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Long-Term U.S. Treasury Bonds

Weekly CFTC positioning for Long-Term U.S. Treasury Bonds on Chicago Board Of Trade: the Traders in Financial Futures report (leveraged funds, asset managers, dealers), futures only.

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In the 2026-10-20 report, leveraged funds were net short 804,808 contracts in Long-Term U.S. Treasury Bonds while asset managers were net long 849,383, so the two camps are positioned against each other. The COT Index sits at 38%, the middle of its one-year range. Week over week, leveraged funds cut 89,079 net contracts.

-804,808

Leveraged funds, net

contracts

849,383

Asset managers, net

contracts

2,364,949

Open interest

contracts

38%

COT index, 1 year

mid range

As of 2026-10-20. Positions as of the Tuesday report date; published by the CFTC on Friday.

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Recent Reports

DateOILeveraged funds, netAsset managers, net
2026-10-202,364,949-804,808849,383
2026-10-132,397,995-715,729776,492
2026-10-062,404,377-726,257755,759
2026-09-292,507,580-808,870833,212
2026-09-222,476,197-824,343932,327
2026-09-152,470,471-813,426906,879
2026-09-082,399,505-864,2711,025,150
2026-09-012,398,572-878,4891,021,079
2026-08-252,968,853-848,9881,059,253
2026-08-182,493,394-861,3571,068,845
2026-08-112,416,703-853,3971,080,409
2026-08-042,436,891-849,6901,060,834
2026-07-282,462,300-862,6381,131,787
2026-07-212,446,567-899,1651,113,222
2026-07-142,457,402-910,4521,107,245
2026-07-072,436,549-920,6481,139,221
2026-06-232,479,290-925,5501,155,082
2026-06-162,472,776-938,7741,163,081
2026-06-092,399,575-935,1581,139,250
2026-06-022,354,254-909,3971,081,870
2026-05-262,533,780-871,0131,066,258
2026-05-192,534,806-886,0631,079,369
2026-05-122,354,986-873,2291,145,367
2026-05-052,300,078-875,5831,138,213
2026-04-282,310,976-883,2771,165,356
2026-04-212,274,864-893,3521,185,560
2026-04-142,279,418-897,3521,195,571
2026-04-072,261,977-861,5951,170,097
2026-03-312,230,822-847,3251,131,051
2026-03-242,223,075-832,1421,119,030
2026-03-172,232,309-836,1781,132,733
2026-03-102,281,019-841,0461,125,454
2026-03-032,227,907-742,4671,084,468
2026-02-242,541,774-769,5571,108,447
2026-02-172,256,084-764,9391,088,602
2026-02-102,196,374-739,6141,073,829
2026-02-032,188,411-706,4751,036,283
2026-01-272,165,239-694,8461,027,638
2026-01-202,150,557-664,623973,281
2026-01-132,107,842-621,146920,755
2026-01-062,092,735-588,999869,833
2025-12-302,089,356-616,038884,550
2025-12-232,101,476-613,153885,776
2025-12-162,116,562-649,298894,278
2025-12-092,125,279-646,690877,287
2025-12-022,169,497-670,688891,159
2025-11-252,304,581-679,996891,366
2025-11-182,239,209-676,987914,748
2025-11-102,172,336-687,222920,668
2025-11-042,146,013-691,058903,583
2025-10-282,117,808-677,694883,302
2025-10-212,090,803-667,136869,595

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What the latest data says

As of 20 October 2026, leveraged funds net position in Long-Term U.S. Treasury Bonds is net short 804,808 contracts, up 19,535 contracts over the last four weeks. Over the last 52 readings it ranged from -938,774 contracts (16 June 2026) to -588,999 contracts (6 January 2026).

What this data is

CFTC positioning (COT) for Long-Term U.S. Treasury Bonds

Every Friday at 3:30 pm Eastern the CFTC publishes who held what in US futures markets as of the previous Tuesday. Large traders are grouped by what they do, not who they are, and the report shows each group's long, short and spread positions. That's the Commitments of Traders report, published weekly for futures on currencies, rates, equity indices, energy, metals and agriculture.

Financial futures use the Traders in Financial Futures format: dealers and intermediaries, asset managers and institutional investors, leveraged funds, and other reportables. Commodities use the disaggregated format: producers, merchants, processors and users; swap dealers; managed money; and other reportables. Positions too small to report are shown as nonreportable in both.

This page follows Long-Term U.S. Treasury Bonds only. The full list and the cross-market view live on the CFTC positioning (COT) hub.

Source and updates

Source
CFTC Commitments of Traders (Traders in Financial Futures and Disaggregated reports)
Credit
CFTC.
Updates
Weekly. Positions as of Tuesday, published by the CFTC on Friday at 3:30 pm Eastern and added here the same evening. Latest report 2026-10-20.
History
20 July 2010.
This series
848 weekly reports on file, 2010-07-20 to 2026-10-20.Traders in Financial Futures format, futures only, Chicago Board Of Trade.
Get the data
JSON API and CSV download10 requests a minute without a key, 30 with a free key from a free account.

How to read it

  • Look at the net position of the speculative category (leveraged funds or managed money) relative to its own history, not its absolute size.
  • When speculators and the structural side (asset managers or producers) sit at opposite ends of their own ranges, the two groups are positioned against each other.
  • Open interest is the denominator. A net long that grew while open interest shrank is a crowd getting smaller, not more confident.

Analysis of what the data shows, not advice. XOOMAR does not recommend buying, selling or holding anything.

Related

Frequently Asked Questions

When does this data update?
The CFTC publishes every Friday at 3:30 pm ET with positions as of the Tuesday before. The new week shows here the same evening.
What does a negative net position mean?
More short contracts than long among that trader category. It describes positioning, not a price prediction.
Which categories does the Long-Term U.S. Treasury Bonds report use?
The Traders in Financial Futures format: dealers and intermediaries; asset managers and institutional investors; leveraged funds; other reportables; and nonreportable positions.
What is the COT Index?
Where the speculative category's current net position sits in its one-year range: 100% is its highest net position of the year, 0% its lowest.

Data on this page is provided for informational purposes only and is not financial advice. See our editorial policy.