CFTC COT report for 17 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-09-17 | US 10Y | Leveraged Funds | 187,082 | 2,271,474 | -2,084,392 | -118,956 | +100,518 | 4th percentile |
| 2024-09-17 | S&P 500 | Leveraged Funds | 194,486 | 545,872 | -351,386 | -99,842 | -295 | 37th percentile |
| 2024-09-17 | US Bond | Leveraged Funds | 194,290 | 789,429 | -595,139 | -52,371 | -71,588 | 2th percentile |
| 2024-09-17 | US 5Y | Leveraged Funds | 547,811 | 3,650,981 | -3,103,170 | +22,926 | -31,973 | 8th percentile |
| 2024-09-17 | Nasdaq-100 | Leveraged Funds | 24,118 | 78,630 | -54,512 | -19,033 | +1,238 | 12th percentile |
| 2024-09-17 | VIX | Leveraged Funds | 55,590 | 82,809 | -27,219 | +17,226 | -2,417 | 25th percentile |
| 2024-09-17 | GBP | Leveraged Funds | 82,612 | 36,953 | +45,659 | -10,965 | +1,894 | 77th percentile |
| 2024-09-17 | AUD | Leveraged Funds | 13,517 | 30,632 | -17,115 | -8,513 | +9,972 | 35th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-09-17 | US 10Y | Asset Manager/Institutional | 2,462,991 | 827,478 | +1,635,513 | +61,520 | -95,432 | 96th percentile |
| 2024-09-17 | US 5Y | Asset Manager/Institutional | 3,781,569 | 909,940 | +2,871,629 | -60,046 | -29,374 | 90th percentile |
| 2024-09-17 | S&P 500 | Asset Manager/Institutional | 1,179,532 | 160,997 | +1,018,535 | +36,226 | +51,126 | 100th percentile |
| 2024-09-17 | US 2Y | Asset Manager/Institutional | 2,564,206 | 401,595 | +2,162,611 | +34,633 | +91,540 | 100th percentile |
| 2024-09-17 | Russell 2000 | Asset Manager/Institutional | 211,331 | 117,642 | +93,689 | +25,633 | +39,177 | 98th percentile |
| 2024-09-17 | AUD | Asset Manager/Institutional | 56,673 | 90,816 | -34,143 | -22,106 | +5,802 | 88th percentile |
| 2024-09-17 | GBP | Asset Manager/Institutional | 73,052 | 72,500 | +552 | -15,456 | +8,987 | 90th percentile |
| 2024-09-17 | EUR | Asset Manager/Institutional | 427,973 | 121,834 | +306,139 | -12,289 | +1,181 | 50th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-17 | WTI Crude Oil | Managed Money | 187,270 | 56,497 | 486,144 | +130,773 | +34,940 | 7.21% | -39,140 | 38th percentile |
| 2024-09-17 | Gold | Managed Money | 241,844 | 25,489 | 21,035 | +216,355 | +25,900 | 40.24% | +23,050 | 100th percentile |
| 2024-09-17 | Sugar No. 11 | Managed Money | 118,778 | 64,958 | 76,707 | +53,820 | +22,652 | 7.11% | +75,938 | 62th percentile |
| 2024-09-17 | Cotton No. 2 | Managed Money | 31,762 | 60,780 | 35,709 | -29,018 | +20,268 | -12.34% | +22,491 | 29th percentile |
| 2024-09-17 | Platinum | Managed Money | 27,339 | 16,684 | 7,081 | +10,655 | +15,053 | 13.46% | +9,624 | 75th percentile |
| 2024-09-17 | Natural Gas | Managed Money | 212,839 | 250,015 | 449,211 | -37,176 | +13,801 | -2.41% | +2,864 | 71th percentile |
| 2024-09-17 | Silver | Managed Money | 51,074 | 11,455 | 4,388 | +39,619 | +13,798 | 28.17% | +9,780 | 96th percentile |
| 2024-09-17 | Soybeans | Managed Money | 53,287 | 166,039 | 111,129 | -112,752 | +7,968 | -13.32% | +55,174 | 50th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-17 | Sugar No. 11 | Producer/Merchant/Processor/User | 259,031 | 385,925 | — | -126,894 | -47,054 | -16.77% | -87,387 | 23th percentile |
| 2024-09-17 | Cotton No. 2 | Producer/Merchant/Processor/User | 52,842 | 68,729 | — | -15,887 | -20,533 | -6.76% | -16,442 | 85th percentile |
| 2024-09-17 | Soybeans | Producer/Merchant/Processor/User | 364,789 | 328,164 | — | +36,625 | -9,037 | 4.32% | -45,158 | 65th percentile |
| 2024-09-17 | Corn | Producer/Merchant/Processor/User | 342,268 | 469,206 | — | -126,938 | +7,068 | -8.92% | -107,493 | 12th percentile |
| 2024-09-17 | NY Harbor ULSD | Producer/Merchant/Processor/User | 118,413 | 181,362 | — | -62,949 | +6,659 | -14.11% | +17,756 | 100th percentile |
| 2024-09-17 | Coffee C | Producer/Merchant/Processor/User | 39,286 | 94,006 | — | -54,720 | -6,591 | -26.53% | -3,067 | 63th percentile |
| 2024-09-17 | Silver | Producer/Merchant/Processor/User | 1,821 | 38,830 | — | -37,009 | -6,565 | -26.32% | -2,363 | 40th percentile |
| 2024-09-17 | Copper | Producer/Merchant/Processor/User | 24,303 | 66,276 | — | -41,973 | -5,575 | -20.50% | -877 | 44th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-17 | CHF | Non-Reportable | 14,395 | 15,015 | — | -620 | -1,039 | -1.05% | +3,762 | 92th percentile |
| 2024-09-17 | NZD | Dealer/Intermediary | 10,903 | 13,226 | — | -2,323 | -3,985 | -4.71% | -19,034 | 21th percentile |
| 2024-09-17 | Cocoa | Other Reportables | 6,950 | 8,552 | 10,597 | -1,602 | -2,118 | -1.11% | +946 | 35th percentile |
| 2024-09-17 | Cocoa | Swap Dealer | 9,850 | 8,065 | 5,165 | +1,785 | +1,894 | 1.24% | +4,354 | 83th percentile |
| 2024-09-17 | Cotton No. 2 | Non-Reportable | 13,978 | 12,470 | — | +1,508 | +4,207 | 0.64% | +1,903 | 62th percentile |
| 2024-09-17 | Cotton No. 2 | Producer/Merchant/Processor/User | 52,842 | 68,729 | — | -15,887 | -20,533 | -6.76% | -16,442 | 85th percentile |
| 2024-09-17 | Rough Rice | Non-Reportable | 1,376 | 1,238 | — | +138 | +485 | 1.49% | -277 | 6th percentile |
| 2024-09-17 | Rough Rice | Producer/Merchant/Processor/User | 5,293 | 5,531 | — | -238 | -632 | -2.57% | +91 | 92th percentile |
| 2024-09-17 | Rough Rice | Swap Dealer | 64 | 61 | 0 | +3 | +168 | 0.03% | +184 | 35th percentile |
| 2024-09-17 | Palladium | Other Reportables | 1,859 | 2,207 | 167 | -348 | -1,755 | -1.85% | -2,992 | 38th percentile |
| 2024-09-17 | Palladium | Producer/Merchant/Processor/User | 2,585 | 2,797 | — | -212 | -1,972 | -1.13% | -2,605 | 2th percentile |
| 2024-09-17 | Platinum | Managed Money | 27,339 | 16,684 | 7,081 | +10,655 | +15,053 | 13.46% | +9,624 | 75th percentile |