CFTC COT report for 27 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-08-27 | US 10Y | Leveraged Funds | 175,691 | 2,108,295 | -1,932,604 | +252,306 | -188,899 | 6th percentile |
| 2024-08-27 | US 2Y | Leveraged Funds | 330,145 | 2,488,095 | -2,157,950 | +184,753 | +18,938 | 17th percentile |
| 2024-08-27 | Ultra Bond | Leveraged Funds | 60,266 | 696,546 | -636,280 | +28,262 | +75,467 | 56th percentile |
| 2024-08-27 | US 5Y | Leveraged Funds | 489,525 | 3,533,019 | -3,043,494 | +27,703 | -115,842 | 6th percentile |
| 2024-08-27 | EUR | Leveraged Funds | 94,322 | 73,854 | +20,468 | +23,152 | +38,632 | 98th percentile |
| 2024-08-27 | US Bond | Leveraged Funds | 196,411 | 696,935 | -500,524 | +23,027 | -34,473 | 4th percentile |
| 2024-08-27 | CAD | Leveraged Funds | 8,702 | 81,657 | -72,955 | +16,302 | +29,835 | 12th percentile |
| 2024-08-27 | Russell 2000 | Leveraged Funds | 53,690 | 103,626 | -49,936 | +14,741 | +9,370 | 42th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-08-27 | US 10Y | Asset Manager/Institutional | 2,348,006 | 841,917 | +1,506,089 | -224,856 | -116,671 | 92th percentile |
| 2024-08-27 | US 2Y | Asset Manager/Institutional | 2,425,455 | 474,764 | +1,950,691 | -120,380 | +58,265 | 94th percentile |
| 2024-08-27 | CAD | Asset Manager/Institutional | 27,513 | 125,444 | -97,931 | +37,833 | +52,521 | 19th percentile |
| 2024-08-27 | Ultra Bond | Asset Manager/Institutional | 1,090,180 | 333,134 | +757,046 | +26,132 | -7,223 | 85th percentile |
| 2024-08-27 | GBP | Asset Manager/Institutional | 88,048 | 72,661 | +15,387 | +23,822 | +27,821 | 100th percentile |
| 2024-08-27 | AUD | Asset Manager/Institutional | 76,568 | 94,708 | -18,140 | +21,805 | +34,988 | 100th percentile |
| 2024-08-27 | EUR | Asset Manager/Institutional | 442,350 | 120,806 | +321,544 | +16,586 | +56,540 | 63th percentile |
| 2024-08-27 | S&P 500 | Asset Manager/Institutional | 1,146,987 | 165,064 | +981,923 | +14,514 | +35,104 | 96th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-27 | Sugar No. 11 | Managed Money | 123,119 | 107,750 | 98,983 | +15,369 | +37,487 | 1.84% | +11,546 | 29th percentile |
| 2024-08-27 | Natural Gas | Managed Money | 219,643 | 291,182 | 406,854 | -71,539 | -31,499 | -4.66% | -17,676 | 40th percentile |
| 2024-08-27 | Lean Hogs | Managed Money | 66,985 | 34,978 | 29,201 | +32,007 | +22,172 | 13.22% | +26,878 | 62th percentile |
| 2024-08-27 | Soybean Oil | Managed Money | 60,425 | 126,853 | 59,432 | -66,428 | +17,355 | -12.28% | -8,391 | 13th percentile |
| 2024-08-27 | WTI Crude Oil | Managed Money | 210,977 | 31,008 | 449,273 | +179,969 | +10,056 | 10.32% | -19,281 | 56th percentile |
| 2024-08-27 | Corn | Managed Money | 176,695 | 425,360 | 209,072 | -248,665 | +8,594 | -17.11% | +51,645 | 42th percentile |
| 2024-08-27 | Cotton No. 2 | Managed Money | 30,300 | 74,801 | 33,650 | -44,501 | +7,008 | -19.58% | +2,723 | 10th percentile |
| 2024-08-27 | Gold | Managed Money | 217,976 | 17,685 | 21,993 | +200,291 | +6,986 | 38.38% | +47,927 | 100th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-27 | Sugar No. 11 | Producer/Merchant/Processor/User | 304,037 | 372,343 | — | -68,306 | -28,799 | -8.21% | -15,043 | 46th percentile |
| 2024-08-27 | Corn | Producer/Merchant/Processor/User | 380,743 | 424,324 | — | -43,581 | -24,136 | -2.99% | -39,616 | 46th percentile |
| 2024-08-27 | Lean Hogs | Producer/Merchant/Processor/User | 17,995 | 63,823 | — | -45,828 | -10,100 | -18.93% | -12,714 | 40th percentile |
| 2024-08-27 | Soybean Oil | Producer/Merchant/Processor/User | 143,595 | 249,353 | — | -105,758 | -10,039 | -19.55% | +3,417 | 46th percentile |
| 2024-08-27 | RBOB Gasoline | Producer/Merchant/Processor/User | 121,394 | 157,487 | — | -36,093 | -6,560 | -10.51% | +17,248 | 96th percentile |
| 2024-08-27 | WTI Crude Oil | Producer/Merchant/Processor/User | 515,484 | 392,996 | — | +122,488 | +6,408 | 7.02% | +23,780 | 77th percentile |
| 2024-08-27 | NY Harbor ULSD | Producer/Merchant/Processor/User | 101,138 | 188,022 | — | -86,884 | -6,179 | -21.15% | +2,227 | 67th percentile |
| 2024-08-27 | Natural Gas | Producer/Merchant/Processor/User | 228,630 | 280,700 | — | -52,070 | +5,131 | -3.39% | +8,481 | 98th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-27 | CAD | Non-Reportable | 32,042 | 28,184 | — | +3,858 | +6,454 | 1.30% | +11,381 | 88th percentile |
| 2024-08-27 | EUR | Leveraged Funds | 94,322 | 73,854 | — | +20,468 | +23,152 | 2.81% | +38,632 | 98th percentile |
| 2024-08-27 | GBP | Asset Manager/Institutional | 88,048 | 72,661 | — | +15,387 | +23,822 | 5.61% | +27,821 | 100th percentile |
| 2024-08-27 | NZD | Non-Reportable | 4,943 | 4,286 | — | +657 | +888 | 1.00% | +3,213 | 69th percentile |
| 2024-08-27 | Cotton No. 2 | Producer/Merchant/Processor/User | 53,210 | 56,457 | — | -3,247 | -3,802 | -1.42% | +1,834 | 94th percentile |
| 2024-08-27 | Rough Rice | Producer/Merchant/Processor/User | 5,108 | 4,856 | — | +252 | +581 | 2.84% | +593 | 100th percentile |
| 2024-08-27 | Sugar No. 11 | Non-Reportable | 63,531 | 58,453 | — | +5,078 | +11,088 | 0.61% | +7,007 | 35th percentile |
| 2024-08-27 | Sugar No. 11 | Managed Money | 123,119 | 107,750 | 98,983 | +15,369 | +37,487 | 1.84% | +11,546 | 29th percentile |
| 2024-08-27 | Palladium | Non-Reportable | 1,623 | 1,684 | — | -61 | -418 | -0.23% | -1,439 | 31th percentile |