CFTC COT report for 29 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-10-29 | US 5Y | Leveraged Funds | 465,208 | 3,665,251 | -3,200,043 | -167,423 | -77,273 | 2th percentile |
| 2024-10-29 | US 2Y | Leveraged Funds | 371,575 | 2,994,785 | -2,623,210 | -70,831 | -250,748 | 2th percentile |
| 2024-10-29 | US 10Y | Leveraged Funds | 195,085 | 2,161,575 | -1,966,490 | -38,676 | +194,130 | 13th percentile |
| 2024-10-29 | Ultra Bond | Leveraged Funds | 59,508 | 730,508 | -671,000 | +31,724 | -18,085 | 29th percentile |
| 2024-10-29 | EUR | Leveraged Funds | 75,404 | 105,616 | -30,212 | -20,056 | -30,109 | 6th percentile |
| 2024-10-29 | VIX | Leveraged Funds | 51,519 | 92,139 | -40,620 | -18,855 | -33,117 | 10th percentile |
| 2024-10-29 | CAD | Leveraged Funds | 20,358 | 101,169 | -80,811 | -15,910 | -36,339 | 12th percentile |
| 2024-10-29 | US Bond | Leveraged Funds | 283,852 | 801,527 | -517,675 | +14,867 | +16,066 | 19th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-10-29 | US 5Y | Asset Manager/Institutional | 3,567,157 | 629,015 | +2,938,142 | +207,150 | +14,177 | 98th percentile |
| 2024-10-29 | US 10Y | Asset Manager/Institutional | 2,442,642 | 659,362 | +1,783,280 | +79,156 | +30,321 | 100th percentile |
| 2024-10-29 | Ultra Bond | Asset Manager/Institutional | 1,112,859 | 385,228 | +727,631 | -44,258 | -9,765 | 46th percentile |
| 2024-10-29 | S&P 500 | Asset Manager/Institutional | 1,218,086 | 170,397 | +1,047,689 | -20,453 | -3,711 | 92th percentile |
| 2024-10-29 | JPY | Asset Manager/Institutional | 37,607 | 70,531 | -32,924 | -13,438 | -61,968 | 54th percentile |
| 2024-10-29 | US 2Y | Asset Manager/Institutional | 2,692,595 | 408,948 | +2,283,647 | +12,253 | +169,819 | 100th percentile |
| 2024-10-29 | US Bond | Asset Manager/Institutional | 938,307 | 442,556 | +495,751 | +12,238 | +17,293 | 73th percentile |
| 2024-10-29 | GBP | Asset Manager/Institutional | 69,565 | 88,493 | -18,928 | -11,599 | -31,515 | 71th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-29 | Corn | Managed Money | 244,750 | 280,258 | 205,734 | -35,508 | +52,350 | -2.10% | +36,577 | 98th percentile |
| 2024-10-29 | Soybean Meal | Managed Money | 111,051 | 97,390 | 77,360 | +13,661 | -43,367 | 2.31% | -89,606 | 35th percentile |
| 2024-10-29 | Lean Hogs | Managed Money | 119,028 | 11,859 | 39,741 | +107,169 | +14,523 | 32.47% | +43,328 | 100th percentile |
| 2024-10-29 | WTI Crude Oil | Managed Money | 168,343 | 76,710 | 406,061 | +91,633 | -10,313 | 5.23% | -45,296 | 19th percentile |
| 2024-10-29 | Gold | Managed Money | 234,856 | 39,683 | 64,343 | +195,173 | -9,987 | 33.68% | -19,289 | 88th percentile |
| 2024-10-29 | Sugar No. 11 | Managed Money | 171,559 | 69,196 | 86,821 | +102,363 | -8,783 | 12.03% | -31,386 | 81th percentile |
| 2024-10-29 | Live Cattle | Managed Money | 115,621 | 15,105 | 54,531 | +100,516 | +7,691 | 28.52% | +32,628 | 100th percentile |
| 2024-10-29 | Silver | Managed Money | 54,185 | 14,432 | 8,495 | +39,753 | -5,882 | 25.43% | +2,415 | 94th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-29 | Corn | Producer/Merchant/Processor/User | 467,951 | 739,993 | — | -272,042 | -62,836 | -16.16% | -81,248 | 2th percentile |
| 2024-10-29 | Soybean Meal | Producer/Merchant/Processor/User | 133,405 | 301,472 | — | -168,067 | +30,043 | -28.42% | +66,203 | 42th percentile |
| 2024-10-29 | Lean Hogs | Producer/Merchant/Processor/User | 20,398 | 137,874 | — | -117,476 | -10,844 | -35.59% | -44,461 | 2th percentile |
| 2024-10-29 | Soybeans | Producer/Merchant/Processor/User | 332,670 | 346,333 | — | -13,663 | +10,719 | -1.63% | +7,268 | 42th percentile |
| 2024-10-29 | Soybean Oil | Producer/Merchant/Processor/User | 111,156 | 296,884 | — | -185,728 | +10,269 | -35.08% | -9,148 | 4th percentile |
| 2024-10-29 | Sugar No. 11 | Producer/Merchant/Processor/User | 265,097 | 431,206 | — | -166,109 | +10,024 | -19.53% | +20,887 | 19th percentile |
| 2024-10-29 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 65,695 | 92,130 | — | -26,435 | +9,393 | -6.35% | +20,476 | 40th percentile |
| 2024-10-29 | Live Cattle | Producer/Merchant/Processor/User | 39,177 | 164,124 | — | -124,947 | -8,188 | -35.46% | -24,424 | 2th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-10-29 | Russell 2000 | Other Reportables | 22,234 | 17,415 | — | +4,819 | +5,276 | 1.10% | -7,246 | 71th percentile |
| 2024-10-29 | JPY | Dealer/Intermediary | 70,010 | 53,462 | — | +16,548 | +34,958 | 7.32% | +102,871 | 23th percentile |
| 2024-10-29 | JPY | Leveraged Funds | 44,746 | 48,208 | — | -3,462 | -10,288 | -1.53% | -4,837 | 90th percentile |
| 2024-10-29 | NZD | Dealer/Intermediary | 12,940 | 10,043 | — | +2,897 | +5,017 | 4.99% | +14,121 | 50th percentile |
| 2024-10-29 | NZD | Non-Reportable | 3,672 | 5,112 | — | -1,440 | -2,303 | -2.48% | -4,883 | 23th percentile |
| 2024-10-29 | Cocoa | Swap Dealer | 10,359 | 8,913 | 6,349 | +1,446 | +4,481 | 1.10% | +413 | 87th percentile |
| 2024-10-29 | Cotton No. 2 | Non-Reportable | 13,618 | 14,721 | — | -1,103 | -1,856 | -0.41% | -3,682 | 25th percentile |
| 2024-10-29 | NY Harbor ULSD | Non-Reportable | 35,665 | 36,065 | — | -400 | -3,561 | -0.09% | -1,841 | 6th percentile |
| 2024-10-29 | Palladium | Other Reportables | 1,590 | 2,273 | 187 | -683 | -1,088 | -3.83% | -591 | 17th percentile |