CFTC COT report for 22 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-10-22 | US 2Y | Leveraged Funds | 412,390 | 2,964,769 | -2,552,379 | -56,273 | -258,877 | 2th percentile |
| 2024-10-22 | EUR | Leveraged Funds | 74,459 | 84,615 | -10,156 | -23,059 | -14,922 | 19th percentile |
| 2024-10-22 | US 5Y | Leveraged Funds | 511,949 | 3,544,569 | -3,032,620 | +21,930 | +55,103 | 21th percentile |
| 2024-10-22 | S&P 500 | Leveraged Funds | 199,958 | 496,199 | -296,241 | +19,527 | +23,213 | 69th percentile |
| 2024-10-22 | Russell 2000 | Leveraged Funds | 67,387 | 102,022 | -34,635 | -15,332 | +5,951 | 65th percentile |
| 2024-10-22 | US Bond | Leveraged Funds | 244,319 | 776,861 | -532,542 | -9,259 | +59,127 | 10th percentile |
| 2024-10-22 | CAD | Leveraged Funds | 22,006 | 86,907 | -64,901 | -8,890 | -22,336 | 23th percentile |
| 2024-10-22 | Nasdaq-100 | Leveraged Funds | 30,615 | 78,317 | -47,702 | +7,237 | -1,401 | 31th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-10-22 | US 10Y | Asset Manager/Institutional | 2,389,545 | 685,421 | +1,704,124 | +63,905 | -5,897 | 92th percentile |
| 2024-10-22 | US 2Y | Asset Manager/Institutional | 2,698,343 | 426,949 | +2,271,394 | +56,631 | +167,809 | 100th percentile |
| 2024-10-22 | US 5Y | Asset Manager/Institutional | 3,550,041 | 819,049 | +2,730,992 | -52,775 | -126,253 | 77th percentile |
| 2024-10-22 | EUR | Asset Manager/Institutional | 367,611 | 174,491 | +193,120 | -29,519 | -109,871 | 2th percentile |
| 2024-10-22 | JPY | Asset Manager/Institutional | 39,768 | 59,254 | -19,486 | -28,817 | -50,839 | 67th percentile |
| 2024-10-22 | GBP | Asset Manager/Institutional | 82,150 | 89,479 | -7,329 | -16,919 | -19,495 | 81th percentile |
| 2024-10-22 | Ultra Bond | Asset Manager/Institutional | 1,115,298 | 343,409 | +771,889 | +12,970 | +54,082 | 96th percentile |
| 2024-10-22 | S&P 500 | Asset Manager/Institutional | 1,233,980 | 165,838 | +1,068,142 | +10,426 | +318 | 100th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-22 | Natural Gas | Managed Money | 181,618 | 314,055 | 480,797 | -132,437 | -51,716 | -8.05% | -120,136 | 4th percentile |
| 2024-10-22 | Corn | Managed Money | 227,567 | 315,425 | 227,439 | -87,858 | +19,590 | -5.34% | +52,453 | 94th percentile |
| 2024-10-22 | Soybeans | Managed Money | 95,543 | 153,610 | 112,672 | -58,067 | -17,579 | -6.15% | +17,950 | 63th percentile |
| 2024-10-22 | WTI Crude Oil | Managed Money | 161,903 | 59,957 | 366,591 | +101,946 | -16,600 | 6.18% | -57,136 | 25th percentile |
| 2024-10-22 | Soybean Oil | Managed Money | 90,931 | 49,573 | 66,022 | +41,358 | +12,671 | 7.83% | +58,213 | 100th percentile |
| 2024-10-22 | Sugar No. 11 | Managed Money | 173,398 | 62,252 | 80,869 | +111,146 | -12,435 | 13.48% | -3,145 | 81th percentile |
| 2024-10-22 | Silver | Managed Money | 56,281 | 10,646 | 8,316 | +45,635 | +10,934 | 29.01% | +2,460 | 100th percentile |
| 2024-10-22 | Lean Hogs | Managed Money | 104,633 | 11,987 | 37,954 | +92,646 | +7,967 | 30.17% | +33,821 | 98th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-22 | Corn | Producer/Merchant/Processor/User | 464,631 | 673,837 | — | -209,206 | -36,495 | -12.72% | -76,527 | 4th percentile |
| 2024-10-22 | Soybean Oil | Producer/Merchant/Processor/User | 106,111 | 302,108 | — | -195,997 | -19,735 | -37.12% | -47,183 | 2th percentile |
| 2024-10-22 | Lean Hogs | Producer/Merchant/Processor/User | 18,695 | 125,327 | — | -106,632 | -12,619 | -34.73% | -42,458 | 6th percentile |
| 2024-10-22 | Natural Gas | Producer/Merchant/Processor/User | 268,246 | 287,328 | — | -19,082 | +12,439 | -1.16% | +38,284 | 100th percentile |
| 2024-10-22 | Sugar No. 11 | Producer/Merchant/Processor/User | 245,949 | 422,082 | — | -176,133 | +10,807 | -21.36% | +1,331 | 19th percentile |
| 2024-10-22 | Gold | Producer/Merchant/Processor/User | 12,942 | 95,037 | — | -82,095 | -7,397 | -14.30% | -2,065 | 2th percentile |
| 2024-10-22 | Soybeans | Producer/Merchant/Processor/User | 385,380 | 409,762 | — | -24,382 | +6,387 | -2.58% | -17,815 | 40th percentile |
| 2024-10-22 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 60,968 | 96,796 | — | -35,828 | +4,598 | -8.72% | +7,337 | 23th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-22 | EUR | Leveraged Funds | 74,459 | 84,615 | — | -10,156 | -23,059 | -1.56% | -14,922 | 19th percentile |
| 2024-10-22 | GBP | Asset Manager/Institutional | 82,150 | 89,479 | — | -7,329 | -16,919 | -3.18% | -19,495 | 81th percentile |
| 2024-10-22 | JPY | Asset Manager/Institutional | 39,768 | 59,254 | — | -19,486 | -28,817 | -9.39% | -50,839 | 67th percentile |
| 2024-10-22 | JPY | Non-Reportable | 36,715 | 38,858 | — | -2,143 | -4,672 | -1.03% | -13,640 | 38th percentile |
| 2024-10-22 | Cotton No. 2 | Other Reportables | 25,296 | 27,107 | 17,671 | -1,811 | -2,585 | -0.69% | -1,230 | 2th percentile |