CFTC COT report for 3 September 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-09-03 | US 5Y | Leveraged Funds | 502,490 | 3,660,678 | -3,158,188 | -114,694 | -160,009 | 2th percentile |
| 2024-09-03 | S&P 500 | Leveraged Funds | 225,996 | 493,248 | -267,252 | +71,574 | -57,493 | 79th percentile |
| 2024-09-03 | US 2Y | Leveraged Funds | 365,919 | 2,561,590 | -2,195,671 | -37,721 | +10,144 | 12th percentile |
| 2024-09-03 | US Bond | Leveraged Funds | 198,736 | 723,853 | -525,117 | -24,593 | -29,570 | 2th percentile |
| 2024-09-03 | CAD | Leveraged Funds | 16,150 | 67,341 | -51,191 | +21,764 | +49,478 | 38th percentile |
| 2024-09-03 | VIX | Leveraged Funds | 54,726 | 98,556 | -43,830 | -16,931 | +26,713 | 8th percentile |
| 2024-09-03 | GBP | Leveraged Funds | 101,930 | 36,587 | +65,343 | +10,740 | +7,855 | 94th percentile |
| 2024-09-03 | Ultra Bond | Leveraged Funds | 63,637 | 707,404 | -643,767 | -7,487 | +46,036 | 46th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-09-03 | CAD | Asset Manager/Institutional | 40,194 | 104,456 | -64,262 | +33,669 | +76,008 | 33th percentile |
| 2024-09-03 | US 5Y | Asset Manager/Institutional | 3,827,438 | 905,265 | +2,922,173 | +26,107 | +93,129 | 98th percentile |
| 2024-09-03 | US 2Y | Asset Manager/Institutional | 2,470,287 | 500,216 | +1,970,071 | +19,380 | -93,922 | 94th percentile |
| 2024-09-03 | VIX | Asset Manager/Institutional | 44,854 | 49,605 | -4,751 | +19,057 | -6,689 | 65th percentile |
| 2024-09-03 | Ultra Bond | Asset Manager/Institutional | 1,072,325 | 326,842 | +745,483 | -11,563 | -29,740 | 69th percentile |
| 2024-09-03 | Russell 2000 | Asset Manager/Institutional | 201,114 | 127,231 | +73,883 | +11,194 | +16,617 | 85th percentile |
| 2024-09-03 | US 10Y | Asset Manager/Institutional | 2,365,717 | 848,882 | +1,516,835 | +10,746 | -43,871 | 92th percentile |
| 2024-09-03 | JPY | Asset Manager/Institutional | 57,631 | 37,280 | +20,351 | +10,587 | +37,913 | 98th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-03 | WTI Crude Oil | Managed Money | 184,324 | 69,056 | 429,696 | +115,268 | -64,701 | 6.67% | -57,366 | 29th percentile |
| 2024-09-03 | Corn | Managed Money | 195,014 | 383,008 | 210,707 | -187,994 | +60,671 | -13.82% | +60,810 | 65th percentile |
| 2024-09-03 | Sugar No. 11 | Managed Money | 123,351 | 79,117 | 96,376 | +44,234 | +28,865 | 5.31% | +57,095 | 50th percentile |
| 2024-09-03 | Soybeans | Managed Money | 51,555 | 198,125 | 95,221 | -146,570 | +20,945 | -17.68% | +10,335 | 25th percentile |
| 2024-09-03 | Soybean Oil | Managed Money | 64,488 | 110,802 | 53,213 | -46,314 | +20,114 | -8.66% | +32,044 | 44th percentile |
| 2024-09-03 | Soybean Meal | Managed Money | 99,389 | 77,082 | 70,743 | +22,307 | +16,165 | 4.26% | -20,241 | 40th percentile |
| 2024-09-03 | Platinum | Managed Money | 26,381 | 35,672 | 6,438 | -9,291 | -13,058 | -10.65% | -8,729 | 17th percentile |
| 2024-09-03 | Chicago SRW Wheat | Managed Money | 88,702 | 133,630 | 68,872 | -44,928 | +10,956 | -11.80% | +26,305 | 90th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-03 | Corn | Producer/Merchant/Processor/User | 337,331 | 440,383 | — | -103,052 | -59,471 | -7.57% | -60,325 | 12th percentile |
| 2024-09-03 | WTI Crude Oil | Producer/Merchant/Processor/User | 524,946 | 375,110 | — | +149,836 | +27,348 | 8.67% | +21,029 | 100th percentile |
| 2024-09-03 | Soybean Oil | Producer/Merchant/Processor/User | 137,496 | 264,460 | — | -126,964 | -21,206 | -23.75% | -34,392 | 27th percentile |
| 2024-09-03 | Sugar No. 11 | Producer/Merchant/Processor/User | 305,588 | 392,569 | — | -86,981 | -18,675 | -10.45% | -42,952 | 33th percentile |
| 2024-09-03 | Soybean Meal | Producer/Merchant/Processor/User | 116,958 | 276,825 | — | -159,867 | -17,189 | -30.57% | +7,485 | 52th percentile |
| 2024-09-03 | Soybeans | Producer/Merchant/Processor/User | 377,356 | 314,149 | — | +63,207 | -16,541 | 7.62% | +8,570 | 88th percentile |
| 2024-09-03 | Lean Hogs | Producer/Merchant/Processor/User | 18,735 | 70,083 | — | -51,348 | -5,520 | -20.33% | -16,032 | 37th percentile |
| 2024-09-03 | Silver | Producer/Merchant/Processor/User | 4,035 | 33,899 | — | -29,864 | +5,288 | -22.80% | +3,146 | 88th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-03 | S&P 500 | Other Reportables | 90,710 | 123,240 | — | -32,530 | -34,832 | -1.54% | -21,278 | 54th percentile |
| 2024-09-03 | AUD | Dealer/Intermediary | 56,612 | 59,106 | — | -2,494 | -16,917 | -1.16% | -67,041 | 2th percentile |
| 2024-09-03 | CHF | Other Reportables | 456 | 0 | — | +456 | +856 | 0.67% | +456 | 31th percentile |
| 2024-09-03 | Rough Rice | Non-Reportable | 1,088 | 1,241 | — | -153 | -396 | -1.62% | -542 | 2th percentile |
| 2024-09-03 | NY Harbor ULSD | Non-Reportable | 40,131 | 38,066 | — | +2,065 | +2,164 | 0.50% | -2,214 | 6th percentile |
| 2024-09-03 | Palladium | Non-Reportable | 1,551 | 1,540 | — | +11 | +72 | 0.04% | -1,150 | 42th percentile |
| 2024-09-03 | Platinum | Managed Money | 26,381 | 35,672 | 6,438 | -9,291 | -13,058 | -10.65% | -8,729 | 17th percentile |