CFTC COT report for 17 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | US 10Y | Leveraged Funds | 285,142 | 1,906,348 | -1,621,206 | +86,467 | +40,268 | 42th percentile |
| 2024-12-17 | US 2Y | Leveraged Funds | 299,253 | 2,714,570 | -2,415,317 | +57,846 | +178,715 | 15th percentile |
| 2024-12-17 | US 5Y | Leveraged Funds | 433,550 | 3,159,471 | -2,725,921 | +50,525 | +469,187 | 46th percentile |
| 2024-12-17 | S&P 500 | Leveraged Funds | 210,885 | 467,052 | -256,167 | +40,485 | -4,636 | 85th percentile |
| 2024-12-17 | VIX | Leveraged Funds | 48,047 | 71,341 | -23,294 | -23,438 | -12,816 | 25th percentile |
| 2024-12-17 | Russell 2000 | Leveraged Funds | 60,382 | 106,022 | -45,640 | +22,226 | +13,829 | 63th percentile |
| 2024-12-17 | AUD | Leveraged Funds | 18,786 | 40,905 | -22,119 | -17,732 | -25,032 | 23th percentile |
| 2024-12-17 | CHF | Leveraged Funds | 18,487 | 15,880 | +2,607 | +15,452 | +14,302 | 96th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | US 2Y | Asset Manager/Institutional | 2,432,323 | 306,636 | +2,125,687 | +65,565 | -152,912 | 83th percentile |
| 2024-12-17 | S&P 500 | Asset Manager/Institutional | 1,215,101 | 174,189 | +1,040,912 | -48,521 | -40,626 | 79th percentile |
| 2024-12-17 | US 5Y | Asset Manager/Institutional | 3,524,070 | 739,225 | +2,784,845 | -38,114 | -236,332 | 65th percentile |
| 2024-12-17 | US Bond | Asset Manager/Institutional | 1,028,106 | 443,298 | +584,808 | +30,816 | +24,744 | 100th percentile |
| 2024-12-17 | AUD | Asset Manager/Institutional | 25,759 | 87,278 | -61,519 | -26,746 | -42,594 | 46th percentile |
| 2024-12-17 | GBP | Asset Manager/Institutional | 37,375 | 95,417 | -58,042 | -15,704 | -14,862 | 21th percentile |
| 2024-12-17 | CAD | Asset Manager/Institutional | 26,356 | 182,847 | -156,491 | -12,926 | -13,673 | 2th percentile |
| 2024-12-17 | Ultra Bond | Asset Manager/Institutional | 1,109,673 | 449,897 | +659,776 | -12,484 | -1,194 | 12th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | WTI Crude Oil | Managed Money | 226,042 | 61,655 | 388,655 | +164,387 | +59,419 | 8.99% | +59,446 | 62th percentile |
| 2024-12-17 | Soybeans | Managed Money | 104,530 | 161,606 | 99,862 | -57,076 | -26,482 | -6.22% | -8,554 | 69th percentile |
| 2024-12-17 | Sugar No. 11 | Managed Money | 161,588 | 74,125 | 100,185 | +87,463 | -23,615 | 9.25% | -3,241 | 77th percentile |
| 2024-12-17 | Chicago SRW Wheat | Managed Money | 78,633 | 169,948 | 91,645 | -91,315 | -22,854 | -20.55% | -31,695 | 6th percentile |
| 2024-12-17 | Soybean Meal | Managed Money | 79,075 | 165,853 | 108,389 | -86,778 | -17,122 | -13.59% | -27,556 | 2th percentile |
| 2024-12-17 | Lean Hogs | Managed Money | 128,206 | 9,307 | 41,644 | +118,899 | -17,107 | 35.72% | -4,196 | 88th percentile |
| 2024-12-17 | NY Harbor ULSD | Managed Money | 24,876 | 56,768 | 48,186 | -31,892 | +14,597 | -8.28% | -7,330 | 12th percentile |
| 2024-12-17 | Natural Gas | Managed Money | 172,091 | 238,396 | 521,172 | -66,305 | +13,478 | -4.25% | +56,384 | 52th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | Sugar No. 11 | Producer/Merchant/Processor/User | 318,713 | 428,929 | — | -110,216 | +30,819 | -11.66% | +19,640 | 27th percentile |
| 2024-12-17 | Soybeans | Producer/Merchant/Processor/User | 363,979 | 353,184 | — | +10,795 | +26,017 | 1.17% | +27,544 | 52th percentile |
| 2024-12-17 | Soybean Oil | Producer/Merchant/Processor/User | 157,459 | 298,137 | — | -140,678 | +18,292 | -24.80% | +51,049 | 29th percentile |
| 2024-12-17 | WTI Crude Oil | Producer/Merchant/Processor/User | 593,848 | 389,060 | — | +204,788 | -17,586 | 11.20% | -15,919 | 92th percentile |
| 2024-12-17 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 80,625 | 65,017 | — | +15,608 | +15,936 | 3.51% | +24,884 | 100th percentile |
| 2024-12-17 | Soybean Meal | Producer/Merchant/Processor/User | 177,174 | 257,232 | — | -80,058 | +15,169 | -12.54% | +35,075 | 85th percentile |
| 2024-12-17 | NY Harbor ULSD | Producer/Merchant/Processor/User | 117,384 | 173,974 | — | -56,590 | -14,223 | -14.70% | +425 | 92th percentile |
| 2024-12-17 | Live Cattle | Producer/Merchant/Processor/User | 33,949 | 181,643 | — | -147,694 | -10,442 | -42.14% | -22,957 | 2th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | Russell 2000 | Other Reportables | 13,883 | 14,567 | — | -684 | -16,455 | -0.12% | -22,463 | 50th percentile |
| 2024-12-17 | CHF | Leveraged Funds | 18,487 | 15,880 | — | +2,607 | +15,452 | 3.04% | +14,302 | 96th percentile |
| 2024-12-17 | CHF | Other Reportables | 888 | 0 | — | +888 | +6,853 | 1.03% | +5,038 | 73th percentile |
| 2024-12-17 | GBP | Dealer/Intermediary | 36,248 | 23,471 | — | +12,777 | +15,336 | 6.82% | +21,758 | 69th percentile |
| 2024-12-17 | GBP | Other Reportables | 682 | 4,569 | — | -3,887 | -12,543 | -2.07% | -6,586 | 4th percentile |
| 2024-12-17 | JPY | Asset Manager/Institutional | 46,402 | 52,132 | — | -5,730 | -11,002 | -3.15% | +42,086 | 73th percentile |
| 2024-12-17 | NZD | Other Reportables | 1,767 | 4,766 | — | -2,999 | -5,333 | -3.70% | -2,686 | 15th percentile |
| 2024-12-17 | VIX | Leveraged Funds | 48,047 | 71,341 | — | -23,294 | -23,438 | -6.82% | -12,816 | 25th percentile |
| 2024-12-17 | VIX | Non-Reportable | 27,288 | 26,553 | — | +735 | +1,304 | 0.21% | +402 | 77th percentile |
| 2024-12-17 | US Bond | Other Reportables | 87,510 | 99,985 | — | -12,475 | -21,241 | -0.66% | -36,986 | 10th percentile |
| 2024-12-17 | Cotton No. 2 | Non-Reportable | 12,851 | 13,794 | — | -943 | -1,093 | -0.39% | -1,246 | 25th percentile |
| 2024-12-17 | Soybeans | Producer/Merchant/Processor/User | 363,979 | 353,184 | — | +10,795 | +26,017 | 1.17% | +27,544 | 52th percentile |
| 2024-12-17 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 80,625 | 65,017 | — | +15,608 | +15,936 | 3.51% | +24,884 | 100th percentile |
| 2024-12-17 | RBOB Gasoline | Other Reportables | 18,759 | 16,379 | 30,740 | +2,380 | +4,351 | 0.61% | +9,492 | 46th percentile |