CFTC COT report for 13 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-08-13 | US 10Y | Leveraged Funds | 228,499 | 2,237,595 | -2,009,096 | -193,059 | -505,970 | 2th percentile |
| 2024-08-13 | US 5Y | Leveraged Funds | 554,198 | 3,668,429 | -3,114,231 | -116,052 | -290,213 | 2th percentile |
| 2024-08-13 | US 2Y | Leveraged Funds | 455,652 | 2,741,624 | -2,285,972 | -80,157 | -75,300 | 2th percentile |
| 2024-08-13 | S&P 500 | Leveraged Funds | 175,193 | 451,647 | -276,454 | -66,695 | +75,789 | 73th percentile |
| 2024-08-13 | VIX | Leveraged Funds | 60,528 | 100,271 | -39,743 | +30,800 | -34,099 | 10th percentile |
| 2024-08-13 | JPY | Leveraged Funds | 43,859 | 46,274 | -2,415 | +21,743 | +72,630 | 100th percentile |
| 2024-08-13 | Russell 2000 | Leveraged Funds | 62,851 | 113,665 | -50,814 | -13,805 | -14,771 | 38th percentile |
| 2024-08-13 | GBP | Leveraged Funds | 77,421 | 31,908 | +45,513 | -11,975 | -24,148 | 81th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-08-13 | US 5Y | Asset Manager/Institutional | 3,970,703 | 1,028,153 | +2,942,550 | +113,506 | +231,727 | 100th percentile |
| 2024-08-13 | US 10Y | Asset Manager/Institutional | 2,582,791 | 917,076 | +1,665,715 | +105,009 | +249,043 | 100th percentile |
| 2024-08-13 | S&P 500 | Asset Manager/Institutional | 1,132,115 | 183,179 | +948,936 | +60,855 | -53,245 | 79th percentile |
| 2024-08-13 | US Bond | Asset Manager/Institutional | 875,451 | 399,112 | +476,339 | -50,845 | -22,582 | 60th percentile |
| 2024-08-13 | VIX | Asset Manager/Institutional | 35,050 | 58,627 | -23,577 | -25,515 | +26,142 | 23th percentile |
| 2024-08-13 | JPY | Asset Manager/Institutional | 49,002 | 52,009 | -3,007 | +14,555 | +62,259 | 92th percentile |
| 2024-08-13 | Ultra Bond | Asset Manager/Institutional | 1,086,808 | 324,965 | +761,843 | -13,380 | -3,040 | 88th percentile |
| 2024-08-13 | US 2Y | Asset Manager/Institutional | 2,529,095 | 454,740 | +2,074,355 | +10,362 | +178,524 | 100th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-13 | Soybean Meal | Managed Money | 85,209 | 81,782 | 71,012 | +3,427 | -39,121 | 0.65% | -25,098 | 29th percentile |
| 2024-08-13 | Gold | Managed Money | 203,844 | 25,929 | 19,009 | +177,915 | +27,129 | 35.16% | -6,617 | 98th percentile |
| 2024-08-13 | WTI Crude Oil | Managed Money | 216,524 | 24,759 | 461,587 | +191,765 | +19,131 | 10.70% | -56,736 | 63th percentile |
| 2024-08-13 | Lean Hogs | Managed Money | 56,400 | 58,102 | 31,805 | -1,702 | -11,067 | -0.70% | +12,277 | 29th percentile |
| 2024-08-13 | Live Cattle | Managed Money | 66,506 | 18,428 | 44,616 | +48,078 | -10,270 | 16.79% | -16,963 | 40th percentile |
| 2024-08-13 | Natural Gas | Managed Money | 222,140 | 283,536 | 400,789 | -61,396 | -8,489 | -4.02% | -1,441 | 44th percentile |
| 2024-08-13 | Sugar No. 11 | Managed Money | 116,934 | 123,018 | 96,854 | -6,084 | +6,777 | -0.75% | -43,384 | 15th percentile |
| 2024-08-13 | RBOB Gasoline | Managed Money | 51,175 | 36,862 | 56,666 | +14,313 | +6,401 | 3.77% | -17,236 | 6th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-13 | Soybean Meal | Producer/Merchant/Processor/User | 126,958 | 260,406 | — | -133,448 | +33,904 | -25.34% | +20,123 | 67th percentile |
| 2024-08-13 | Corn | Producer/Merchant/Processor/User | 438,711 | 465,330 | — | -26,619 | +16,108 | -1.68% | -47,586 | 67th percentile |
| 2024-08-13 | Soybeans | Producer/Merchant/Processor/User | 341,770 | 274,337 | — | +67,433 | +12,796 | 8.33% | +19,921 | 96th percentile |
| 2024-08-13 | Sugar No. 11 | Producer/Merchant/Processor/User | 288,107 | 341,362 | — | -53,255 | -9,226 | -6.58% | +37,414 | 60th percentile |
| 2024-08-13 | Live Cattle | Producer/Merchant/Processor/User | 39,508 | 122,405 | — | -82,897 | +9,005 | -28.95% | +9,087 | 92th percentile |
| 2024-08-13 | Coffee C | Producer/Merchant/Processor/User | 50,339 | 96,351 | — | -46,012 | -7,231 | -23.56% | +9,539 | 77th percentile |
| 2024-08-13 | WTI Crude Oil | Producer/Merchant/Processor/User | 544,875 | 422,688 | — | +122,187 | -6,620 | 6.82% | +44,491 | 77th percentile |
| 2024-08-13 | RBOB Gasoline | Producer/Merchant/Processor/User | 150,572 | 180,928 | — | -30,356 | +6,096 | -8.00% | +44,737 | 100th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-13 | Dow Jones | Non-Reportable | 13,516 | 10,969 | — | +2,547 | +2,595 | 3.11% | +127 | 69th percentile |
| 2024-08-13 | Russell 2000 | Other Reportables | 25,190 | 19,162 | — | +6,028 | +7,900 | 1.41% | +42,857 | 87th percentile |
| 2024-08-13 | JPY | Dealer/Intermediary | 133,013 | 148,641 | — | -15,628 | -41,624 | -4.95% | -169,444 | 2th percentile |
| 2024-08-13 | JPY | Non-Reportable | 33,201 | 32,778 | — | +423 | +1,265 | 0.13% | +8,440 | 71th percentile |
| 2024-08-13 | VIX | Asset Manager/Institutional | 35,050 | 58,627 | — | -23,577 | -25,515 | -5.88% | +26,142 | 23th percentile |
| 2024-08-13 | VIX | Non-Reportable | 26,785 | 24,939 | — | +1,846 | +14,148 | 0.46% | +3,266 | 100th percentile |
| 2024-08-13 | Cocoa | Other Reportables | 8,706 | 8,739 | 8,007 | -33 | -3,356 | -0.02% | -8,240 | 35th percentile |
| 2024-08-13 | Lean Hogs | Managed Money | 56,400 | 58,102 | 31,805 | -1,702 | -11,067 | -0.70% | +12,277 | 29th percentile |