |
| 2024-07-02 | US 10Y | Asset Manager/Institutional | 2,343,679 | 1,032,052 | +1,311,627 | +79,536 | +96,693 | Insufficient history |
| 2024-07-02 | S&P 500 | Asset Manager/Institutional | 1,136,711 | 188,435 | +948,276 | -25,623 | -6,114 | Insufficient history |
| 2024-07-02 | EUR | Asset Manager/Institutional | 391,717 | 170,016 | +221,701 | -19,767 | -60,199 | Insufficient history |
| 2024-07-02 | VIX | Asset Manager/Institutional | 44,769 | 108,905 | -64,136 | -15,990 | -30,815 | Insufficient history |
| 2024-07-02 | AUD | Asset Manager/Institutional | 61,035 | 97,302 | -36,267 | +12,930 | +34,390 | Insufficient history |
| 2024-07-02 | CAD | Asset Manager/Institutional | 29,378 | 127,393 | -98,015 | +11,322 | -58,351 | Insufficient history |
| 2024-07-02 | CHF | Asset Manager/Institutional | 18,039 | 43,163 | -25,124 | -8,205 | -1,390 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-02 | Corn | Managed Money | 150,743 | 497,517 | 210,350 | -346,774 | -50,523 | -22.81% | -127,166 | Insufficient history |
| 2024-07-02 | Soybean Oil | Managed Money | 62,323 | 123,692 | 72,327 | -61,369 | +46,020 | -11.00% | -5,501 | Insufficient history |
| 2024-07-02 | Sugar No. 11 | Managed Money | 117,154 | 82,269 | 88,017 | +34,885 | +36,791 | 4.50% | +77,845 | Insufficient history |
| 2024-07-02 | Natural Gas | Managed Money | 222,182 | 220,185 | 437,723 | +1,997 | -32,635 | 0.13% | -14,293 | Insufficient history |
| 2024-07-02 | Soybean Meal | Managed Money | 128,733 | 53,887 | 56,126 | +74,846 | -13,684 | 15.01% | -28,594 | Insufficient history |
| 2024-07-02 | NY Harbor ULSD | Managed Money | 26,642 | 27,167 | 66,419 | -525 | +11,953 | -0.14% | +4,820 | Insufficient history |
| 2024-07-02 | WTI Crude Oil | Managed Money | 267,529 | 34,326 | 435,234 | +233,203 | +8,565 | 13.54% | +87,891 | Insufficient history |
| 2024-07-02 | Soybeans | Managed Money | 62,710 | 196,476 | 100,536 | -133,766 | -7,414 | -17.01% | -92,965 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-02 | Soybean Oil | Producer/Merchant/Processor/User | 143,988 | 254,362 | — | -110,374 | -49,643 | -19.80% | -15,434 | Insufficient history |
| 2024-07-02 | Corn | Producer/Merchant/Processor/User | 409,680 | 404,022 | — | +5,658 | +38,644 | 0.37% | +84,167 | Insufficient history |
| 2024-07-02 | Sugar No. 11 | Producer/Merchant/Processor/User | 270,112 | 361,433 | — | -91,321 | -22,104 | -11.78% | -107,505 | Insufficient history |
| 2024-07-02 | Natural Gas | Producer/Merchant/Processor/User | 213,821 | 300,743 | — | -86,922 | +14,063 | -5.76% | +10,671 | Insufficient history |
| 2024-07-02 | Soybeans | Producer/Merchant/Processor/User | 305,544 | 307,301 | — | -1,757 | +11,715 | -0.22% | +55,392 | Insufficient history |
| 2024-07-02 | NY Harbor ULSD | Producer/Merchant/Processor/User | 79,966 | 178,927 | — | -98,961 | -11,580 | -27.30% | -16,894 | Insufficient history |
| 2024-07-02 | Soybean Meal | Producer/Merchant/Processor/User | 88,926 | 276,836 | — | -187,910 | +8,374 | -37.69% | +16,994 | Insufficient history |
| 2024-07-02 | Kansas City HRW Wheat | Producer/Merchant/Processor/User | 42,269 | 70,532 | — | -28,263 | -6,276 | -11.85% | +13,851 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-02 | Dow Jones | Leveraged Funds | 15,441 | 12,431 | — | +3,010 | +4,638 | 3.66% | -1,742 | Insufficient history |
| 2024-07-02 | Nasdaq-100 | Other Reportables | 15,717 | 5,240 | — | +10,477 | +13,143 | 4.04% | +26,956 | Insufficient history |
| 2024-07-02 | AUD | Leveraged Funds | 32,866 | 31,417 | — | +1,449 | +4,858 | 0.73% | +12,820 | Insufficient history |
| 2024-07-02 | GBP | Dealer/Intermediary | 25,507 | 29,525 | — | -4,018 | -15,079 | -2.02% | +1,826 | Insufficient history |
| 2024-07-02 | NZD | Non-Reportable | 3,855 | 4,207 | — | -352 | -1,277 | -0.56% | -810 | Insufficient history |
| 2024-07-02 | VIX | Leveraged Funds | 96,396 | 86,169 | — | +10,227 | +16,331 | 2.27% | +4,286 | Insufficient history |
| 2024-07-02 | Corn | Producer/Merchant/Processor/User | 409,680 | 404,022 | — | +5,658 | +38,644 | 0.37% | +84,167 | Insufficient history |
| 2024-07-02 | Sugar No. 11 | Managed Money | 117,154 | 82,269 | 88,017 | +34,885 | +36,791 | 4.50% | +77,845 | Insufficient history |