CFTC COT report for 1 October 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-10-01 | US 10Y | Leveraged Funds | 219,003 | 2,379,623 | -2,160,620 | -99,775 | -221,495 | 4th percentile |
| 2024-10-01 | US 2Y | Leveraged Funds | 435,808 | 2,808,270 | -2,372,462 | -78,960 | -176,791 | 2th percentile |
| 2024-10-01 | US Bond | Leveraged Funds | 208,826 | 742,567 | -533,741 | +57,928 | -8,624 | 8th percentile |
| 2024-10-01 | US 5Y | Leveraged Funds | 522,716 | 3,645,486 | -3,122,770 | -35,047 | +35,418 | 6th percentile |
| 2024-10-01 | S&P 500 | Leveraged Funds | 175,187 | 475,181 | -299,994 | +19,460 | -32,742 | 62th percentile |
| 2024-10-01 | AUD | Leveraged Funds | 42,087 | 25,376 | +16,711 | +18,083 | +33,970 | 100th percentile |
| 2024-10-01 | Russell 2000 | Leveraged Funds | 51,014 | 101,447 | -50,433 | -9,847 | -4,693 | 42th percentile |
| 2024-10-01 | JPY | Leveraged Funds | 38,018 | 36,643 | +1,375 | +6,823 | +18,218 | 100th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-10-01 | US 5Y | Asset Manager/Institutional | 3,789,182 | 865,217 | +2,923,965 | +66,720 | +1,792 | 96th percentile |
| 2024-10-01 | US 10Y | Asset Manager/Institutional | 2,553,071 | 800,112 | +1,752,959 | +42,938 | +236,124 | 100th percentile |
| 2024-10-01 | US Bond | Asset Manager/Institutional | 913,677 | 435,219 | +478,458 | -40,831 | -5,715 | 65th percentile |
| 2024-10-01 | Ultra Bond | Asset Manager/Institutional | 1,095,483 | 358,087 | +737,396 | +19,589 | -8,087 | 65th percentile |
| 2024-10-01 | S&P 500 | Asset Manager/Institutional | 1,215,690 | 164,290 | +1,051,400 | -16,424 | +63,059 | 98th percentile |
| 2024-10-01 | CAD | Asset Manager/Institutional | 37,876 | 103,674 | -65,798 | +14,027 | -1,536 | 37th percentile |
| 2024-10-01 | US 2Y | Asset Manager/Institutional | 2,604,637 | 490,809 | +2,113,828 | +10,243 | +143,757 | 96th percentile |
| 2024-10-01 | VIX | Asset Manager/Institutional | 45,766 | 51,325 | -5,559 | -9,837 | -808 | 62th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-01 | Corn | Managed Money | 209,082 | 281,167 | 250,070 | -72,085 | +68,226 | -4.85% | +115,909 | 98th percentile |
| 2024-10-01 | Soybeans | Managed Money | 85,109 | 116,890 | 114,073 | -31,781 | +44,236 | -3.67% | +114,789 | 69th percentile |
| 2024-10-01 | Soybean Meal | Managed Money | 143,403 | 40,136 | 70,073 | +103,267 | +44,170 | 18.79% | +80,960 | 83th percentile |
| 2024-10-01 | Soybean Oil | Managed Money | 87,842 | 68,828 | 62,550 | +19,014 | +35,869 | 3.60% | +65,328 | 96th percentile |
| 2024-10-01 | WTI Crude Oil | Managed Money | 205,645 | 68,716 | 449,976 | +136,929 | -22,153 | 7.73% | +21,661 | 42th percentile |
| 2024-10-01 | Sugar No. 11 | Managed Money | 180,068 | 46,319 | 76,843 | +133,749 | +19,458 | 16.89% | +89,515 | 85th percentile |
| 2024-10-01 | Live Cattle | Managed Money | 86,380 | 18,492 | 50,920 | +67,888 | +10,878 | 20.85% | +25,225 | 90th percentile |
| 2024-10-01 | Silver | Managed Money | 52,610 | 15,272 | 3,969 | +37,338 | -5,837 | 25.79% | +12,039 | 87th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-01 | Corn | Producer/Merchant/Processor/User | 365,386 | 556,180 | — | -190,794 | -58,115 | -12.85% | -87,742 | 4th percentile |
| 2024-10-01 | Soybean Meal | Producer/Merchant/Processor/User | 93,712 | 327,982 | — | -234,270 | -44,300 | -42.63% | -74,403 | 6th percentile |
| 2024-10-01 | Soybean Oil | Producer/Merchant/Processor/User | 107,253 | 283,833 | — | -176,580 | -27,766 | -33.46% | -49,616 | 2th percentile |
| 2024-10-01 | WTI Crude Oil | Producer/Merchant/Processor/User | 567,971 | 386,910 | — | +181,061 | +17,797 | 10.22% | +31,225 | 100th percentile |
| 2024-10-01 | Soybeans | Producer/Merchant/Processor/User | 354,554 | 375,485 | — | -20,931 | -14,364 | -2.41% | -84,138 | 42th percentile |
| 2024-10-01 | Live Cattle | Producer/Merchant/Processor/User | 44,445 | 144,968 | — | -100,523 | -14,175 | -30.88% | -20,930 | 23th percentile |
| 2024-10-01 | Natural Gas | Producer/Merchant/Processor/User | 217,191 | 264,185 | — | -46,994 | +10,372 | -3.14% | +4,917 | 100th percentile |
| 2024-10-01 | Copper | Producer/Merchant/Processor/User | 20,703 | 86,960 | — | -66,257 | -10,234 | -27.53% | -28,170 | 35th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-01 | AUD | Leveraged Funds | 42,087 | 25,376 | — | +16,711 | +18,083 | 8.31% | +33,970 | 100th percentile |
| 2024-10-01 | CHF | Non-Reportable | 15,073 | 13,935 | — | +1,138 | +3,244 | 1.83% | +2,695 | 96th percentile |
| 2024-10-01 | EUR | Leveraged Funds | 70,416 | 70,519 | — | -103 | -4,869 | -0.01% | -25,955 | 48th percentile |
| 2024-10-01 | GBP | Other Reportables | 4,957 | 3,814 | — | +1,143 | +1,295 | 0.44% | +2,501 | 100th percentile |
| 2024-10-01 | JPY | Leveraged Funds | 38,018 | 36,643 | — | +1,375 | +6,823 | 0.70% | +18,218 | 100th percentile |
| 2024-10-01 | NZD | Asset Manager/Institutional | 24,387 | 22,261 | — | +2,126 | +5,461 | 3.47% | +7,967 | 90th percentile |
| 2024-10-01 | VIX | Dealer/Intermediary | 29,304 | 22,655 | — | +6,649 | +6,913 | 2.08% | -29,764 | 15th percentile |
| 2024-10-01 | VIX | Asset Manager/Institutional | 45,766 | 51,325 | — | -5,559 | -9,837 | -1.74% | -808 | 62th percentile |
| 2024-10-01 | Soybean Oil | Managed Money | 87,842 | 68,828 | 62,550 | +19,014 | +35,869 | 3.60% | +65,328 | 96th percentile |
| 2024-10-01 | Sugar No. 11 | Other Reportables | 50,770 | 55,058 | 29,898 | -4,288 | -5,380 | -0.54% | -32,856 | 2th percentile |
| 2024-10-01 | WTI Crude Oil | Other Reportables | 89,249 | 66,570 | 231,724 | +22,679 | +23,164 | 1.28% | -39,088 | 6th percentile |
| 2024-10-01 | Palladium | Producer/Merchant/Processor/User | 3,034 | 2,422 | — | +612 | +811 | 3.31% | -1,386 | 6th percentile |