CFTC COT report for 12 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-11-12 | S&P 500 | Leveraged Funds | 217,011 | 491,324 | -274,313 | -84,954 | +41,455 | 83th percentile |
| 2024-11-12 | US 10Y | Leveraged Funds | 222,195 | 1,979,907 | -1,757,712 | +73,915 | +173,116 | 29th percentile |
| 2024-11-12 | US 2Y | Leveraged Funds | 355,136 | 3,047,509 | -2,692,373 | -61,229 | -196,267 | 2th percentile |
| 2024-11-12 | US 5Y | Leveraged Funds | 441,028 | 3,780,689 | -3,339,661 | -57,939 | -285,111 | 2th percentile |
| 2024-11-12 | VIX | Leveraged Funds | 59,953 | 65,661 | -5,708 | +52,039 | +16,100 | 79th percentile |
| 2024-11-12 | Ultra Bond | Leveraged Funds | 71,696 | 673,647 | -601,951 | +31,467 | +98,308 | 85th percentile |
| 2024-11-12 | US Bond | Leveraged Funds | 291,743 | 826,295 | -534,552 | -23,949 | -11,269 | 8th percentile |
| 2024-11-12 | JPY | Leveraged Funds | 24,817 | 54,460 | -29,643 | -16,921 | -39,156 | 71th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-11-12 | S&P 500 | Asset Manager/Institutional | 1,241,473 | 160,663 | +1,080,810 | +85,933 | +23,094 | 100th percentile |
| 2024-11-12 | Russell 2000 | Asset Manager/Institutional | 251,387 | 85,725 | +165,662 | +43,743 | +60,349 | 100th percentile |
| 2024-11-12 | US 2Y | Asset Manager/Institutional | 2,643,025 | 274,588 | +2,368,437 | +43,106 | +153,674 | 100th percentile |
| 2024-11-12 | US 10Y | Asset Manager/Institutional | 2,403,135 | 779,311 | +1,623,824 | -42,013 | -16,395 | 81th percentile |
| 2024-11-12 | US Bond | Asset Manager/Institutional | 1,010,681 | 446,818 | +563,863 | +29,633 | +77,723 | 100th percentile |
| 2024-11-12 | VIX | Asset Manager/Institutional | 48,557 | 41,309 | +7,248 | -28,837 | -39 | 88th percentile |
| 2024-11-12 | Ultra Bond | Asset Manager/Institutional | 1,117,149 | 433,667 | +683,482 | -28,250 | -75,437 | 23th percentile |
| 2024-11-12 | Nasdaq-100 | Asset Manager/Institutional | 101,654 | 24,693 | +76,961 | +9,463 | +8,237 | 37th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-12 | Corn | Managed Money | 292,348 | 192,569 | 201,401 | +99,779 | +96,744 | 5.95% | +207,227 | 100th percentile |
| 2024-11-12 | Soybean Meal | Managed Money | 99,528 | 124,986 | 89,742 | -25,458 | -18,720 | -4.09% | -82,045 | 15th percentile |
| 2024-11-12 | Chicago SRW Wheat | Managed Money | 62,671 | 115,424 | 99,031 | -52,753 | -18,305 | -11.80% | -22,288 | 65th percentile |
| 2024-11-12 | Gold | Managed Money | 203,661 | 38,365 | 62,058 | +165,296 | -17,707 | 30.83% | -34,125 | 73th percentile |
| 2024-11-12 | Soybeans | Managed Money | 109,617 | 149,318 | 96,402 | -39,701 | +16,671 | -4.60% | +787 | 73th percentile |
| 2024-11-12 | Sugar No. 11 | Managed Money | 157,751 | 73,730 | 94,047 | +84,021 | -14,321 | 9.83% | -39,560 | 79th percentile |
| 2024-11-12 | WTI Crude Oil | Managed Money | 200,728 | 67,065 | 406,614 | +133,663 | -12,988 | 7.45% | +15,117 | 44th percentile |
| 2024-11-12 | Soybean Oil | Managed Money | 116,257 | 43,287 | 57,008 | +72,970 | +11,793 | 12.48% | +44,283 | 100th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-12 | Corn | Producer/Merchant/Processor/User | 458,247 | 840,018 | — | -381,771 | -83,495 | -22.80% | -209,060 | 2th percentile |
| 2024-11-12 | Soybean Oil | Producer/Merchant/Processor/User | 123,124 | 344,204 | — | -221,080 | -21,258 | -37.81% | -44,818 | 2th percentile |
| 2024-11-12 | Sugar No. 11 | Producer/Merchant/Processor/User | 274,089 | 405,486 | — | -131,397 | +21,255 | -15.38% | +55,543 | 21th percentile |
| 2024-11-12 | Soybeans | Producer/Merchant/Processor/User | 332,860 | 364,683 | — | -31,823 | -15,538 | -3.69% | -1,054 | 33th percentile |
| 2024-11-12 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 76,129 | 89,762 | — | -13,633 | +13,937 | -3.05% | +26,793 | 77th percentile |
| 2024-11-12 | Coffee C | Producer/Merchant/Processor/User | 41,979 | 98,151 | — | -56,172 | -10,519 | -27.36% | -6,308 | 54th percentile |
| 2024-11-12 | Kansas City HRW Wheat | Producer/Merchant/Processor/User | 35,329 | 80,122 | — | -44,793 | +7,185 | -16.44% | +13,121 | 17th percentile |
| 2024-11-12 | Copper | Producer/Merchant/Processor/User | 28,277 | 80,641 | — | -52,364 | +6,430 | -22.54% | +10,379 | 54th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-12 | AUD | Leveraged Funds | 26,371 | 26,686 | — | -315 | -12,463 | -0.18% | -12,329 | 67th percentile |
| 2024-11-12 | Bitcoin | Other Reportables | 1,579 | 1,972 | — | -393 | -1,799 | -1.01% | -3,433 | 27th percentile |
| 2024-11-12 | VIX | Dealer/Intermediary | 34,870 | 42,403 | — | -7,533 | -21,191 | -2.13% | -16,713 | 2th percentile |
| 2024-11-12 | Ultra Bond | Non-Reportable | 175,057 | 179,173 | — | -4,116 | -5,003 | -0.22% | -6,800 | 2th percentile |
| 2024-11-12 | Cocoa | Swap Dealer | 9,505 | 9,887 | 5,020 | -382 | -576 | -0.31% | +3,733 | 63th percentile |
| 2024-11-12 | Cotton No. 2 | Other Reportables | 21,252 | 17,866 | 21,805 | +3,386 | +4,559 | 1.33% | +2,612 | 21th percentile |
| 2024-11-12 | Cotton No. 2 | Non-Reportable | 14,854 | 15,176 | — | -322 | -653 | -0.12% | -801 | 48th percentile |
| 2024-11-12 | NY Harbor ULSD | Non-Reportable | 39,354 | 41,221 | — | -1,867 | -4,747 | -0.44% | -3,635 | 6th percentile |
| 2024-11-12 | Palladium | Other Reportables | 1,985 | 1,488 | 604 | +497 | +1,464 | 2.69% | +274 | 52th percentile |
| 2024-11-12 | Platinum | Swap Dealer | 14,724 | 10,978 | 505 | +3,746 | +6,777 | 4.21% | +7,873 | 50th percentile |