CFTC COT report for 20 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-08-20 | US 10Y | Leveraged Funds | 188,809 | 2,373,719 | -2,184,910 | -175,814 | -653,941 | 2th percentile |
| 2024-08-20 | S&P 500 | Leveraged Funds | 184,653 | 535,744 | -351,091 | -74,637 | -76,236 | 38th percentile |
| 2024-08-20 | US 2Y | Leveraged Funds | 400,480 | 2,743,183 | -2,342,703 | -56,731 | -109,960 | 2th percentile |
| 2024-08-20 | US 5Y | Leveraged Funds | 535,546 | 3,606,743 | -3,071,197 | +43,034 | -304,244 | 4th percentile |
| 2024-08-20 | US Bond | Leveraged Funds | 203,141 | 726,692 | -523,551 | -26,153 | -52,631 | 2th percentile |
| 2024-08-20 | Ultra Bond | Leveraged Funds | 64,285 | 728,827 | -664,542 | +24,760 | +36,060 | 31th percentile |
| 2024-08-20 | EUR | Leveraged Funds | 75,339 | 78,023 | -2,684 | +20,734 | -7,024 | 40th percentile |
| 2024-08-20 | VIX | Leveraged Funds | 63,984 | 88,786 | -24,802 | +14,941 | +10,370 | 31th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-08-20 | US 10Y | Asset Manager/Institutional | 2,618,897 | 887,952 | +1,730,945 | +65,230 | +312,989 | 100th percentile |
| 2024-08-20 | US 5Y | Asset Manager/Institutional | 3,965,708 | 1,064,705 | +2,901,003 | -41,547 | +268,578 | 98th percentile |
| 2024-08-20 | Ultra Bond | Asset Manager/Institutional | 1,062,102 | 331,188 | +730,914 | -30,929 | -19,200 | 65th percentile |
| 2024-08-20 | GBP | Asset Manager/Institutional | 68,865 | 77,300 | -8,435 | +30,870 | -11,990 | 90th percentile |
| 2024-08-20 | EUR | Asset Manager/Institutional | 436,430 | 131,472 | +304,958 | +27,843 | +30,920 | 48th percentile |
| 2024-08-20 | S&P 500 | Asset Manager/Institutional | 1,129,086 | 161,677 | +967,409 | +18,473 | -27,733 | 85th percentile |
| 2024-08-20 | AUD | Asset Manager/Institutional | 61,418 | 101,363 | -39,945 | +8,176 | -6,663 | 92th percentile |
| 2024-08-20 | NZD | Asset Manager/Institutional | 8,145 | 21,901 | -13,756 | +5,629 | +617 | 54th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-20 | WTI Crude Oil | Managed Money | 204,954 | 35,041 | 467,981 | +169,913 | -21,852 | 9.75% | -55,128 | 50th percentile |
| 2024-08-20 | Natural Gas | Managed Money | 219,567 | 259,607 | 410,716 | -40,040 | +21,356 | -2.63% | +17,471 | 62th percentile |
| 2024-08-20 | Chicago SRW Wheat | Managed Money | 86,237 | 136,169 | 77,627 | -49,932 | +21,094 | -12.05% | +23,227 | 88th percentile |
| 2024-08-20 | Sugar No. 11 | Managed Money | 113,608 | 135,726 | 96,743 | -22,118 | -16,034 | -2.68% | -20,318 | 10th percentile |
| 2024-08-20 | Gold | Managed Money | 222,142 | 28,837 | 19,236 | +193,305 | +15,390 | 36.27% | +30,445 | 100th percentile |
| 2024-08-20 | Soybeans | Managed Money | 50,775 | 218,701 | 102,549 | -167,926 | -13,125 | -20.57% | +5,019 | 8th percentile |
| 2024-08-20 | Lean Hogs | Managed Money | 58,595 | 48,760 | 30,397 | +9,835 | +11,537 | 4.21% | +15,993 | 46th percentile |
| 2024-08-20 | Silver | Managed Money | 39,517 | 9,678 | 11,004 | +29,839 | +6,505 | 20.30% | +4,485 | 67th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-20 | Soybeans | Producer/Merchant/Processor/User | 358,564 | 276,781 | — | +81,783 | +14,350 | 10.02% | +56,794 | 100th percentile |
| 2024-08-20 | Sugar No. 11 | Producer/Merchant/Processor/User | 296,984 | 336,491 | — | -39,507 | +13,748 | -4.80% | +17,181 | 75th percentile |
| 2024-08-20 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 61,177 | 89,831 | — | -28,654 | -11,686 | -6.91% | -10,916 | 21th percentile |
| 2024-08-20 | Gold | Producer/Merchant/Processor/User | 15,569 | 79,564 | — | -63,995 | -11,060 | -12.00% | -9,780 | 2th percentile |
| 2024-08-20 | Soybean Meal | Producer/Merchant/Processor/User | 124,951 | 266,184 | — | -141,233 | -7,785 | -26.50% | +6,938 | 62th percentile |
| 2024-08-20 | Soybean Oil | Producer/Merchant/Processor/User | 158,367 | 254,086 | — | -95,719 | -7,622 | -16.65% | +47,903 | 56th percentile |
| 2024-08-20 | Corn | Producer/Merchant/Processor/User | 425,001 | 444,446 | — | -19,445 | +7,174 | -1.25% | -17,737 | 67th percentile |
| 2024-08-20 | WTI Crude Oil | Producer/Merchant/Processor/User | 517,920 | 401,840 | — | +116,080 | -6,107 | 6.66% | +31,779 | 69th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-20 | Dow Jones | Dealer/Intermediary | 31,881 | 33,959 | — | -2,078 | -5,739 | -2.38% | +6,393 | 63th percentile |
| 2024-08-20 | Dow Jones | Asset Manager/Institutional | 19,520 | 16,855 | — | +2,665 | +4,552 | 3.05% | -5,178 | 35th percentile |
| 2024-08-20 | S&P 500 | Other Reportables | 92,210 | 89,179 | — | +3,031 | +24,260 | 0.14% | +48,193 | 87th percentile |
| 2024-08-20 | AUD | Non-Reportable | 25,338 | 24,819 | — | +519 | +6,384 | 0.27% | -12,338 | 67th percentile |
| 2024-08-20 | JPY | Asset Manager/Institutional | 50,500 | 49,244 | — | +1,256 | +4,263 | 0.39% | +54,198 | 92th percentile |
| 2024-08-20 | Lean Hogs | Managed Money | 58,595 | 48,760 | 30,397 | +9,835 | +11,537 | 4.21% | +15,993 | 46th percentile |
| 2024-08-20 | RBOB Gasoline | Non-Reportable | 17,248 | 20,272 | — | -3,024 | -3,085 | -0.83% | -7,548 | 2th percentile |
| 2024-08-20 | NY Harbor ULSD | Non-Reportable | 37,162 | 40,055 | — | -2,893 | -6,260 | -0.69% | -9,946 | 2th percentile |
| 2024-08-20 | Platinum | Managed Money | 29,723 | 28,692 | 5,015 | +1,031 | +1,756 | 1.26% | -602 | 56th percentile |