CFTC COT report for 26 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-11-26 | US 5Y | Leveraged Funds | 376,956 | 3,236,468 | -2,859,512 | +335,596 | +340,531 | 35th percentile |
| 2024-11-26 | US 2Y | Leveraged Funds | 333,351 | 2,742,039 | -2,408,688 | +185,344 | +214,522 | 13th percentile |
| 2024-11-26 | S&P 500 | Leveraged Funds | 163,155 | 468,078 | -304,923 | -53,392 | -15,670 | 62th percentile |
| 2024-11-26 | US Bond | Leveraged Funds | 278,696 | 783,606 | -504,910 | +51,029 | +12,765 | 27th percentile |
| 2024-11-26 | US 10Y | Leveraged Funds | 258,282 | 1,967,686 | -1,709,404 | -47,930 | +257,086 | 33th percentile |
| 2024-11-26 | Ultra Bond | Leveraged Funds | 77,639 | 638,387 | -560,748 | +14,954 | +110,252 | 94th percentile |
| 2024-11-26 | EUR | Leveraged Funds | 78,630 | 108,586 | -29,956 | +9,855 | +256 | 10th percentile |
| 2024-11-26 | CAD | Leveraged Funds | 7,063 | 84,289 | -77,226 | +8,477 | +3,585 | 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-11-26 | US 2Y | Asset Manager/Institutional | 2,351,492 | 276,849 | +2,074,643 | -203,956 | -209,004 | 79th percentile |
| 2024-11-26 | US 5Y | Asset Manager/Institutional | 3,564,428 | 685,306 | +2,879,122 | -142,055 | -59,020 | 79th percentile |
| 2024-11-26 | GBP | Asset Manager/Institutional | 38,580 | 106,042 | -67,462 | -24,282 | -48,534 | 15th percentile |
| 2024-11-26 | US Bond | Asset Manager/Institutional | 982,651 | 445,588 | +537,063 | -23,001 | +41,312 | 96th percentile |
| 2024-11-26 | CAD | Asset Manager/Institutional | 28,512 | 150,241 | -121,729 | +21,089 | +14,382 | 23th percentile |
| 2024-11-26 | S&P 500 | Asset Manager/Institutional | 1,264,907 | 162,449 | +1,102,458 | +20,920 | +54,769 | 100th percentile |
| 2024-11-26 | JPY | Asset Manager/Institutional | 45,033 | 74,605 | -29,572 | +18,244 | +3,352 | 62th percentile |
| 2024-11-26 | EUR | Asset Manager/Institutional | 339,036 | 170,328 | +168,708 | -14,445 | -23,341 | 2th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-26 | Natural Gas | Managed Money | 177,445 | 238,532 | 526,175 | -61,087 | +61,602 | -3.72% | +72,149 | 56th percentile |
| 2024-11-26 | Soybean Oil | Managed Money | 80,414 | 58,934 | 58,911 | +21,480 | -30,847 | 3.88% | -15,709 | 87th percentile |
| 2024-11-26 | Gold | Managed Money | 203,596 | 24,306 | 29,011 | +179,290 | +24,116 | 37.93% | -15,883 | 75th percentile |
| 2024-11-26 | Corn | Managed Money | 265,341 | 181,439 | 174,969 | +83,902 | -23,197 | 5.42% | +119,410 | 96th percentile |
| 2024-11-26 | Cotton No. 2 | Managed Money | 36,708 | 57,058 | 35,158 | -20,350 | +17,464 | -8.78% | -9,663 | 37th percentile |
| 2024-11-26 | Soybean Meal | Managed Money | 85,567 | 158,470 | 91,795 | -72,903 | -13,681 | -12.26% | -86,564 | 2th percentile |
| 2024-11-26 | Soybeans | Managed Money | 106,652 | 165,118 | 100,734 | -58,466 | -9,944 | -6.42% | +3,404 | 65th percentile |
| 2024-11-26 | Lean Hogs | Managed Money | 138,523 | 8,354 | 44,863 | +130,169 | +7,074 | 36.04% | +23,000 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-26 | Soybean Oil | Producer/Merchant/Processor/User | 144,953 | 293,664 | — | -148,711 | +43,016 | -26.92% | +37,017 | 19th percentile |
| 2024-11-26 | Corn | Producer/Merchant/Processor/User | 439,601 | 787,239 | — | -347,638 | +34,960 | -22.48% | -75,596 | 6th percentile |
| 2024-11-26 | Soybean Meal | Producer/Merchant/Processor/User | 157,852 | 245,891 | — | -88,039 | +27,094 | -14.81% | +80,028 | 81th percentile |
| 2024-11-26 | Soybeans | Producer/Merchant/Processor/User | 359,462 | 362,163 | — | -2,701 | +14,048 | -0.29% | +10,962 | 48th percentile |
| 2024-11-26 | Lean Hogs | Producer/Merchant/Processor/User | 23,520 | 160,392 | — | -136,872 | -12,430 | -37.90% | -19,396 | 2th percentile |
| 2024-11-26 | Cotton No. 2 | Producer/Merchant/Processor/User | 47,648 | 64,980 | — | -17,332 | -9,935 | -7.47% | +14,706 | 79th percentile |
| 2024-11-26 | WTI Crude Oil | Producer/Merchant/Processor/User | 554,317 | 341,767 | — | +212,550 | -8,157 | 12.21% | +10,992 | 98th percentile |
| 2024-11-26 | NY Harbor ULSD | Producer/Merchant/Processor/User | 126,204 | 178,559 | — | -52,355 | +4,660 | -13.25% | +4,227 | 100th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-26 | GBP | Dealer/Intermediary | 63,434 | 48,711 | — | +14,723 | +23,704 | 6.15% | +62,350 | 73th percentile |
| 2024-11-26 | JPY | Dealer/Intermediary | 61,943 | 68,793 | — | -6,850 | -26,643 | -2.70% | -23,398 | 23th percentile |
| 2024-11-26 | NZD | Leveraged Funds | 17,973 | 19,154 | — | -1,181 | -3,326 | -1.49% | -13,358 | 6th percentile |
| 2024-11-26 | NZD | Other Reportables | 5,107 | 4,523 | — | +584 | +897 | 0.73% | +2,343 | 69th percentile |
| 2024-11-26 | VIX | Asset Manager/Institutional | 48,573 | 55,829 | — | -7,256 | -11,816 | -2.33% | -31,466 | 60th percentile |
| 2024-11-26 | Cotton No. 2 | Non-Reportable | 12,398 | 13,130 | — | -732 | -1,035 | -0.31% | +371 | 31th percentile |
| 2024-11-26 | Rough Rice | Non-Reportable | 1,321 | 1,453 | — | -132 | -310 | -1.22% | -347 | 6th percentile |