CFTC COT report for 24 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-12-24 | US 10Y | Leveraged Funds | 316,126 | 1,788,593 | -1,472,467 | +148,739 | +236,937 | 60th percentile |
| 2024-12-24 | S&P 500 | Leveraged Funds | 157,001 | 488,704 | -331,703 | -75,536 | -26,780 | 46th percentile |
| 2024-12-24 | US 5Y | Leveraged Funds | 491,203 | 3,257,727 | -2,766,524 | -40,603 | +92,988 | 44th percentile |
| 2024-12-24 | VIX | Leveraged Funds | 47,375 | 42,684 | +4,691 | +27,985 | +10,996 | 90th percentile |
| 2024-12-24 | Ultra Bond | Leveraged Funds | 73,450 | 571,846 | -498,396 | +15,700 | +62,352 | 100th percentile |
| 2024-12-24 | US Bond | Leveraged Funds | 292,652 | 786,887 | -494,235 | +14,564 | +10,675 | 40th percentile |
| 2024-12-24 | CAD | Leveraged Funds | 7,772 | 91,884 | -84,112 | -10,219 | -6,886 | 15th percentile |
| 2024-12-24 | Nasdaq-100 | Leveraged Funds | 35,424 | 79,764 | -44,340 | +10,078 | +594 | 54th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-12-24 | US 5Y | Asset Manager/Institutional | 3,515,492 | 629,812 | +2,885,680 | +100,835 | +6,558 | 81th percentile |
| 2024-12-24 | US 2Y | Asset Manager/Institutional | 2,466,801 | 274,322 | +2,192,479 | +66,792 | +117,836 | 88th percentile |
| 2024-12-24 | US Bond | Asset Manager/Institutional | 1,041,851 | 433,132 | +608,719 | +23,911 | +71,656 | 100th percentile |
| 2024-12-24 | US 10Y | Asset Manager/Institutional | 2,417,390 | 829,361 | +1,588,029 | +22,821 | -5,042 | 73th percentile |
| 2024-12-24 | Russell 2000 | Asset Manager/Institutional | 238,222 | 90,460 | +147,762 | -22,367 | -2,731 | 88th percentile |
| 2024-12-24 | Ultra Bond | Asset Manager/Institutional | 1,126,246 | 446,877 | +679,369 | +19,593 | +9,937 | 23th percentile |
| 2024-12-24 | VIX | Asset Manager/Institutional | 34,614 | 47,876 | -13,262 | -8,762 | -6,006 | 42th percentile |
| 2024-12-24 | Nasdaq-100 | Asset Manager/Institutional | 93,657 | 28,200 | +65,457 | -6,207 | -10,727 | 8th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-24 | Natural Gas | Managed Money | 176,424 | 179,133 | 516,132 | -2,709 | +63,596 | -0.17% | +58,378 | 87th percentile |
| 2024-12-24 | Soybean Oil | Managed Money | 65,734 | 88,148 | 57,916 | -22,414 | -23,796 | -4.12% | -43,894 | 63th percentile |
| 2024-12-24 | WTI Crude Oil | Managed Money | 247,311 | 60,397 | 384,498 | +186,914 | +22,527 | 10.21% | +80,505 | 77th percentile |
| 2024-12-24 | Sugar No. 11 | Managed Money | 155,878 | 88,729 | 104,982 | +67,149 | -20,314 | 7.00% | -23,109 | 67th percentile |
| 2024-12-24 | Gold | Managed Money | 186,099 | 20,602 | 40,060 | +165,497 | -18,005 | 36.40% | -13,793 | 65th percentile |
| 2024-12-24 | NY Harbor ULSD | Managed Money | 27,646 | 46,338 | 52,247 | -18,692 | +13,200 | -4.98% | +8,244 | 38th percentile |
| 2024-12-24 | Chicago SRW Wheat | Managed Money | 76,971 | 180,048 | 96,937 | -103,077 | -11,762 | -22.38% | -42,319 | 2th percentile |
| 2024-12-24 | RBOB Gasoline | Managed Money | 74,609 | 18,191 | 52,971 | +56,418 | -10,732 | 14.96% | -10,892 | 54th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-24 | Soybean Oil | Producer/Merchant/Processor/User | 152,591 | 274,431 | — | -121,840 | +18,838 | -22.42% | +26,871 | 38th percentile |
| 2024-12-24 | NY Harbor ULSD | Producer/Merchant/Processor/User | 108,064 | 178,924 | — | -70,860 | -14,270 | -18.91% | -18,505 | 73th percentile |
| 2024-12-24 | Sugar No. 11 | Producer/Merchant/Processor/User | 325,200 | 423,116 | — | -97,916 | +12,300 | -10.21% | +31,325 | 29th percentile |
| 2024-12-24 | WTI Crude Oil | Producer/Merchant/Processor/User | 589,409 | 396,103 | — | +193,306 | -11,482 | 10.56% | -19,244 | 83th percentile |
| 2024-12-24 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 83,339 | 58,843 | — | +24,496 | +8,888 | 5.32% | +33,320 | 100th percentile |
| 2024-12-24 | Live Cattle | Producer/Merchant/Processor/User | 34,822 | 173,636 | — | -138,814 | +8,880 | -40.91% | -10,066 | 4th percentile |
| 2024-12-24 | Soybean Meal | Producer/Merchant/Processor/User | 168,832 | 240,447 | — | -71,615 | +8,443 | -11.84% | +16,424 | 87th percentile |
| 2024-12-24 | Lean Hogs | Producer/Merchant/Processor/User | 19,931 | 156,240 | — | -136,309 | +6,659 | -42.68% | +563 | 10th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-24 | Dow Jones | Leveraged Funds | 15,491 | 13,234 | — | +2,257 | +7,066 | 2.74% | +4,432 | 31th percentile |
| 2024-12-24 | Dow Jones | Other Reportables | 1,207 | 210 | — | +997 | +1,981 | 1.21% | +5,199 | 96th percentile |
| 2024-12-24 | Russell 2000 | Other Reportables | 23,331 | 19,953 | — | +3,378 | +4,062 | 0.73% | -11,573 | 60th percentile |
| 2024-12-24 | CAD | Other Reportables | 18,736 | 6,937 | — | +11,799 | +12,384 | 3.41% | +9,003 | 65th percentile |
| 2024-12-24 | CHF | Leveraged Funds | 11,111 | 14,081 | — | -2,970 | -5,577 | -3.45% | +10,010 | 65th percentile |
| 2024-12-24 | Bitcoin | Other Reportables | 1,556 | 1,938 | — | -382 | -1,263 | -1.02% | -147 | 31th percentile |
| 2024-12-24 | VIX | Leveraged Funds | 47,375 | 42,684 | — | +4,691 | +27,985 | 1.77% | +10,996 | 90th percentile |
| 2024-12-24 | VIX | Non-Reportable | 21,485 | 25,306 | — | -3,821 | -4,556 | -1.44% | -5,462 | 31th percentile |
| 2024-12-24 | Ultra Bond | Non-Reportable | 180,754 | 185,205 | — | -4,451 | -25,111 | -0.24% | -10,885 | 2th percentile |
| 2024-12-24 | Rough Rice | Non-Reportable | 1,753 | 1,867 | — | -114 | -116 | -1.00% | +18 | 8th percentile |
| 2024-12-24 | Soybean Oil | Managed Money | 65,734 | 88,148 | 57,916 | -22,414 | -23,796 | -4.12% | -43,894 | 63th percentile |
| 2024-12-24 | Chicago SRW Wheat | Non-Reportable | 35,490 | 33,182 | — | +2,308 | +3,913 | 0.50% | +8,549 | 100th percentile |
| 2024-12-24 | Natural Gas | Non-Reportable | 52,810 | 54,036 | — | -1,226 | -5,584 | -0.08% | -2,909 | 2th percentile |
| 2024-12-24 | Copper | Other Reportables | 18,432 | 18,066 | 11,184 | +366 | +808 | 0.17% | -340 | 33th percentile |
| 2024-12-24 | Palladium | Producer/Merchant/Processor/User | 1,281 | 1,242 | — | +39 | +415 | 0.21% | +1,042 | 25th percentile |