CFTC COT report for 6 August 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-08-06 | US 10Y | Leveraged Funds | 223,940 | 2,039,977 | -1,816,037 | -72,332 | -513,937 | 2th percentile |
| 2024-08-06 | US 5Y | Leveraged Funds | 520,831 | 3,519,010 | -2,998,179 | -70,527 | -256,772 | 2th percentile |
| 2024-08-06 | JPY | Leveraged Funds | 27,905 | 52,063 | -24,158 | +46,175 | +86,477 | 100th percentile |
| 2024-08-06 | S&P 500 | Leveraged Funds | 225,589 | 435,348 | -209,759 | +34,458 | +115,424 | 92th percentile |
| 2024-08-06 | US Bond | Leveraged Funds | 208,192 | 703,739 | -495,547 | -29,496 | -102,953 | 4th percentile |
| 2024-08-06 | US 2Y | Leveraged Funds | 446,864 | 2,652,679 | -2,205,815 | -28,927 | -18,297 | 6th percentile |
| 2024-08-06 | Russell 2000 | Leveraged Funds | 71,033 | 108,042 | -37,009 | +22,297 | +32,852 | 54th percentile |
| 2024-08-06 | VIX | Leveraged Funds | 66,894 | 137,437 | -70,543 | -22,025 | -73,969 | 2th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-08-06 | US 2Y | Asset Manager/Institutional | 2,531,286 | 467,293 | +2,063,993 | +171,567 | +190,538 | 100th percentile |
| 2024-08-06 | US 10Y | Asset Manager/Institutional | 2,522,066 | 961,360 | +1,560,706 | -62,054 | +220,205 | 98th percentile |
| 2024-08-06 | S&P 500 | Asset Manager/Institutional | 1,108,272 | 220,191 | +888,081 | -58,738 | -89,338 | 48th percentile |
| 2024-08-06 | Russell 2000 | Asset Manager/Institutional | 187,501 | 130,235 | +57,266 | -38,089 | +37,068 | 69th percentile |
| 2024-08-06 | US 5Y | Asset Manager/Institutional | 3,820,219 | 991,175 | +2,829,044 | +36,879 | +160,957 | 100th percentile |
| 2024-08-06 | GBP | Asset Manager/Institutional | 57,943 | 95,822 | -37,879 | -25,445 | -9,203 | 56th percentile |
| 2024-08-06 | VIX | Asset Manager/Institutional | 48,231 | 46,293 | +1,938 | +21,241 | +61,343 | 69th percentile |
| 2024-08-06 | JPY | Asset Manager/Institutional | 38,725 | 56,287 | -17,562 | +13,372 | +71,458 | 88th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-06 | Corn | Managed Money | 170,859 | 419,663 | 227,876 | -248,804 | +51,506 | -15.76% | +107,611 | 37th percentile |
| 2024-08-06 | WTI Crude Oil | Managed Money | 216,359 | 43,725 | 476,650 | +172,634 | -26,616 | 9.43% | -67,378 | 54th percentile |
| 2024-08-06 | Live Cattle | Managed Money | 75,616 | 17,268 | 46,266 | +58,348 | -21,045 | 20.18% | -10,615 | 54th percentile |
| 2024-08-06 | Soybean Oil | Managed Money | 50,861 | 129,219 | 75,881 | -78,358 | -20,321 | -14.22% | -62,885 | 6th percentile |
| 2024-08-06 | Sugar No. 11 | Managed Money | 114,942 | 127,803 | 91,574 | -12,861 | -16,684 | -1.60% | -53,174 | 13th percentile |
| 2024-08-06 | Soybeans | Managed Money | 52,121 | 209,026 | 96,387 | -156,905 | +12,774 | -19.94% | +5,898 | 12th percentile |
| 2024-08-06 | Soybean Meal | Managed Money | 103,133 | 60,585 | 67,777 | +42,548 | +10,216 | 8.21% | -20,247 | 40th percentile |
| 2024-08-06 | NY Harbor ULSD | Managed Money | 25,501 | 50,552 | 77,731 | -25,051 | -8,897 | -6.11% | -17,900 | 2th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-06 | Corn | Producer/Merchant/Processor/User | 435,408 | 478,135 | — | -42,727 | -38,762 | -2.70% | -65,409 | 52th percentile |
| 2024-08-06 | WTI Crude Oil | Producer/Merchant/Processor/User | 552,693 | 423,886 | — | +128,807 | +30,099 | 7.04% | +50,685 | 83th percentile |
| 2024-08-06 | RBOB Gasoline | Producer/Merchant/Processor/User | 138,010 | 174,462 | — | -36,452 | +16,889 | -9.80% | +45,238 | 100th percentile |
| 2024-08-06 | Soybean Oil | Producer/Merchant/Processor/User | 144,467 | 237,039 | — | -92,572 | +16,603 | -16.80% | +54,005 | 65th percentile |
| 2024-08-06 | Natural Gas | Producer/Merchant/Processor/User | 230,958 | 281,204 | — | -50,246 | +10,305 | -3.16% | +23,819 | 100th percentile |
| 2024-08-06 | Copper | Producer/Merchant/Processor/User | 30,486 | 73,695 | — | -43,209 | +10,057 | -17.35% | +35,681 | 40th percentile |
| 2024-08-06 | Soybean Meal | Producer/Merchant/Processor/User | 104,410 | 271,762 | — | -167,352 | -9,285 | -32.33% | +14,191 | 54th percentile |
| 2024-08-06 | Sugar No. 11 | Producer/Merchant/Processor/User | 296,813 | 340,842 | — | -44,029 | +9,234 | -5.48% | +48,495 | 71th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-06 | Dow Jones | Dealer/Intermediary | 32,601 | 27,296 | — | +5,305 | +11,424 | 6.28% | +13,513 | 69th percentile |
| 2024-08-06 | Dow Jones | Asset Manager/Institutional | 15,953 | 16,232 | — | -279 | -6,800 | -0.33% | -1,694 | 15th percentile |
| 2024-08-06 | Dow Jones | Leveraged Funds | 19,357 | 18,936 | — | +421 | +977 | 0.49% | -3,723 | 44th percentile |
| 2024-08-06 | Dow Jones | Non-Reportable | 12,361 | 12,409 | — | -48 | -3,383 | -0.05% | -3,314 | 23th percentile |
| 2024-08-06 | VIX | Asset Manager/Institutional | 48,231 | 46,293 | — | +1,938 | +21,241 | 0.42% | +61,343 | 69th percentile |
| 2024-08-06 | Cotton No. 2 | Producer/Merchant/Processor/User | 52,934 | 51,778 | — | +1,156 | +6,237 | 0.50% | +19,497 | 100th percentile |
| 2024-08-06 | Feeder Cattle | Managed Money | 8,380 | 9,713 | 6,193 | -1,333 | -2,986 | -2.58% | -3,538 | 15th percentile |
| 2024-08-06 | Soybeans | Other Reportables | 59,138 | 61,361 | 53,001 | -2,223 | -4,002 | -0.28% | -14,876 | 63th percentile |
| 2024-08-06 | Sugar No. 11 | Managed Money | 114,942 | 127,803 | 91,574 | -12,861 | -16,684 | -1.60% | -53,174 | 13th percentile |
| 2024-08-06 | Platinum | Managed Money | 29,630 | 30,192 | 5,601 | -562 | -3,776 | -0.69% | -13,942 | 52th percentile |