CFTC COT report for 5 November 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-11-05 | US 10Y | Leveraged Funds | 224,904 | 2,056,531 | -1,831,627 | +134,863 | +203,504 | 25th percentile |
| 2024-11-05 | S&P 500 | Leveraged Funds | 235,998 | 425,357 | -189,359 | +99,894 | +137,314 | 100th percentile |
| 2024-11-05 | US 5Y | Leveraged Funds | 445,520 | 3,727,242 | -3,281,722 | -81,679 | -222,633 | 2th percentile |
| 2024-11-05 | Ultra Bond | Leveraged Funds | 66,473 | 699,891 | -633,418 | +37,582 | +37,421 | 73th percentile |
| 2024-11-05 | VIX | Leveraged Funds | 38,248 | 95,995 | -57,747 | -17,127 | -34,741 | 4th percentile |
| 2024-11-05 | GBP | Leveraged Funds | 77,495 | 35,216 | +42,279 | -14,442 | -23,581 | 63th percentile |
| 2024-11-05 | Russell 2000 | Leveraged Funds | 56,568 | 105,298 | -48,730 | -9,264 | -16,281 | 48th percentile |
| 2024-11-05 | JPY | Leveraged Funds | 32,546 | 45,268 | -12,722 | -9,260 | -20,663 | 85th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-11-05 | US 10Y | Asset Manager/Institutional | 2,388,315 | 722,478 | +1,665,837 | -117,443 | -53,708 | 88th percentile |
| 2024-11-05 | S&P 500 | Asset Manager/Institutional | 1,173,222 | 178,345 | +994,877 | -52,812 | -50,544 | 83th percentile |
| 2024-11-05 | US 2Y | Asset Manager/Institutional | 2,601,009 | 275,678 | +2,325,331 | +41,684 | +158,972 | 100th percentile |
| 2024-11-05 | US Bond | Asset Manager/Institutional | 971,865 | 437,635 | +534,230 | +38,479 | +67,787 | 98th percentile |
| 2024-11-05 | US 5Y | Asset Manager/Institutional | 3,611,962 | 636,884 | +2,975,078 | +36,936 | +94,485 | 100th percentile |
| 2024-11-05 | EUR | Asset Manager/Institutional | 360,538 | 143,086 | +217,452 | +25,403 | -49,213 | 6th percentile |
| 2024-11-05 | Ultra Bond | Asset Manager/Institutional | 1,116,126 | 404,394 | +711,732 | -15,899 | -4,602 | 31th percentile |
| 2024-11-05 | Russell 2000 | Asset Manager/Institutional | 226,026 | 104,107 | +121,919 | +14,089 | +9,260 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-05 | WTI Crude Oil | Managed Money | 203,273 | 56,622 | 401,513 | +146,651 | +55,018 | 8.39% | +15,588 | 52th percentile |
| 2024-11-05 | Corn | Managed Money | 270,820 | 267,785 | 215,716 | +3,035 | +38,543 | 0.18% | +37,889 | 100th percentile |
| 2024-11-05 | Soybean Oil | Managed Money | 105,853 | 44,676 | 55,674 | +61,177 | +23,988 | 11.07% | +26,062 | 100th percentile |
| 2024-11-05 | Soybean Meal | Managed Money | 105,582 | 112,320 | 78,146 | -6,738 | -20,399 | -1.13% | -103,586 | 27th percentile |
| 2024-11-05 | Lean Hogs | Managed Money | 130,540 | 9,471 | 42,968 | +121,069 | +13,900 | 35.02% | +42,799 | 100th percentile |
| 2024-11-05 | Natural Gas | Managed Money | 195,208 | 342,145 | 554,833 | -146,937 | -13,701 | -8.24% | -127,383 | 4th percentile |
| 2024-11-05 | Gold | Managed Money | 219,687 | 36,684 | 69,684 | +183,003 | -12,170 | 32.79% | -11,056 | 77th percentile |
| 2024-11-05 | NY Harbor ULSD | Managed Money | 24,882 | 41,102 | 55,078 | -16,220 | +10,479 | -3.92% | +3,176 | 27th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-05 | Corn | Producer/Merchant/Processor/User | 450,775 | 749,051 | — | -298,276 | -26,234 | -17.82% | -71,775 | 2th percentile |
| 2024-11-05 | Soybean Meal | Producer/Merchant/Processor/User | 144,600 | 293,598 | — | -148,998 | +19,069 | -25.06% | +81,574 | 56th percentile |
| 2024-11-05 | Soybean Oil | Producer/Merchant/Processor/User | 121,100 | 320,922 | — | -199,822 | -14,094 | -36.18% | -18,325 | 2th percentile |
| 2024-11-05 | Sugar No. 11 | Producer/Merchant/Processor/User | 275,705 | 428,357 | — | -152,652 | +13,457 | -17.68% | +31,018 | 19th percentile |
| 2024-11-05 | Natural Gas | Producer/Merchant/Processor/User | 298,910 | 327,841 | — | -28,931 | -11,442 | -1.62% | +3,937 | 96th percentile |
| 2024-11-05 | NY Harbor ULSD | Producer/Merchant/Processor/User | 124,721 | 191,543 | — | -66,822 | -10,240 | -16.15% | +7,230 | 90th percentile |
| 2024-11-05 | WTI Crude Oil | Producer/Merchant/Processor/User | 553,985 | 359,245 | — | +194,740 | -6,818 | 11.14% | +2,288 | 98th percentile |
| 2024-11-05 | Lean Hogs | Producer/Merchant/Processor/User | 21,499 | 145,326 | — | -123,827 | -6,351 | -35.82% | -36,241 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-05 | Corn | Managed Money | 270,820 | 267,785 | 215,716 | +3,035 | +38,543 | 0.18% | +37,889 | 100th percentile |
| 2024-11-05 | Cotton No. 2 | Non-Reportable | 14,904 | 14,573 | — | +331 | +1,434 | 0.12% | -906 | 56th percentile |
| 2024-11-05 | Rough Rice | Producer/Merchant/Processor/User | 6,728 | 4,943 | — | +1,785 | +2,238 | 16.20% | +3,886 | 100th percentile |
| 2024-11-05 | Soybean Meal | Managed Money | 105,582 | 112,320 | 78,146 | -6,738 | -20,399 | -1.13% | -103,586 | 27th percentile |
| 2024-11-05 | RBOB Gasoline | Other Reportables | 20,478 | 25,394 | 24,581 | -4,916 | -4,948 | -1.37% | -6,577 | 6th percentile |
| 2024-11-05 | NY Harbor ULSD | Non-Reportable | 40,359 | 37,479 | — | +2,880 | +3,280 | 0.69% | +1,630 | 23th percentile |