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U.S. Treasury Bonds

Weekly CFTC positioning for 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 162,757 contracts in U.S. Treasury Bonds while asset managers were net long 388,007, so the two camps are positioned against each other. The COT Index sits at 97%, near the top of its one-year range. Week over week, leveraged funds cut 8,737 net contracts.

-162,757

Leveraged funds, net

contracts

388,007

Asset managers, net

contracts

1,785,457

Open interest

contracts

97%

COT index, 1 year

top of 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
2026-10-201,785,457-162,757388,007
2026-10-131,849,727-154,020391,534
2026-10-061,898,067-189,678405,628
2026-09-291,879,173-251,395436,956
2026-09-221,887,864-162,052413,616
2026-09-151,867,442-211,735460,662
2026-09-081,802,308-276,965532,667
2026-09-011,811,513-303,045544,469
2026-08-252,096,351-302,994521,748
2026-08-181,894,436-361,383597,467
2026-08-111,862,944-364,824549,650
2026-08-041,869,874-376,226551,606
2026-07-281,859,732-389,522568,268
2026-07-211,842,498-391,386558,536
2026-07-141,843,192-365,688540,033
2026-07-071,880,170-365,483530,302
2026-06-231,975,001-350,946599,824
2026-06-161,944,182-310,313547,031
2026-06-091,881,987-281,933478,569
2026-06-021,875,352-280,062481,651
2026-05-262,004,616-320,746470,599
2026-05-191,879,052-326,383495,098
2026-05-121,837,021-296,196461,742
2026-05-051,829,774-285,473442,503
2026-04-281,800,714-223,829397,314
2026-04-211,804,347-216,160411,440
2026-04-141,778,844-205,518378,167
2026-04-071,786,514-184,861371,474
2026-03-311,803,899-175,610375,865
2026-03-241,792,430-297,969474,768
2026-03-171,791,160-276,999434,337
2026-03-101,800,996-294,732427,877
2026-03-031,835,511-357,991462,720
2026-02-242,036,881-385,510478,011
2026-02-171,837,592-386,487493,725
2026-02-101,760,556-332,871464,418
2026-02-031,727,709-329,373429,764
2026-01-271,835,009-373,311492,659
2026-01-201,832,790-387,017499,121
2026-01-131,815,614-397,862533,755
2026-01-061,871,364-373,531513,641
2025-12-301,848,982-339,694492,703
2025-12-231,852,267-340,601486,903
2025-12-161,864,082-362,735516,202
2025-12-091,787,424-362,223467,545
2025-12-021,842,126-368,906460,788
2025-11-251,921,638-379,356433,464
2025-11-181,885,138-415,340458,845
2025-11-101,880,849-372,794431,661
2025-11-041,901,363-385,144453,301
2025-10-281,910,303-373,901439,129
2025-10-211,916,989-394,095454,583

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What the latest data says

As of 20 October 2026, leveraged funds net position in U.S. Treasury Bonds is net short 162,757 contracts, down 705 contracts over the last four weeks. Over the last 52 readings it ranged from -415,340 contracts (18 November 2025) to -154,020 contracts (13 October 2026). The latest reading sits at the top of that range.

What this data is

CFTC positioning (COT) for 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 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 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.