CFTC COT report for 8 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-10-08 | US 10Y | Leveraged Funds | 212,594 | 2,247,725 | -2,035,131 | +125,489 | -69,695 | 10th percentile |
| 2024-10-08 | US 5Y | Leveraged Funds | 451,552 | 3,510,641 | -3,059,089 | +63,681 | +67,007 | 15th percentile |
| 2024-10-08 | US 2Y | Leveraged Funds | 424,887 | 2,828,436 | -2,403,549 | -31,087 | -149,365 | 2th percentile |
| 2024-10-08 | S&P 500 | Leveraged Funds | 173,118 | 499,791 | -326,673 | -26,679 | -75,129 | 50th percentile |
| 2024-10-08 | EUR | Leveraged Funds | 80,224 | 62,318 | +17,906 | +18,009 | +5,079 | 96th percentile |
| 2024-10-08 | Russell 2000 | Leveraged Funds | 71,438 | 103,887 | -32,449 | +17,984 | +10,798 | 65th percentile |
| 2024-10-08 | Ultra Bond | Leveraged Funds | 65,049 | 735,888 | -670,839 | -17,924 | -9,879 | 25th percentile |
| 2024-10-08 | VIX | Leveraged Funds | 62,300 | 85,306 | -23,006 | -15,503 | +21,439 | 29th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-10-08 | US 2Y | Asset Manager/Institutional | 2,588,775 | 422,416 | +2,166,359 | +52,531 | +38,381 | 100th percentile |
| 2024-10-08 | US 5Y | Asset Manager/Institutional | 3,701,730 | 821,137 | +2,880,593 | -43,372 | -51,082 | 88th percentile |
| 2024-10-08 | US 10Y | Asset Manager/Institutional | 2,507,939 | 788,394 | +1,719,545 | -33,414 | +145,552 | 96th percentile |
| 2024-10-08 | EUR | Asset Manager/Institutional | 404,607 | 137,942 | +266,665 | -27,636 | -51,763 | 27th percentile |
| 2024-10-08 | Ultra Bond | Asset Manager/Institutional | 1,084,426 | 368,092 | +716,334 | -21,062 | -23,065 | 40th percentile |
| 2024-10-08 | AUD | Asset Manager/Institutional | 84,877 | 78,524 | +6,353 | +16,144 | +18,390 | 100th percentile |
| 2024-10-08 | US Bond | Asset Manager/Institutional | 929,788 | 463,345 | +466,443 | -12,015 | -44,248 | 52th percentile |
| 2024-10-08 | JPY | Asset Manager/Institutional | 55,702 | 35,994 | +19,708 | -9,336 | -8,211 | 88th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-08 | Corn | Managed Money | 205,521 | 240,375 | 250,764 | -34,854 | +37,231 | -2.33% | +111,741 | 100th percentile |
| 2024-10-08 | NY Harbor ULSD | Managed Money | 25,696 | 45,092 | 64,763 | -19,396 | +21,523 | -4.73% | +20,244 | 19th percentile |
| 2024-10-08 | Gold | Managed Money | 227,596 | 33,537 | 23,430 | +194,059 | -20,403 | 37.29% | +3,604 | 92th percentile |
| 2024-10-08 | Soybean Oil | Managed Money | 93,230 | 58,115 | 58,401 | +35,115 | +16,101 | 6.76% | +81,657 | 100th percentile |
| 2024-10-08 | Lean Hogs | Managed Money | 93,315 | 15,045 | 31,956 | +78,270 | +14,429 | 26.66% | +36,560 | 92th percentile |
| 2024-10-08 | RBOB Gasoline | Managed Money | 58,801 | 19,263 | 44,823 | +39,538 | +13,640 | 12.30% | +34,305 | 44th percentile |
| 2024-10-08 | Soybeans | Managed Money | 93,918 | 112,820 | 107,182 | -18,902 | +12,879 | -2.14% | +101,818 | 73th percentile |
| 2024-10-08 | Live Cattle | Managed Money | 95,064 | 17,100 | 45,716 | +77,964 | +10,076 | 24.45% | +33,642 | 96th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-08 | Corn | Producer/Merchant/Processor/User | 374,972 | 601,473 | — | -226,501 | -35,707 | -15.15% | -92,495 | 2th percentile |
| 2024-10-08 | Soybeans | Producer/Merchant/Processor/User | 364,361 | 401,014 | — | -36,653 | -15,722 | -4.15% | -82,315 | 40th percentile |
| 2024-10-08 | Lean Hogs | Producer/Merchant/Processor/User | 21,538 | 109,124 | — | -87,586 | -14,571 | -29.83% | -39,471 | 21th percentile |
| 2024-10-08 | Natural Gas | Producer/Merchant/Processor/User | 229,293 | 262,161 | — | -32,868 | +14,126 | -2.21% | +25,572 | 100th percentile |
| 2024-10-08 | WTI Crude Oil | Producer/Merchant/Processor/User | 563,047 | 370,595 | — | +192,452 | +11,391 | 11.27% | +20,851 | 100th percentile |
| 2024-10-08 | Kansas City HRW Wheat | Producer/Merchant/Processor/User | 29,554 | 85,574 | — | -56,020 | -11,014 | -24.46% | -7,485 | 2th percentile |
| 2024-10-08 | Live Cattle | Producer/Merchant/Processor/User | 38,381 | 149,226 | — | -110,845 | -10,322 | -34.77% | -29,958 | 12th percentile |
| 2024-10-08 | NY Harbor ULSD | Producer/Merchant/Processor/User | 103,222 | 177,274 | — | -74,052 | -9,367 | -18.09% | -4,444 | 92th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-08 | Russell 2000 | Other Reportables | 15,137 | 20,311 | — | -5,174 | -17,239 | -1.16% | -18,166 | 50th percentile |
| 2024-10-08 | AUD | Asset Manager/Institutional | 84,877 | 78,524 | — | +6,353 | +16,144 | 3.08% | +18,390 | 100th percentile |
| 2024-10-08 | CHF | Non-Reportable | 11,109 | 15,808 | — | -4,699 | -5,837 | -7.36% | -5,118 | 69th percentile |
| 2024-10-08 | EUR | Leveraged Funds | 80,224 | 62,318 | — | +17,906 | +18,009 | 2.67% | +5,079 | 96th percentile |
| 2024-10-08 | Cocoa | Other Reportables | 8,706 | 6,890 | 8,194 | +1,816 | +2,414 | 1.32% | +1,300 | 54th percentile |
| 2024-10-08 | Rough Rice | Swap Dealer | 64 | 144 | 0 | -80 | -144 | -0.82% | +85 | 23th percentile |
| 2024-10-08 | RBOB Gasoline | Non-Reportable | 18,254 | 17,338 | — | +916 | +2,593 | 0.28% | +4,514 | 17th percentile |
| 2024-10-08 | Palladium | Other Reportables | 1,823 | 1,045 | 185 | +778 | +870 | 4.29% | -629 | 63th percentile |