CFTC COT report for 19 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-11-19 | US 5Y | Leveraged Funds | 386,541 | 3,581,649 | -3,195,108 | +144,553 | -162,488 | 8th percentile |
| 2024-11-19 | US 2Y | Leveraged Funds | 341,226 | 2,935,258 | -2,594,032 | +98,341 | -41,653 | 8th percentile |
| 2024-11-19 | US 10Y | Leveraged Funds | 237,474 | 1,898,948 | -1,661,474 | +96,238 | +266,340 | 35th percentile |
| 2024-11-19 | Ultra Bond | Leveraged Funds | 76,732 | 652,434 | -575,702 | +26,249 | +127,022 | 94th percentile |
| 2024-11-19 | S&P 500 | Leveraged Funds | 229,882 | 481,413 | -251,531 | +22,782 | +44,710 | 88th percentile |
| 2024-11-19 | US Bond | Leveraged Funds | 280,881 | 836,820 | -555,939 | -21,387 | -23,397 | 6th percentile |
| 2024-11-19 | EUR | Leveraged Funds | 70,766 | 110,577 | -39,811 | -10,798 | -29,655 | 2th percentile |
| 2024-11-19 | Nasdaq-100 | Leveraged Funds | 36,369 | 75,604 | -39,235 | +9,227 | +8,467 | 67th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-11-19 | US 2Y | Asset Manager/Institutional | 2,526,939 | 248,340 | +2,278,599 | -89,838 | +7,205 | 94th percentile |
| 2024-11-19 | US 5Y | Asset Manager/Institutional | 3,789,495 | 768,318 | +3,021,177 | +49,897 | +290,185 | 100th percentile |
| 2024-11-19 | EUR | Asset Manager/Institutional | 343,463 | 160,310 | +183,153 | -33,043 | -9,967 | 2th percentile |
| 2024-11-19 | GBP | Asset Manager/Institutional | 44,662 | 87,842 | -43,180 | -24,810 | -35,851 | 29th percentile |
| 2024-11-19 | Ultra Bond | Asset Manager/Institutional | 1,089,707 | 428,737 | +660,970 | -22,512 | -110,919 | 12th percentile |
| 2024-11-19 | US 10Y | Asset Manager/Institutional | 2,444,393 | 837,098 | +1,607,295 | -16,529 | -96,829 | 77th percentile |
| 2024-11-19 | Russell 2000 | Asset Manager/Institutional | 249,141 | 93,845 | +155,296 | -10,366 | +41,599 | 98th percentile |
| 2024-11-19 | Dow Jones | Asset Manager/Institutional | 16,423 | 9,476 | +6,947 | -7,396 | -9,279 | 33th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-19 | Soybean Meal | Managed Money | 93,514 | 152,736 | 92,905 | -59,222 | -33,764 | -9.52% | -116,250 | 2th percentile |
| 2024-11-19 | WTI Crude Oil | Managed Money | 188,283 | 83,342 | 404,140 | +104,941 | -28,722 | 5.93% | +2,995 | 27th percentile |
| 2024-11-19 | Cotton No. 2 | Managed Money | 34,407 | 72,221 | 30,968 | -37,814 | -22,942 | -15.75% | -32,268 | 23th percentile |
| 2024-11-19 | Soybean Oil | Managed Money | 101,534 | 49,207 | 59,447 | +52,327 | -20,643 | 9.04% | +10,969 | 96th percentile |
| 2024-11-19 | Natural Gas | Managed Money | 184,968 | 307,657 | 517,141 | -122,689 | +14,802 | -7.19% | +9,748 | 15th percentile |
| 2024-11-19 | Gold | Managed Money | 193,355 | 38,181 | 46,147 | +155,174 | -10,122 | 30.85% | -49,986 | 63th percentile |
| 2024-11-19 | Soybeans | Managed Money | 112,061 | 160,583 | 99,925 | -48,522 | -8,821 | -5.37% | +9,545 | 69th percentile |
| 2024-11-19 | RBOB Gasoline | Managed Money | 83,291 | 14,884 | 49,890 | +68,407 | +7,343 | 18.72% | +18,462 | 83th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-19 | Soybean Oil | Producer/Merchant/Processor/User | 133,087 | 324,814 | — | -191,727 | +29,353 | -33.13% | +4,270 | 8th percentile |
| 2024-11-19 | Soybean Meal | Producer/Merchant/Processor/User | 158,087 | 273,220 | — | -115,133 | +28,392 | -18.51% | +82,977 | 71th percentile |
| 2024-11-19 | WTI Crude Oil | Producer/Merchant/Processor/User | 581,412 | 360,705 | — | +220,707 | +26,630 | 12.47% | +26,353 | 100th percentile |
| 2024-11-19 | Cotton No. 2 | Producer/Merchant/Processor/User | 58,622 | 66,019 | — | -7,397 | +21,906 | -3.08% | +31,654 | 87th percentile |
| 2024-11-19 | Soybeans | Producer/Merchant/Processor/User | 358,409 | 375,158 | — | -16,749 | +15,074 | -1.85% | +7,633 | 38th percentile |
| 2024-11-19 | Natural Gas | Producer/Merchant/Processor/User | 278,506 | 298,132 | — | -19,626 | +9,433 | -1.15% | -544 | 96th percentile |
| 2024-11-19 | Copper | Producer/Merchant/Processor/User | 30,820 | 73,795 | — | -42,975 | +9,389 | -19.23% | +18,099 | 60th percentile |
| 2024-11-19 | Cocoa | Producer/Merchant/Processor/User | 35,335 | 72,759 | — | -37,424 | +8,102 | -28.91% | +6,176 | 81th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-19 | Dow Jones | Leveraged Funds | 14,540 | 14,869 | — | -329 | -2,379 | -0.38% | -3,846 | 13th percentile |
| 2024-11-19 | S&P 500 | Other Reportables | 132,907 | 135,532 | — | -2,625 | -26,420 | -0.11% | -66,770 | 63th percentile |
| 2024-11-19 | AUD | Leveraged Funds | 30,460 | 27,547 | — | +2,913 | +3,228 | 1.60% | -12,964 | 73th percentile |
| 2024-11-19 | AUD | Non-Reportable | 24,189 | 28,681 | — | -4,492 | -7,331 | -2.47% | -18,343 | 33th percentile |
| 2024-11-19 | GBP | Non-Reportable | 28,148 | 29,397 | — | -1,249 | -4,347 | -0.56% | -7,735 | 21th percentile |
| 2024-11-19 | VIX | Dealer/Intermediary | 44,343 | 39,418 | — | +4,925 | +12,458 | 1.39% | +4,609 | 8th percentile |
| 2024-11-19 | Ultra Bond | Non-Reportable | 183,468 | 168,671 | — | +14,797 | +18,913 | 0.80% | +12,578 | 50th percentile |
| 2024-11-19 | Cocoa | Other Reportables | 9,580 | 11,006 | 4,201 | -1,426 | -4,956 | -1.10% | -3,788 | 35th percentile |
| 2024-11-19 | Cotton No. 2 | Non-Reportable | 13,578 | 13,275 | — | +303 | +625 | 0.12% | -450 | 54th percentile |
| 2024-11-19 | Feeder Cattle | Producer/Merchant/Processor/User | 8,190 | 10,407 | — | -2,217 | -2,522 | -4.09% | -4,225 | 2th percentile |
| 2024-11-19 | NY Harbor ULSD | Non-Reportable | 40,134 | 39,947 | — | +187 | +2,054 | 0.04% | -2,974 | 13th percentile |