CFTC COT report for 15 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-10-15 | US 10Y | Leveraged Funds | 229,558 | 2,160,386 | -1,930,828 | +104,303 | +153,564 | 19th percentile |
| 2024-10-15 | US 2Y | Leveraged Funds | 376,429 | 2,872,535 | -2,496,106 | -92,557 | -241,651 | 2th percentile |
| 2024-10-15 | Ultra Bond | Leveraged Funds | 71,381 | 771,640 | -700,259 | -29,420 | -30,928 | 8th percentile |
| 2024-10-15 | Russell 2000 | Leveraged Funds | 80,030 | 99,333 | -19,303 | +13,146 | +27,279 | 79th percentile |
| 2024-10-15 | S&P 500 | Leveraged Funds | 186,075 | 501,843 | -315,768 | +10,905 | +35,618 | 58th percentile |
| 2024-10-15 | AUD | Leveraged Funds | 36,287 | 24,273 | +12,014 | -10,563 | +29,129 | 96th percentile |
| 2024-10-15 | GBP | Leveraged Funds | 86,670 | 27,892 | +58,778 | -7,082 | +13,119 | 87th percentile |
| 2024-10-15 | US Bond | Leveraged Funds | 237,491 | 760,774 | -523,283 | +5,761 | +71,856 | 15th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-10-15 | US 5Y | Asset Manager/Institutional | 3,627,901 | 844,134 | +2,783,767 | -96,826 | -87,862 | 79th percentile |
| 2024-10-15 | US 10Y | Asset Manager/Institutional | 2,422,864 | 782,645 | +1,640,219 | -79,326 | +4,706 | 90th percentile |
| 2024-10-15 | CAD | Asset Manager/Institutional | 30,079 | 152,928 | -122,849 | -48,990 | -45,080 | 12th percentile |
| 2024-10-15 | US 2Y | Asset Manager/Institutional | 2,637,022 | 422,259 | +2,214,763 | +48,404 | +52,152 | 100th percentile |
| 2024-10-15 | EUR | Asset Manager/Institutional | 377,266 | 154,627 | +222,639 | -44,026 | -83,500 | 6th percentile |
| 2024-10-15 | Ultra Bond | Asset Manager/Institutional | 1,100,098 | 341,179 | +758,919 | +42,585 | +25,513 | 85th percentile |
| 2024-10-15 | US Bond | Asset Manager/Institutional | 943,162 | 457,022 | +486,140 | +19,697 | -35,235 | 71th percentile |
| 2024-10-15 | AUD | Asset Manager/Institutional | 73,252 | 83,356 | -10,104 | -16,457 | +24,039 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-15 | Corn | Managed Money | 191,421 | 298,869 | 243,072 | -107,448 | -72,594 | -6.91% | +36,589 | 90th percentile |
| 2024-10-15 | Natural Gas | Managed Money | 169,973 | 250,694 | 463,909 | -80,721 | -61,167 | -5.18% | -43,545 | 38th percentile |
| 2024-10-15 | Soybean Meal | Managed Money | 124,987 | 68,400 | 73,803 | +56,587 | -40,261 | 10.03% | +16,613 | 56th percentile |
| 2024-10-15 | Soybeans | Managed Money | 96,792 | 137,280 | 112,399 | -40,488 | -21,586 | -4.26% | +72,264 | 65th percentile |
| 2024-10-15 | WTI Crude Oil | Managed Money | 170,958 | 52,412 | 378,032 | +118,546 | -12,517 | 7.01% | -12,227 | 33th percentile |
| 2024-10-15 | RBOB Gasoline | Managed Money | 66,496 | 16,550 | 47,454 | +49,946 | +10,408 | 14.24% | +41,404 | 52th percentile |
| 2024-10-15 | Live Cattle | Managed Money | 102,955 | 14,654 | 46,184 | +88,301 | +10,337 | 27.21% | +44,524 | 100th percentile |
| 2024-10-15 | Copper | Managed Money | 72,366 | 46,155 | 34,994 | +26,211 | -9,482 | 10.79% | +6,329 | 63th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-15 | Corn | Producer/Merchant/Processor/User | 432,474 | 605,185 | — | -172,711 | +53,790 | -11.10% | -45,773 | 10th percentile |
| 2024-10-15 | Soybean Meal | Producer/Merchant/Processor/User | 115,237 | 309,652 | — | -194,415 | +36,157 | -34.48% | -27,074 | 31th percentile |
| 2024-10-15 | RBOB Gasoline | Producer/Merchant/Processor/User | 118,580 | 189,468 | — | -70,888 | -7,498 | -20.21% | -29,816 | 73th percentile |
| 2024-10-15 | NY Harbor ULSD | Producer/Merchant/Processor/User | 109,934 | 177,526 | — | -67,592 | +6,460 | -16.50% | -4,643 | 94th percentile |
| 2024-10-15 | Lean Hogs | Producer/Merchant/Processor/User | 21,202 | 115,215 | — | -94,013 | -6,427 | -31.21% | -41,670 | 13th percentile |
| 2024-10-15 | Soybeans | Producer/Merchant/Processor/User | 401,986 | 432,755 | — | -30,769 | +5,884 | -3.24% | -67,394 | 40th percentile |
| 2024-10-15 | Soybean Oil | Producer/Merchant/Processor/User | 105,334 | 281,596 | — | -176,262 | +5,235 | -34.75% | -52,652 | 6th percentile |
| 2024-10-15 | Copper | Producer/Merchant/Processor/User | 24,978 | 87,721 | — | -62,743 | +5,099 | -25.84% | -20,770 | 38th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-15 | AUD | Asset Manager/Institutional | 73,252 | 83,356 | — | -10,104 | -16,457 | -5.22% | +24,039 | 94th percentile |
| 2024-10-15 | CAD | Non-Reportable | 29,024 | 30,537 | — | -1,513 | -4,434 | -0.51% | -6,602 | 56th percentile |
| 2024-10-15 | NZD | Asset Manager/Institutional | 22,758 | 23,392 | — | -634 | -2,726 | -1.15% | +571 | 85th percentile |
| 2024-10-15 | Bitcoin | Dealer/Intermediary | 11,766 | 4,400 | — | +7,366 | +10,398 | 21.35% | +10,112 | 100th percentile |
| 2024-10-15 | VIX | Asset Manager/Institutional | 58,020 | 50,733 | — | +7,287 | +11,558 | 2.19% | -1,627 | 88th percentile |
| 2024-10-15 | VIX | Non-Reportable | 27,394 | 23,705 | — | +3,689 | +5,159 | 1.11% | +8,479 | 100th percentile |
| 2024-10-15 | Cocoa | Swap Dealer | 9,701 | 13,816 | 4,098 | -4,115 | -5,485 | -2.88% | -5,900 | 33th percentile |
| 2024-10-15 | Cotton No. 2 | Other Reportables | 25,963 | 25,189 | 11,470 | +774 | +2,455 | 0.31% | -1,882 | 12th percentile |
| 2024-10-15 | Palladium | Producer/Merchant/Processor/User | 2,718 | 2,881 | — | -163 | -280 | -0.91% | +49 | 6th percentile |