CFTC COT report for 10 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-09-10 | US 2Y | Leveraged Funds | 401,827 | 2,656,011 | -2,254,184 | -58,513 | +31,788 | 6th percentile |
| 2024-09-10 | US 5Y | Leveraged Funds | 465,568 | 3,591,664 | -3,126,096 | +32,092 | -11,865 | 4th percentile |
| 2024-09-10 | US 10Y | Leveraged Funds | 174,969 | 2,140,405 | -1,965,436 | -26,311 | +43,660 | 6th percentile |
| 2024-09-10 | US Bond | Leveraged Funds | 196,334 | 739,102 | -542,768 | -17,651 | -45,370 | 2th percentile |
| 2024-09-10 | Ultra Bond | Leveraged Funds | 66,384 | 727,344 | -660,960 | -17,193 | +28,342 | 38th percentile |
| 2024-09-10 | S&P 500 | Leveraged Funds | 233,991 | 485,535 | -251,544 | +15,708 | +24,910 | 87th percentile |
| 2024-09-10 | EUR | Leveraged Funds | 76,583 | 63,756 | +12,827 | -13,025 | +36,245 | 90th percentile |
| 2024-09-10 | Nasdaq-100 | Leveraged Funds | 34,157 | 69,636 | -35,479 | +12,343 | +9,847 | 62th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-09-10 | US 2Y | Asset Manager/Institutional | 2,586,688 | 458,710 | +2,127,978 | +157,907 | +53,623 | 100th percentile |
| 2024-09-10 | US 10Y | Asset Manager/Institutional | 2,422,151 | 848,158 | +1,573,993 | +57,158 | -91,722 | 94th percentile |
| 2024-09-10 | US Bond | Asset Manager/Institutional | 914,129 | 403,438 | +510,691 | +26,518 | +34,352 | 81th percentile |
| 2024-09-10 | US 5Y | Asset Manager/Institutional | 3,819,426 | 887,751 | +2,931,675 | +9,502 | -10,875 | 98th percentile |
| 2024-09-10 | CAD | Asset Manager/Institutional | 35,950 | 109,451 | -73,501 | -9,239 | +58,502 | 25th percentile |
| 2024-09-10 | GBP | Asset Manager/Institutional | 84,328 | 68,320 | +16,008 | -8,638 | +55,313 | 98th percentile |
| 2024-09-10 | Nasdaq-100 | Asset Manager/Institutional | 82,071 | 24,075 | +57,996 | -8,421 | -12,598 | 8th percentile |
| 2024-09-10 | VIX | Asset Manager/Institutional | 55,742 | 52,300 | +3,442 | +8,193 | +27,019 | 79th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-10 | Corn | Managed Money | 204,012 | 350,607 | 201,823 | -146,595 | +41,399 | -10.77% | +106,452 | 87th percentile |
| 2024-09-10 | Soybeans | Managed Money | 49,042 | 169,762 | 106,177 | -120,720 | +25,850 | -14.64% | +34,081 | 48th percentile |
| 2024-09-10 | Natural Gas | Managed Money | 217,922 | 268,899 | 457,176 | -50,977 | +19,575 | -3.28% | +10,419 | 62th percentile |
| 2024-09-10 | WTI Crude Oil | Managed Money | 188,368 | 92,535 | 469,168 | +95,833 | -19,435 | 5.31% | -95,932 | 19th percentile |
| 2024-09-10 | Soybean Meal | Managed Money | 99,615 | 62,146 | 66,125 | +37,469 | +15,162 | 7.36% | +34,042 | 48th percentile |
| 2024-09-10 | NY Harbor ULSD | Managed Money | 26,024 | 65,664 | 75,864 | -39,640 | -14,885 | -9.18% | -18,749 | 2th percentile |
| 2024-09-10 | Chicago SRW Wheat | Managed Money | 82,017 | 113,714 | 64,736 | -31,697 | +13,231 | -8.80% | +39,329 | 94th percentile |
| 2024-09-10 | Sugar No. 11 | Managed Money | 113,342 | 82,174 | 88,042 | +31,168 | -13,066 | 3.80% | +37,252 | 40th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-10 | Corn | Producer/Merchant/Processor/User | 332,609 | 466,615 | — | -134,006 | -30,954 | -9.85% | -107,387 | 10th percentile |
| 2024-09-10 | WTI Crude Oil | Producer/Merchant/Processor/User | 550,376 | 378,775 | — | +171,601 | +21,765 | 9.52% | +49,414 | 100th percentile |
| 2024-09-10 | Soybeans | Producer/Merchant/Processor/User | 363,485 | 317,823 | — | +45,662 | -17,545 | 5.54% | -21,771 | 71th percentile |
| 2024-09-10 | NY Harbor ULSD | Producer/Merchant/Processor/User | 110,778 | 180,386 | — | -69,608 | +16,957 | -16.12% | +16,133 | 100th percentile |
| 2024-09-10 | Kansas City HRW Wheat | Producer/Merchant/Processor/User | 31,473 | 80,008 | — | -48,535 | -8,280 | -20.95% | -12,910 | 2th percentile |
| 2024-09-10 | Cotton No. 2 | Producer/Merchant/Processor/User | 59,445 | 54,799 | — | +4,646 | +8,155 | 2.00% | +4,462 | 100th percentile |
| 2024-09-10 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 51,130 | 86,234 | — | -35,104 | -8,153 | -9.74% | -18,136 | 15th percentile |
| 2024-09-10 | Soybean Meal | Producer/Merchant/Processor/User | 116,536 | 283,810 | — | -167,274 | -7,407 | -32.90% | -33,826 | 46th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-10 | AUD | Dealer/Intermediary | 57,119 | 54,705 | — | +2,414 | +4,908 | 1.04% | -62,155 | 6th percentile |
| 2024-09-10 | CHF | Non-Reportable | 15,706 | 15,287 | — | +419 | +1,976 | 0.52% | +5,063 | 94th percentile |
| 2024-09-10 | VIX | Asset Manager/Institutional | 55,742 | 52,300 | — | +3,442 | +8,193 | 0.92% | +27,019 | 79th percentile |
| 2024-09-10 | VIX | Non-Reportable | 27,485 | 31,411 | — | -3,926 | -4,925 | -1.05% | -5,772 | 42th percentile |
| 2024-09-10 | Cocoa | Other Reportables | 6,977 | 6,461 | 10,643 | +516 | +611 | 0.37% | +549 | 46th percentile |
| 2024-09-10 | Cotton No. 2 | Producer/Merchant/Processor/User | 59,445 | 54,799 | — | +4,646 | +8,155 | 2.00% | +4,462 | 100th percentile |
| 2024-09-10 | NY Harbor ULSD | Non-Reportable | 40,596 | 40,659 | — | -63 | -2,128 | -0.01% | -3,430 | 6th percentile |
| 2024-09-10 | Copper | Other Reportables | 20,051 | 22,762 | 12,254 | -2,711 | -3,396 | -1.33% | -11,033 | 38th percentile |
| 2024-09-10 | Palladium | Non-Reportable | 1,569 | 1,630 | — | -61 | -72 | -0.27% | -609 | 33th percentile |