CFTC COT report for 23 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-07-23 | S&P 500 | Leveraged Funds | 195,258 | 470,113 | -274,855 | +77,388 | +13,917 | 81th percentile |
| 2024-07-23 | US 5Y | Leveraged Funds | 505,911 | 3,272,864 | -2,766,953 | +57,065 | -76,726 | 4th percentile |
| 2024-07-23 | US Bond | Leveraged Funds | 184,527 | 655,447 | -470,920 | -30,577 | -72,844 | 8th percentile |
| 2024-07-23 | VIX | Leveraged Funds | 58,845 | 94,017 | -35,172 | -29,528 | -29,068 | 12th percentile |
| 2024-07-23 | US 10Y | Leveraged Funds | 209,378 | 1,740,347 | -1,530,969 | -27,843 | -324,149 | 12th percentile |
| 2024-07-23 | Russell 2000 | Leveraged Funds | 62,244 | 125,962 | -63,718 | -27,675 | +30,116 | 29th percentile |
| 2024-07-23 | US 2Y | Leveraged Funds | 485,531 | 2,718,274 | -2,232,743 | -22,071 | -86,130 | 2th percentile |
| 2024-07-23 | JPY | Leveraged Funds | 37,264 | 95,860 | -58,596 | +16,449 | +51,048 | 56th percentile |
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 |
|---|---|---|---|---|---|---|---|---|
| 2024-07-23 | US 5Y | Asset Manager/Institutional | 3,716,041 | 1,083,616 | +2,632,425 | -78,398 | +63,971 | 92th percentile |
| 2024-07-23 | US 2Y | Asset Manager/Institutional | 2,446,575 | 497,808 | +1,948,767 | +52,936 | +80,429 | 100th percentile |
| 2024-07-23 | EUR | Asset Manager/Institutional | 425,830 | 151,792 | +274,038 | +26,678 | +32,570 | 31th percentile |
| 2024-07-23 | CAD | Asset Manager/Institutional | 28,256 | 162,183 | -133,927 | -23,191 | -24,590 | 2th percentile |
| 2024-07-23 | Russell 2000 | Asset Manager/Institutional | 226,066 | 139,313 | +86,753 | +22,453 | +61,271 | 98th percentile |
| 2024-07-23 | VIX | Asset Manager/Institutional | 53,090 | 83,282 | -30,192 | +19,527 | +17,954 | 21th percentile |
| 2024-07-23 | Ultra Bond | Asset Manager/Institutional | 1,084,172 | 334,058 | +750,114 | -14,769 | -11,544 | 81th percentile |
| 2024-07-23 | NZD | Asset Manager/Institutional | 10,334 | 24,707 | -14,373 | -14,319 | -25,325 | 52th percentile |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-23 | Sugar No. 11 | Managed Money | 107,238 | 109,038 | 89,469 | -1,800 | -39,100 | -0.22% | +106 | 17th percentile |
| 2024-07-23 | WTI Crude Oil | Managed Money | 258,257 | 33,216 | 468,958 | +225,041 | -23,460 | 12.43% | +403 | 83th percentile |
| 2024-07-23 | Gold | Managed Money | 197,802 | 34,942 | 41,039 | +162,860 | -21,672 | 28.45% | +4,658 | 98th percentile |
| 2024-07-23 | Copper | Managed Money | 80,593 | 58,962 | 28,646 | +21,631 | -21,264 | 8.49% | -17,400 | 69th percentile |
| 2024-07-23 | Corn | Managed Money | 154,545 | 488,430 | 233,684 | -333,885 | +18,887 | -20.90% | -37,634 | 8th percentile |
| 2024-07-23 | Platinum | Managed Money | 26,442 | 24,809 | 6,054 | +1,633 | -12,349 | 2.03% | -9,618 | 58th percentile |
| 2024-07-23 | Soybean Oil | Managed Money | 54,317 | 81,514 | 72,975 | -27,197 | -12,179 | -4.69% | +80,192 | 50th percentile |
| 2024-07-23 | Soybean Meal | Managed Money | 98,595 | 82,036 | 64,556 | +16,559 | -11,966 | 3.09% | -71,971 | 31th percentile |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-23 | Sugar No. 11 | Producer/Merchant/Processor/User | 289,275 | 345,963 | — | -56,688 | +33,981 | -7.19% | +12,529 | 60th percentile |
| 2024-07-23 | Corn | Producer/Merchant/Processor/User | 442,705 | 444,413 | — | -1,708 | -22,675 | -0.10% | +31,278 | 79th percentile |
| 2024-07-23 | Soybeans | Producer/Merchant/Processor/User | 328,598 | 303,609 | — | +24,989 | -22,523 | 2.99% | +38,461 | 69th percentile |
| 2024-07-23 | Copper | Producer/Merchant/Processor/User | 23,322 | 91,211 | — | -67,889 | +14,011 | -26.67% | +9,998 | 31th percentile |
| 2024-07-23 | Cotton No. 2 | Producer/Merchant/Processor/User | 47,930 | 56,908 | — | -8,978 | +9,545 | -4.00% | +11,867 | 100th percentile |
| 2024-07-23 | Natural Gas | Producer/Merchant/Processor/User | 228,780 | 293,848 | — | -65,068 | +8,308 | -4.24% | +35,917 | 98th percentile |
| 2024-07-23 | RBOB Gasoline | Producer/Merchant/Processor/User | 129,861 | 197,529 | — | -67,668 | +7,425 | -17.07% | +10,157 | 96th percentile |
| 2024-07-23 | WTI Crude Oil | Producer/Merchant/Processor/User | 507,687 | 423,386 | — | +84,301 | +6,605 | 4.65% | +4,033 | 52th percentile |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-23 | Dow Jones | Leveraged Funds | 19,939 | 20,009 | — | -70 | -6,278 | -0.07% | +1,558 | 40th percentile |
| 2024-07-23 | S&P 500 | Other Reportables | 94,098 | 139,260 | — | -45,162 | -62,826 | -2.20% | -45,391 | 54th percentile |
| 2024-07-23 | AUD | Dealer/Intermediary | 65,891 | 55,639 | — | +10,252 | +11,453 | 4.53% | -33,804 | 6th percentile |
| 2024-07-23 | Cocoa | Swap Dealer | 8,256 | 8,826 | 3,931 | -570 | -3,822 | -0.40% | -2,888 | 62th percentile |
| 2024-07-23 | Corn | Producer/Merchant/Processor/User | 442,705 | 444,413 | — | -1,708 | -22,675 | -0.10% | +31,278 | 79th percentile |
| 2024-07-23 | Orange Juice | Other Reportables | 1,461 | 1,522 | 477 | -61 | -155 | -0.63% | -426 | 67th percentile |
| 2024-07-23 | Rough Rice | Producer/Merchant/Processor/User | 4,920 | 4,785 | — | +135 | +796 | 1.34% | +2,631 | 100th percentile |
| 2024-07-23 | Sugar No. 11 | Non-Reportable | 60,617 | 64,482 | — | -3,865 | -12,604 | -0.49% | -9,964 | 19th percentile |
| 2024-07-23 | Sugar No. 11 | Managed Money | 107,238 | 109,038 | 89,469 | -1,800 | -39,100 | -0.22% | +106 | 17th percentile |