CFTC COT report for 31 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-12-31 | US 2Y | Leveraged Funds | 384,572 | 2,692,676 | -2,308,104 | +98,095 | +78,949 | 29th percentile |
| 2024-12-31 | US 5Y | Leveraged Funds | 441,387 | 3,282,494 | -2,841,107 | -74,583 | -17,247 | 37th percentile |
| 2024-12-31 | Ultra Bond | Leveraged Funds | 77,092 | 606,928 | -529,836 | -31,440 | +9,584 | 94th percentile |
| 2024-12-31 | US 10Y | Leveraged Funds | 318,360 | 1,821,263 | -1,502,903 | -30,436 | +188,117 | 56th percentile |
| 2024-12-31 | VIX | Leveraged Funds | 37,006 | 52,064 | -15,058 | -19,749 | -20,059 | 52th percentile |
| 2024-12-31 | Nasdaq-100 | Leveraged Funds | 40,614 | 72,668 | -32,054 | +12,286 | +18,570 | 96th percentile |
| 2024-12-31 | US Bond | Leveraged Funds | 310,373 | 797,398 | -487,025 | +7,210 | +31,026 | 42th percentile |
| 2024-12-31 | S&P 500 | Leveraged Funds | 151,407 | 476,014 | -324,607 | +7,096 | +34,805 | 50th 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 |
|---|---|---|---|---|---|---|---|---|
| 2024-12-31 | US 2Y | Asset Manager/Institutional | 2,447,703 | 348,942 | +2,098,761 | -93,718 | +38,283 | 75th percentile |
| 2024-12-31 | US 5Y | Asset Manager/Institutional | 3,576,834 | 619,667 | +2,957,167 | +71,487 | +100,149 | 94th percentile |
| 2024-12-31 | S&P 500 | Asset Manager/Institutional | 1,157,524 | 173,461 | +984,063 | -57,021 | -112,412 | 65th percentile |
| 2024-12-31 | US 10Y | Asset Manager/Institutional | 2,446,285 | 809,847 | +1,636,438 | +48,409 | +88,173 | 83th percentile |
| 2024-12-31 | US Bond | Asset Manager/Institutional | 1,040,916 | 452,700 | +588,216 | -20,503 | +25,256 | 98th percentile |
| 2024-12-31 | Ultra Bond | Asset Manager/Institutional | 1,128,779 | 430,454 | +698,325 | +18,956 | +29,288 | 31th percentile |
| 2024-12-31 | VIX | Asset Manager/Institutional | 43,141 | 44,832 | -1,691 | +11,571 | +16,423 | 75th percentile |
| 2024-12-31 | EUR | Asset Manager/Institutional | 336,955 | 183,094 | +153,861 | -9,005 | +3,540 | 4th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-31 | Corn | Managed Money | 347,394 | 123,498 | 233,919 | +223,896 | +58,290 | 13.56% | +150,657 | 100th percentile |
| 2024-12-31 | Soybean Meal | Managed Money | 72,000 | 135,415 | 93,380 | -63,415 | +31,927 | -11.35% | +8,116 | 12th percentile |
| 2024-12-31 | Soybeans | Managed Money | 114,130 | 139,314 | 95,023 | -25,184 | +28,616 | -3.10% | +20,276 | 94th percentile |
| 2024-12-31 | Sugar No. 11 | Managed Money | 156,781 | 106,871 | 112,490 | +49,910 | -17,239 | 5.16% | -53,340 | 52th percentile |
| 2024-12-31 | WTI Crude Oil | Managed Money | 255,707 | 52,659 | 403,590 | +203,048 | +16,134 | 10.84% | +88,227 | 83th percentile |
| 2024-12-31 | Lean Hogs | Managed Money | 113,579 | 9,672 | 41,884 | +103,907 | -13,110 | 33.76% | -34,733 | 83th percentile |
| 2024-12-31 | Chicago SRW Wheat | Managed Money | 80,896 | 171,814 | 106,739 | -90,918 | +12,159 | -19.74% | -19,957 | 12th percentile |
| 2024-12-31 | Platinum | Managed Money | 34,151 | 42,550 | 5,093 | -8,399 | -9,940 | -9.41% | -15,951 | 10th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-31 | Corn | Producer/Merchant/Processor/User | 386,667 | 911,525 | — | -524,858 | -64,576 | -31.79% | -168,350 | 2th percentile |
| 2024-12-31 | Soybeans | Producer/Merchant/Processor/User | 316,989 | 334,783 | — | -17,794 | -27,468 | -2.19% | -9,538 | 27th percentile |
| 2024-12-31 | Soybean Meal | Producer/Merchant/Processor/User | 159,317 | 250,811 | — | -91,494 | -19,879 | -16.37% | -2,015 | 71th percentile |
| 2024-12-31 | Natural Gas | Producer/Merchant/Processor/User | 188,098 | 236,037 | — | -47,939 | -18,624 | -3.19% | -32,308 | 75th percentile |
| 2024-12-31 | Sugar No. 11 | Producer/Merchant/Processor/User | 326,346 | 409,112 | — | -82,766 | +15,150 | -8.56% | +53,954 | 38th percentile |
| 2024-12-31 | Soybean Oil | Producer/Merchant/Processor/User | 161,936 | 273,529 | — | -111,593 | +10,247 | -20.30% | +28,966 | 46th percentile |
| 2024-12-31 | NY Harbor ULSD | Producer/Merchant/Processor/User | 99,012 | 179,927 | — | -80,915 | -10,055 | -22.72% | -26,256 | 60th percentile |
| 2024-12-31 | Chicago SRW Wheat | Producer/Merchant/Processor/User | 72,875 | 58,349 | — | +14,526 | -9,970 | 3.15% | +13,202 | 96th 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-31 | Dow Jones | Asset Manager/Institutional | 14,573 | 15,602 | — | -1,029 | -1,311 | -1.22% | -18,761 | 4th percentile |
| 2024-12-31 | S&P 500 | Other Reportables | 147,537 | 134,979 | — | +12,558 | +25,603 | 0.61% | +18,835 | 73th percentile |
| 2024-12-31 | CHF | Other Reportables | 400 | 500 | — | -100 | -778 | -0.11% | +5,786 | 35th percentile |
| 2024-12-31 | JPY | Dealer/Intermediary | 18,594 | 17,912 | — | +682 | +2,953 | 0.32% | +29,647 | 33th percentile |
| 2024-12-31 | VIX | Leveraged Funds | 37,006 | 52,064 | — | -15,058 | -19,749 | -5.46% | -20,059 | 52th percentile |
| 2024-12-31 | Cotton No. 2 | Non-Reportable | 13,461 | 13,447 | — | +14 | +835 | 0.00% | +26 | 52th percentile |
| 2024-12-31 | Soybeans | Producer/Merchant/Processor/User | 316,989 | 334,783 | — | -17,794 | -27,468 | -2.19% | -9,538 | 27th percentile |
| 2024-12-31 | Kansas City HRW Wheat | Non-Reportable | 18,077 | 17,894 | — | +183 | +816 | 0.06% | +1,219 | 98th percentile |
| 2024-12-31 | Natural Gas | Non-Reportable | 52,697 | 45,528 | — | +7,169 | +8,395 | 0.47% | +4,058 | 19th percentile |
| 2024-12-31 | NY Harbor ULSD | Non-Reportable | 37,314 | 33,476 | — | +3,838 | +10,304 | 1.07% | +3,164 | 42th percentile |
| 2024-12-31 | Copper | Managed Money | 65,055 | 69,374 | 26,270 | -4,319 | -5,757 | -1.96% | -16,006 | 17th percentile |
| 2024-12-31 | Platinum | Managed Money | 34,151 | 42,550 | 5,093 | -8,399 | -9,940 | -9.41% | -15,951 | 10th percentile |