CFTC COT report for 30 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | US 10Y | Leveraged Funds | 191,360 | 1,935,065 | -1,743,705 | -212,736 | -499,379 | 2th percentile |
| 2024-07-30 | US 5Y | Leveraged Funds | 538,697 | 3,466,349 | -2,927,652 | -160,699 | -214,943 | 2th percentile |
| 2024-07-30 | US 2Y | Leveraged Funds | 503,119 | 2,680,007 | -2,176,888 | +55,855 | -13,551 | 8th percentile |
| 2024-07-30 | S&P 500 | Leveraged Funds | 203,139 | 447,356 | -244,217 | +30,638 | +32,084 | 90th percentile |
| 2024-07-30 | EUR | Leveraged Funds | 73,234 | 91,398 | -18,164 | -22,504 | -8,715 | 10th percentile |
| 2024-07-30 | CAD | Leveraged Funds | 13,532 | 116,322 | -102,790 | -19,821 | -33,467 | 2th percentile |
| 2024-07-30 | VIX | Leveraged Funds | 59,214 | 107,732 | -48,518 | -13,346 | -58,745 | 2th percentile |
| 2024-07-30 | JPY | Leveraged Funds | 27,725 | 98,058 | -70,333 | -11,737 | +38,849 | 40th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | US 10Y | Asset Manager/Institutional | 2,557,093 | 934,333 | +1,622,760 | +204,804 | +311,133 | 100th percentile |
| 2024-07-30 | US 5Y | Asset Manager/Institutional | 3,768,001 | 975,836 | +2,792,165 | +159,740 | +142,935 | 100th percentile |
| 2024-07-30 | US 2Y | Asset Manager/Institutional | 2,412,014 | 519,588 | +1,892,426 | -56,341 | +29,293 | 96th percentile |
| 2024-07-30 | S&P 500 | Asset Manager/Institutional | 1,146,058 | 199,239 | +946,819 | -48,323 | -1,457 | 75th percentile |
| 2024-07-30 | JPY | Asset Manager/Institutional | 47,173 | 78,107 | -30,934 | +22,008 | +69,102 | 75th percentile |
| 2024-07-30 | AUD | Asset Manager/Institutional | 60,404 | 113,532 | -53,128 | -19,846 | -16,861 | 85th percentile |
| 2024-07-30 | CAD | Asset Manager/Institutional | 26,401 | 176,853 | -150,452 | -16,525 | -52,437 | 2th percentile |
| 2024-07-30 | GBP | Asset Manager/Institutional | 80,797 | 93,231 | -12,434 | -15,989 | +35,400 | 81th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | Corn | Managed Money | 156,102 | 456,412 | 229,335 | -300,310 | +33,575 | -18.79% | +46,464 | 13th percentile |
| 2024-07-30 | Soybean Oil | Managed Money | 55,016 | 113,053 | 77,192 | -58,037 | -30,840 | -10.30% | +3,332 | 17th percentile |
| 2024-07-30 | WTI Crude Oil | Managed Money | 226,272 | 27,022 | 470,371 | +199,250 | -25,791 | 11.14% | -33,953 | 67th percentile |
| 2024-07-30 | Soybean Meal | Managed Money | 102,999 | 70,667 | 60,291 | +32,332 | +15,773 | 6.31% | -42,514 | 37th percentile |
| 2024-07-30 | Live Cattle | Managed Money | 95,853 | 16,460 | 55,518 | +79,393 | +12,675 | 24.12% | +10,682 | 79th percentile |
| 2024-07-30 | Copper | Managed Money | 70,537 | 60,332 | 28,682 | +10,205 | -11,426 | 3.92% | -23,542 | 58th percentile |
| 2024-07-30 | Lean Hogs | Managed Money | 57,461 | 52,332 | 31,707 | +5,129 | +11,287 | 2.12% | +14,689 | 38th percentile |
| 2024-07-30 | Gold | Managed Money | 185,586 | 33,222 | 22,563 | +152,364 | -10,496 | 29.82% | +1,549 | 88th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | Soybeans | Producer/Merchant/Processor/User | 325,843 | 265,486 | — | +60,357 | +35,368 | 7.73% | +62,114 | 94th percentile |
| 2024-07-30 | Soybean Oil | Producer/Merchant/Processor/User | 148,856 | 258,031 | — | -109,175 | +34,447 | -19.39% | +1,199 | 50th percentile |
| 2024-07-30 | Copper | Producer/Merchant/Processor/User | 29,180 | 82,446 | — | -53,266 | +14,623 | -20.46% | +23,320 | 38th percentile |
| 2024-07-30 | WTI Crude Oil | Producer/Merchant/Processor/User | 522,697 | 423,989 | — | +98,708 | +14,407 | 5.52% | +14,360 | 65th percentile |
| 2024-07-30 | RBOB Gasoline | Producer/Merchant/Processor/User | 138,025 | 191,366 | — | -53,341 | +14,327 | -14.01% | +30,122 | 100th percentile |
| 2024-07-30 | Live Cattle | Producer/Merchant/Processor/User | 37,407 | 137,850 | — | -100,443 | -10,117 | -30.52% | -6,090 | 40th percentile |
| 2024-07-30 | Soybean Meal | Producer/Merchant/Processor/User | 108,323 | 266,390 | — | -158,067 | -9,896 | -30.85% | +29,843 | 60th percentile |
| 2024-07-30 | Gold | Producer/Merchant/Processor/User | 19,913 | 64,678 | — | -44,765 | +9,450 | -8.76% | -20 | 33th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-30 | AUD | Non-Reportable | 27,269 | 28,729 | — | -1,460 | -14,317 | -0.70% | -6,003 | 63th percentile |
| 2024-07-30 | EUR | Leveraged Funds | 73,234 | 91,398 | — | -18,164 | -22,504 | -2.72% | -8,715 | 10th percentile |
| 2024-07-30 | GBP | Asset Manager/Institutional | 80,797 | 93,231 | — | -12,434 | -15,989 | -4.62% | +35,400 | 81th percentile |
| 2024-07-30 | JPY | Other Reportables | 29,351 | 25,105 | — | +4,246 | +6,200 | 1.40% | -10,828 | 10th percentile |
| 2024-07-30 | NZD | Dealer/Intermediary | 33,291 | 14,369 | — | +18,922 | +19,824 | 24.79% | +46,704 | 67th percentile |
| 2024-07-30 | Lean Hogs | Managed Money | 57,461 | 52,332 | 31,707 | +5,129 | +11,287 | 2.12% | +14,689 | 38th percentile |
| 2024-07-30 | Rough Rice | Producer/Merchant/Processor/User | 4,620 | 4,961 | — | -341 | -476 | -3.64% | +2,036 | 98th percentile |
| 2024-07-30 | Sugar No. 11 | Managed Money | 118,970 | 115,147 | 89,075 | +3,823 | +5,623 | 0.48% | -31,062 | 19th percentile |