CFTC COT report for 24 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-09-24 | US 2Y | Leveraged Funds | 445,448 | 2,738,950 | -2,293,502 | -39,047 | -135,552 | 4th percentile |
| 2024-09-24 | S&P 500 | Leveraged Funds | 167,513 | 486,967 | -319,454 | +31,932 | +19,372 | 52th percentile |
| 2024-09-24 | US 10Y | Leveraged Funds | 246,252 | 2,307,097 | -2,060,845 | +23,547 | -128,241 | 6th percentile |
| 2024-09-24 | VIX | Leveraged Funds | 69,545 | 74,734 | -5,189 | +22,030 | +21,710 | 83th percentile |
| 2024-09-24 | Ultra Bond | Leveraged Funds | 71,213 | 724,014 | -652,801 | +16,530 | -16,521 | 46th percentile |
| 2024-09-24 | GBP | Leveraged Funds | 100,193 | 38,500 | +61,693 | +16,034 | +7,090 | 92th percentile |
| 2024-09-24 | AUD | Leveraged Funds | 29,593 | 30,965 | -1,372 | +15,743 | +18,776 | 75th percentile |
| 2024-09-24 | US 5Y | Leveraged Funds | 554,714 | 3,642,437 | -3,087,723 | +15,447 | -44,229 | 10th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-09-24 | US 10Y | Asset Manager/Institutional | 2,534,708 | 824,687 | +1,710,021 | +74,508 | +203,932 | 98th percentile |
| 2024-09-24 | US 2Y | Asset Manager/Institutional | 2,579,540 | 475,955 | +2,103,585 | -59,026 | +152,894 | 96th percentile |
| 2024-09-24 | S&P 500 | Asset Manager/Institutional | 1,216,873 | 149,049 | +1,067,824 | +49,289 | +85,901 | 100th percentile |
| 2024-09-24 | Russell 2000 | Asset Manager/Institutional | 228,310 | 113,936 | +114,374 | +20,685 | +51,685 | 100th percentile |
| 2024-09-24 | AUD | Asset Manager/Institutional | 68,866 | 85,769 | -16,903 | +17,240 | +1,237 | 96th percentile |
| 2024-09-24 | Ultra Bond | Asset Manager/Institutional | 1,081,574 | 363,767 | +717,807 | -15,599 | -39,239 | 46th percentile |
| 2024-09-24 | US 5Y | Asset Manager/Institutional | 3,771,233 | 913,988 | +2,857,245 | -14,384 | -38,821 | 88th percentile |
| 2024-09-24 | GBP | Asset Manager/Institutional | 88,060 | 75,894 | +12,166 | +11,614 | -3,221 | 94th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-24 | Sugar No. 11 | Managed Money | 148,460 | 34,169 | 77,522 | +114,291 | +60,471 | 14.10% | +98,922 | 83th percentile |
| 2024-09-24 | Soybeans | Managed Money | 64,551 | 140,568 | 116,817 | -76,017 | +36,735 | -8.86% | +91,498 | 60th percentile |
| 2024-09-24 | Soybean Oil | Managed Money | 78,363 | 95,218 | 57,358 | -16,855 | +32,394 | -3.13% | +49,573 | 71th percentile |
| 2024-09-24 | WTI Crude Oil | Managed Money | 211,573 | 52,491 | 456,498 | +159,082 | +28,309 | 8.93% | -20,887 | 48th percentile |
| 2024-09-24 | Natural Gas | Managed Money | 211,495 | 223,796 | 434,961 | -12,301 | +24,875 | -0.82% | +59,238 | 77th percentile |
| 2024-09-24 | Soybean Meal | Managed Money | 116,148 | 57,051 | 69,955 | +59,097 | +19,123 | 11.20% | +52,955 | 62th percentile |
| 2024-09-24 | RBOB Gasoline | Managed Money | 52,807 | 28,727 | 58,831 | +24,080 | +15,538 | 7.13% | +6,230 | 19th percentile |
| 2024-09-24 | Lean Hogs | Managed Money | 78,639 | 19,814 | 34,924 | +58,825 | +13,955 | 21.30% | +26,818 | 79th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-24 | Sugar No. 11 | Producer/Merchant/Processor/User | 274,728 | 452,192 | — | -177,464 | -50,570 | -21.90% | -109,158 | 19th percentile |
| 2024-09-24 | Soybeans | Producer/Merchant/Processor/User | 355,577 | 362,144 | — | -6,567 | -43,192 | -0.76% | -86,315 | 48th percentile |
| 2024-09-24 | Soybean Oil | Producer/Merchant/Processor/User | 118,091 | 266,905 | — | -148,814 | -25,204 | -27.66% | -43,056 | 4th percentile |
| 2024-09-24 | Soybean Meal | Producer/Merchant/Processor/User | 111,363 | 301,333 | — | -189,970 | -22,629 | -36.03% | -47,292 | 29th percentile |
| 2024-09-24 | RBOB Gasoline | Producer/Merchant/Processor/User | 112,673 | 170,047 | — | -57,374 | -16,302 | -16.99% | -21,281 | 85th percentile |
| 2024-09-24 | Copper | Producer/Merchant/Processor/User | 21,488 | 77,511 | — | -56,023 | -14,050 | -24.77% | -12,833 | 35th percentile |
| 2024-09-24 | Lean Hogs | Producer/Merchant/Processor/User | 19,330 | 83,504 | — | -64,174 | -11,831 | -23.24% | -18,346 | 33th percentile |
| 2024-09-24 | Cotton No. 2 | Producer/Merchant/Processor/User | 47,547 | 73,897 | — | -26,350 | -10,463 | -11.43% | -23,103 | 73th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-24 | S&P 500 | Other Reportables | 116,547 | 102,208 | — | +14,339 | +35,813 | 0.70% | +12,037 | 88th percentile |
| 2024-09-24 | AUD | Dealer/Intermediary | 26,865 | 36,376 | — | -9,511 | -46,300 | -5.39% | -23,934 | 2th percentile |
| 2024-09-24 | VIX | Dealer/Intermediary | 25,056 | 25,320 | — | -264 | -21,557 | -0.08% | -34,505 | 2th percentile |
| 2024-09-24 | Cotton No. 2 | Other Reportables | 25,287 | 25,868 | 12,896 | -581 | -3,237 | -0.25% | -8,007 | 6th percentile |
| 2024-09-24 | Feeder Cattle | Managed Money | 10,026 | 8,975 | 8,298 | +1,051 | +1,921 | 2.01% | +4,618 | 37th percentile |
| 2024-09-24 | Soybeans | Producer/Merchant/Processor/User | 355,577 | 362,144 | — | -6,567 | -43,192 | -0.76% | -86,315 | 48th percentile |
| 2024-09-24 | NY Harbor ULSD | Non-Reportable | 39,941 | 39,467 | — | +474 | +2,812 | 0.11% | +573 | 10th percentile |
| 2024-09-24 | WTI Crude Oil | Other Reportables | 79,856 | 80,341 | 220,613 | -485 | -15,040 | -0.02% | -47,215 | 2th percentile |
| 2024-09-24 | Copper | Other Reportables | 23,286 | 23,004 | 12,825 | +282 | +482 | 0.12% | -276 | 50th percentile |
| 2024-09-24 | Palladium | Non-Reportable | 1,856 | 1,754 | — | +102 | +328 | 0.53% | +163 | 56th percentile |
| 2024-09-24 | Platinum | Swap Dealer | 10,709 | 12,664 | 2,444 | -1,955 | -2,793 | -2.60% | -5,029 | 2th percentile |