CFTC COT report for 10 December 2024
Week-ended positions · TFF Futures Only and Disaggregated Futures Only · 42 reviewed markets · processed 26 Jul 2026, 17:39
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 |
|---|---|---|---|---|---|---|---|---|
| 2024-12-10 | US 2Y | Leveraged Funds | 287,727 | 2,760,890 | -2,473,163 | -86,110 | +219,210 | 13th percentile |
| 2024-12-10 | S&P 500 | Leveraged Funds | 186,941 | 483,593 | -296,652 | +62,760 | -22,339 | 65th percentile |
| 2024-12-10 | US 5Y | Leveraged Funds | 379,624 | 3,156,070 | -2,776,446 | +47,414 | +563,215 | 40th percentile |
| 2024-12-10 | US 10Y | Leveraged Funds | 244,184 | 1,951,857 | -1,707,673 | -16,653 | +50,039 | 35th percentile |
| 2024-12-10 | Ultra Bond | Leveraged Funds | 73,898 | 597,629 | -523,731 | +15,689 | +78,220 | 100th percentile |
| 2024-12-10 | US Bond | Leveraged Funds | 278,673 | 784,630 | -505,957 | +12,094 | +28,595 | 29th percentile |
| 2024-12-10 | GBP | Leveraged Funds | 73,060 | 31,598 | +41,462 | -10,778 | -7,075 | 54th percentile |
| 2024-12-10 | Russell 2000 | Leveraged Funds | 53,111 | 120,977 | -67,866 | +8,681 | -14,876 | 31th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-12-10 | US 5Y | Asset Manager/Institutional | 3,567,782 | 744,823 | +2,822,959 | -34,059 | -148,321 | 69th percentile |
| 2024-12-10 | GBP | Asset Manager/Institutional | 52,093 | 94,431 | -42,338 | +24,981 | -23,968 | 37th percentile |
| 2024-12-10 | CAD | Asset Manager/Institutional | 28,718 | 172,283 | -143,565 | -16,885 | -313 | 4th percentile |
| 2024-12-10 | US 10Y | Asset Manager/Institutional | 2,377,795 | 814,221 | +1,563,574 | +15,309 | -60,250 | 71th percentile |
| 2024-12-10 | AUD | Asset Manager/Institutional | 47,112 | 81,885 | -34,773 | -13,630 | -21,732 | 65th percentile |
| 2024-12-10 | EUR | Asset Manager/Institutional | 330,710 | 168,176 | +162,534 | +12,213 | -53,662 | 4th percentile |
| 2024-12-10 | JPY | Asset Manager/Institutional | 50,195 | 44,923 | +5,272 | +11,112 | +56,023 | 77th percentile |
| 2024-12-10 | US Bond | Asset Manager/Institutional | 1,010,872 | 456,880 | +553,992 | -8,968 | -9,871 | 94th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-10 | Corn | Managed Money | 327,933 | 162,361 | 189,155 | +165,572 | +92,333 | 10.45% | +65,793 | 100th percentile |
| 2024-12-10 | NY Harbor ULSD | Managed Money | 20,428 | 66,917 | 52,359 | -46,489 | -18,998 | -11.95% | -26,077 | 2th percentile |
| 2024-12-10 | Gold | Managed Money | 218,482 | 22,404 | 32,041 | +196,078 | +15,343 | 40.56% | +30,782 | 88th percentile |
| 2024-12-10 | Soybeans | Managed Money | 112,085 | 142,679 | 108,295 | -30,594 | +14,866 | -3.34% | +9,107 | 87th percentile |
| 2024-12-10 | WTI Crude Oil | Managed Money | 185,282 | 80,314 | 399,837 | +104,968 | -9,853 | 5.80% | -28,695 | 23th percentile |
| 2024-12-10 | Sugar No. 11 | Managed Money | 174,304 | 63,226 | 101,635 | +111,078 | +7,828 | 11.93% | +27,057 | 90th percentile |
| 2024-12-10 | Cotton No. 2 | Managed Money | 37,380 | 61,521 | 32,796 | -24,141 | -7,155 | -10.42% | -9,269 | 33th percentile |
| 2024-12-10 | Natural Gas | Managed Money | 177,703 | 257,486 | 534,428 | -79,783 | -6,737 | -5.06% | +57,708 | 42th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-10 | Corn | Producer/Merchant/Processor/User | 399,526 | 854,975 | — | -455,449 | -98,941 | -28.77% | -73,678 | 2th percentile |
| 2024-12-10 | Soybean Oil | Producer/Merchant/Processor/User | 156,285 | 315,255 | — | -158,970 | -18,411 | -28.16% | +62,110 | 17th percentile |
| 2024-12-10 | NY Harbor ULSD | Producer/Merchant/Processor/User | 121,570 | 163,937 | — | -42,367 | +12,292 | -10.89% | +18,193 | 100th percentile |
| 2024-12-10 | RBOB Gasoline | Producer/Merchant/Processor/User | 109,363 | 196,675 | — | -87,312 | -11,823 | -23.16% | -23,358 | 40th percentile |
| 2024-12-10 | Natural Gas | Producer/Merchant/Processor/User | 215,866 | 239,388 | — | -23,522 | -7,891 | -1.49% | +5,537 | 90th percentile |
| 2024-12-10 | Live Cattle | Producer/Merchant/Processor/User | 37,398 | 174,650 | — | -137,252 | -7,598 | -40.42% | -11,431 | 2th percentile |
| 2024-12-10 | Soybeans | Producer/Merchant/Processor/User | 352,337 | 367,559 | — | -15,222 | -6,966 | -1.66% | +16,601 | 37th percentile |
| 2024-12-10 | Soybean Meal | Producer/Merchant/Processor/User | 163,225 | 258,452 | — | -95,227 | -5,748 | -15.52% | +48,298 | 73th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-10 | AUD | Dealer/Intermediary | 49,561 | 36,541 | — | +13,020 | +20,364 | 5.44% | +31,545 | 33th percentile |
| 2024-12-10 | AUD | Non-Reportable | 26,561 | 34,311 | — | -7,750 | -8,635 | -3.24% | -10,589 | 27th percentile |
| 2024-12-10 | CAD | Other Reportables | 20,012 | 24,483 | — | -4,471 | -6,934 | -1.09% | -13,994 | 2th percentile |
| 2024-12-10 | GBP | Dealer/Intermediary | 53,635 | 56,194 | — | -2,559 | -20,866 | -0.82% | +34,716 | 48th percentile |
| 2024-12-10 | JPY | Asset Manager/Institutional | 50,195 | 44,923 | — | +5,272 | +11,112 | 1.91% | +56,023 | 77th percentile |
| 2024-12-10 | VIX | Non-Reportable | 30,353 | 30,922 | — | -569 | -2,245 | -0.16% | -2,729 | 62th percentile |
| 2024-12-10 | Cotton No. 2 | Non-Reportable | 13,293 | 13,143 | — | +150 | +162 | 0.06% | +472 | 52th percentile |
| 2024-12-10 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 76,047 | 76,375 | — | -328 | -1,652 | -0.07% | +13,305 | 96th percentile |
| 2024-12-10 | NY Harbor ULSD | Non-Reportable | 35,543 | 37,702 | — | -2,159 | -2,833 | -0.55% | -292 | 6th percentile |