CFTC COT report for 16 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | US 10Y | Leveraged Funds | 167,589 | 1,670,715 | -1,503,126 | -201,026 | -300,734 | Insufficient history |
| 2024-07-16 | US 5Y | Leveraged Funds | 477,071 | 3,301,089 | -2,824,018 | -82,611 | -226,368 | Insufficient history |
| 2024-07-16 | US Bond | Leveraged Funds | 188,189 | 628,532 | -440,343 | -47,749 | -69,106 | Insufficient history |
| 2024-07-16 | JPY | Leveraged Funds | 30,754 | 105,799 | -75,045 | +35,590 | +15,352 | Insufficient history |
| 2024-07-16 | Russell 2000 | Leveraged Funds | 85,333 | 121,376 | -36,043 | +33,818 | +75,450 | Insufficient history |
| 2024-07-16 | S&P 500 | Leveraged Funds | 177,191 | 529,434 | -352,243 | -27,060 | +19,167 | Insufficient history |
| 2024-07-16 | US 2Y | Leveraged Funds | 465,165 | 2,675,837 | -2,210,672 | -23,154 | -112,094 | Insufficient history |
| 2024-07-16 | GBP | Leveraged Funds | 108,801 | 39,140 | +69,661 | +15,433 | +30,695 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | US 10Y | Asset Manager/Institutional | 2,431,155 | 1,014,483 | +1,416,672 | +76,171 | +223,679 | Insufficient history |
| 2024-07-16 | Russell 2000 | Asset Manager/Institutional | 207,674 | 143,374 | +64,300 | +44,102 | +25,976 | Insufficient history |
| 2024-07-16 | US 5Y | Asset Manager/Institutional | 3,799,596 | 1,088,773 | +2,710,823 | +42,736 | +139,218 | Insufficient history |
| 2024-07-16 | GBP | Asset Manager/Institutional | 94,873 | 90,704 | +4,169 | +32,845 | +42,715 | Insufficient history |
| 2024-07-16 | S&P 500 | Asset Manager/Institutional | 1,177,042 | 174,861 | +1,002,181 | +24,762 | +34,726 | Insufficient history |
| 2024-07-16 | CAD | Asset Manager/Institutional | 28,600 | 139,336 | -110,736 | -24,366 | +10,104 | Insufficient history |
| 2024-07-16 | JPY | Asset Manager/Institutional | 39,381 | 104,647 | -65,266 | +23,754 | +20,850 | Insufficient history |
| 2024-07-16 | US 2Y | Asset Manager/Institutional | 2,428,438 | 532,607 | +1,895,831 | +22,376 | +98,416 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | Soybean Meal | Managed Money | 106,928 | 78,403 | 64,870 | +28,525 | -34,270 | 5.35% | -73,102 | Insufficient history |
| 2024-07-16 | Gold | Managed Money | 216,502 | 31,970 | 31,300 | +184,532 | +27,065 | 31.82% | +23,911 | Insufficient history |
| 2024-07-16 | Natural Gas | Managed Money | 223,958 | 283,913 | 457,860 | -59,955 | -24,268 | -3.77% | -99,516 | Insufficient history |
| 2024-07-16 | Soybeans | Managed Money | 60,560 | 243,705 | 102,021 | -183,145 | -20,342 | -21.89% | -83,878 | Insufficient history |
| 2024-07-16 | WTI Crude Oil | Managed Money | 276,160 | 27,659 | 486,686 | +248,501 | +8,489 | 13.57% | +67,867 | Insufficient history |
| 2024-07-16 | RBOB Gasoline | Managed Money | 64,789 | 33,240 | 63,473 | +31,549 | -4,992 | 7.93% | +4,332 | Insufficient history |
| 2024-07-16 | Chicago SRW Wheat | Managed Money | 70,039 | 142,870 | 77,885 | -72,831 | -4,139 | -17.59% | -18,328 | Insufficient history |
| 2024-07-16 | Live Cattle | Managed Money | 86,647 | 21,606 | 50,999 | +65,041 | -3,922 | 19.84% | +9,088 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | Soybean Meal | Producer/Merchant/Processor/User | 107,205 | 260,776 | — | -153,571 | +27,972 | -28.80% | +57,458 | Insufficient history |
| 2024-07-16 | Soybeans | Producer/Merchant/Processor/User | 340,045 | 292,533 | — | +47,512 | +18,054 | 5.68% | +87,277 | Insufficient history |
| 2024-07-16 | Gold | Producer/Merchant/Processor/User | 23,789 | 84,107 | — | -60,318 | -7,927 | -10.40% | -17,760 | Insufficient history |
| 2024-07-16 | Coffee C | Producer/Merchant/Processor/User | 43,616 | 99,167 | — | -55,551 | +7,354 | -24.12% | +2,377 | Insufficient history |
| 2024-07-16 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 64,297 | 81,558 | — | -17,261 | +6,941 | -4.17% | +17,439 | Insufficient history |
| 2024-07-16 | RBOB Gasoline | Producer/Merchant/Processor/User | 131,262 | 206,355 | — | -75,093 | +6,597 | -18.89% | -3,210 | Insufficient history |
| 2024-07-16 | NY Harbor ULSD | Producer/Merchant/Processor/User | 84,376 | 175,879 | — | -91,503 | +3,957 | -24.43% | -3,929 | Insufficient history |
| 2024-07-16 | Copper | Producer/Merchant/Processor/User | 21,781 | 103,681 | — | -81,900 | -3,010 | -30.29% | -2,363 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-16 | Russell 2000 | Dealer/Intermediary | 93,530 | 96,922 | — | -3,392 | -77,098 | -0.69% | -59,876 | Insufficient history |
| 2024-07-16 | AUD | Dealer/Intermediary | 63,929 | 65,130 | — | -1,201 | -7,137 | -0.52% | -63,570 | Insufficient history |
| 2024-07-16 | EUR | Leveraged Funds | 85,859 | 78,470 | — | +7,389 | +12,862 | 1.13% | +16,208 | Insufficient history |
| 2024-07-16 | GBP | Asset Manager/Institutional | 94,873 | 90,704 | — | +4,169 | +32,845 | 1.48% | +42,715 | Insufficient history |
| 2024-07-16 | JPY | Other Reportables | 22,193 | 27,681 | — | -5,488 | -20,516 | -1.78% | -25,617 | Insufficient history |
| 2024-07-16 | NZD | Asset Manager/Institutional | 20,330 | 20,384 | — | -54 | -11,325 | -0.08% | -7,575 | Insufficient history |
| 2024-07-16 | NZD | Other Reportables | 1,557 | 2,398 | — | -841 | -2,030 | -1.37% | -1,326 | Insufficient history |
| 2024-07-16 | NZD | Non-Reportable | 4,648 | 5,107 | — | -459 | -1,375 | -0.75% | -2,640 | Insufficient history |
| 2024-07-16 | VIX | Leveraged Funds | 87,380 | 93,024 | — | -5,644 | -9,070 | -1.17% | +1,367 | Insufficient history |
| 2024-07-16 | VIX | Non-Reportable | 27,308 | 28,728 | — | -1,420 | -1,667 | -0.29% | -2,243 | Insufficient history |
| 2024-07-16 | US Bond | Other Reportables | 110,369 | 100,066 | — | +10,303 | +29,367 | 0.60% | +21,484 | Insufficient history |
| 2024-07-16 | Orange Juice | Other Reportables | 1,479 | 1,385 | 432 | +94 | +179 | 1.01% | -656 | Insufficient history |
| 2024-07-16 | Platinum | Swap Dealer | 14,236 | 14,124 | 546 | +112 | +661 | 0.13% | -2,024 | Insufficient history |