CFTC COT report for 3 December 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-12-03 | S&P 500 | Leveraged Funds | 156,702 | 516,114 | -359,412 | -54,489 | -170,053 | 31th percentile |
| 2024-12-03 | US 5Y | Leveraged Funds | 376,657 | 3,200,517 | -2,823,860 | +35,652 | +457,862 | 38th percentile |
| 2024-12-03 | US 2Y | Leveraged Funds | 318,454 | 2,705,507 | -2,387,053 | +21,635 | +244,091 | 17th percentile |
| 2024-12-03 | Ultra Bond | Leveraged Funds | 69,610 | 609,030 | -539,420 | +21,328 | +93,998 | 98th percentile |
| 2024-12-03 | US 10Y | Leveraged Funds | 241,161 | 1,932,181 | -1,691,020 | +18,384 | +140,607 | 35th percentile |
| 2024-12-03 | US Bond | Leveraged Funds | 275,782 | 793,833 | -518,051 | -13,141 | -7,448 | 23th percentile |
| 2024-12-03 | Russell 2000 | Leveraged Funds | 49,779 | 126,326 | -76,547 | -12,837 | -27,817 | 25th percentile |
| 2024-12-03 | VIX | Leveraged Funds | 63,008 | 58,007 | +5,001 | +11,306 | +62,748 | 94th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-12-03 | US 10Y | Asset Manager/Institutional | 2,388,232 | 839,967 | +1,548,265 | -44,806 | -117,572 | 69th percentile |
| 2024-12-03 | US Bond | Asset Manager/Institutional | 1,010,697 | 447,737 | +562,960 | +25,897 | +28,730 | 98th percentile |
| 2024-12-03 | JPY | Asset Manager/Institutional | 48,806 | 54,646 | -5,840 | +23,732 | +36,104 | 71th percentile |
| 2024-12-03 | US 5Y | Asset Manager/Institutional | 3,576,146 | 719,128 | +2,857,018 | -22,104 | -118,060 | 73th percentile |
| 2024-12-03 | Russell 2000 | Asset Manager/Institutional | 262,283 | 91,538 | +170,745 | +20,252 | +48,826 | 100th percentile |
| 2024-12-03 | EUR | Asset Manager/Institutional | 330,248 | 179,927 | +150,321 | -18,387 | -67,131 | 2th percentile |
| 2024-12-03 | US 2Y | Asset Manager/Institutional | 2,402,117 | 341,639 | +2,060,478 | -14,165 | -264,853 | 71th percentile |
| 2024-12-03 | VIX | Asset Manager/Institutional | 51,903 | 70,017 | -18,114 | -10,858 | -54,199 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-03 | Soybean Oil | Managed Money | 81,323 | 73,989 | 54,351 | +7,334 | -14,146 | 1.29% | -53,843 | 81th percentile |
| 2024-12-03 | Soybeans | Managed Money | 109,442 | 154,902 | 109,125 | -45,460 | +13,006 | -4.92% | +10,912 | 73th percentile |
| 2024-12-03 | Sugar No. 11 | Managed Money | 167,647 | 64,397 | 98,760 | +103,250 | +12,992 | 11.59% | +4,908 | 90th percentile |
| 2024-12-03 | Natural Gas | Managed Money | 169,476 | 242,522 | 546,382 | -73,046 | -11,959 | -4.45% | +73,891 | 46th percentile |
| 2024-12-03 | Corn | Managed Money | 262,174 | 188,935 | 190,916 | +73,239 | -10,663 | 4.78% | +70,204 | 94th percentile |
| 2024-12-03 | Chicago SRW Wheat | Managed Money | 82,223 | 153,184 | 86,015 | -70,961 | -10,203 | -16.74% | -36,513 | 33th percentile |
| 2024-12-03 | Lean Hogs | Managed Money | 146,356 | 7,716 | 41,787 | +138,640 | +8,471 | 37.60% | +17,571 | 100th percentile |
| 2024-12-03 | WTI Crude Oil | Managed Money | 192,032 | 77,211 | 395,739 | +114,821 | +8,412 | 6.44% | -31,830 | 29th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-03 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 72,495 | 71,171 | — | +1,324 | +10,148 | 0.31% | +28,894 | 100th percentile |
| 2024-12-03 | Lean Hogs | Producer/Merchant/Processor/User | 23,130 | 168,933 | — | -145,803 | -8,931 | -39.55% | -21,976 | 2th percentile |
| 2024-12-03 | Corn | Producer/Merchant/Processor/User | 425,244 | 781,752 | — | -356,508 | -8,870 | -23.26% | -58,232 | 6th percentile |
| 2024-12-03 | Kansas City HRW Wheat | Producer/Merchant/Processor/User | 37,392 | 70,734 | — | -33,342 | +8,604 | -12.73% | +18,636 | 48th percentile |
| 2024-12-03 | Soybean Oil | Producer/Merchant/Processor/User | 155,134 | 295,693 | — | -140,559 | +8,152 | -24.86% | +59,263 | 27th percentile |
| 2024-12-03 | WTI Crude Oil | Producer/Merchant/Processor/User | 561,683 | 341,528 | — | +220,155 | +7,605 | 12.36% | +25,415 | 98th percentile |
| 2024-12-03 | Sugar No. 11 | Producer/Merchant/Processor/User | 287,018 | 423,738 | — | -136,720 | -7,479 | -15.35% | +15,932 | 15th percentile |
| 2024-12-03 | Natural Gas | Producer/Merchant/Processor/User | 248,856 | 264,487 | — | -15,631 | +7,248 | -0.95% | +13,300 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-03 | AUD | Leveraged Funds | 23,360 | 29,750 | — | -6,390 | -7,863 | -3.35% | -18,538 | 48th percentile |
| 2024-12-03 | AUD | Non-Reportable | 25,601 | 24,716 | — | +885 | +5,203 | 0.46% | +102 | 50th percentile |
| 2024-12-03 | Bitcoin | Other Reportables | 2,584 | 1,292 | — | +1,292 | +1,527 | 3.48% | -114 | 50th percentile |
| 2024-12-03 | VIX | Leveraged Funds | 63,008 | 58,007 | — | +5,001 | +11,306 | 1.45% | +62,748 | 94th percentile |
| 2024-12-03 | Rough Rice | Non-Reportable | 1,364 | 1,323 | — | +41 | +173 | 0.39% | -34 | 8th percentile |
| 2024-12-03 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 72,495 | 71,171 | — | +1,324 | +10,148 | 0.31% | +28,894 | 100th percentile |
| 2024-12-03 | Copper | Other Reportables | 18,247 | 19,468 | 13,195 | -1,221 | -1,927 | -0.57% | -5,961 | 21th percentile |