Asset Manager/Institutional
- Long
- 1,091,121
- Short
- 522,853
- Net
- +568,268
- Weekly change
- +9,732
- Net / open interest
- 30.55%
- 52 reports
- 94th percentile
- 156 reports
- 90th percentile
Treasury Bond futures COT positions and historical chart
Official market: UST BOND · CBOT · TFF Futures Only
Latest report: 28 July 2026 · Current weekly data
Official CFTC datasetCurrent positioning summary
Leveraged Funds held a net-short Treasury Bond futures position of 389,522 contracts. The position increased by 1,864 contracts from the preceding available report. The position ranked in the 53th percentile of the latest 156 available reports.
Report date: 28 July 2026
Leveraged Funds
- Long
- 135,950
- Short
- 525,472
- Net
- -389,522
- Weekly change
- +1,864
- Net / open interest
- -20.94%
- 52 reports
- 12th percentile
- 156 reports
- 53th percentile
Historical net position
Actual report dates; missing weeks are not interpolated. A data table follows the chart.
Accessible historical data
Recent normalized observations are server rendered; the chart uses client-side state and the market page keeps one canonical URL.
| Report date | Participant | Long | Short | Net | Weekly change | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|
| 2026-07-28 | Dealer/Intermediary | 25,361 | 295,083 | -269,722 | -19,984 | +29,000 | 29th percentile |
| 2026-07-28 | Asset Manager/Institutional | 1,091,121 | 522,853 | +568,268 | +9,732 | +41,382 | 94th percentile |
| 2026-07-28 | Leveraged Funds | 135,950 | 525,472 | -389,522 | +1,864 | -47,600 | 12th percentile |
| 2026-07-28 | Other Reportables | 98,596 | 109,228 | -10,632 | +1,143 | -1,247 | 79th percentile |
| 2026-07-28 | Non-Reportable | 234,552 | 132,944 | +101,608 | +7,245 | -21,535 | 25th percentile |
| 2026-07-21 | Dealer/Intermediary | 26,227 | 275,965 | -249,738 | +16,415 | +87,901 | 37th percentile |
| 2026-07-21 | Asset Manager/Institutional | 1,088,094 | 529,558 | +558,536 | +18,503 | -41,288 | 94th percentile |
| 2026-07-21 | Leveraged Funds | 140,951 | 532,337 | -391,386 | -25,698 | -40,440 | 12th percentile |
| 2026-07-21 | Other Reportables | 92,436 | 104,211 | -11,775 | -978 | -8,102 | 73th percentile |
| 2026-07-21 | Non-Reportable | 241,642 | 147,279 | +94,363 | -8,242 | +1,929 | 15th percentile |
| 2026-07-14 | Dealer/Intermediary | 28,386 | 294,539 | -266,153 | +14,658 | +64,369 | 31th percentile |
| 2026-07-14 | Asset Manager/Institutional | 1,076,738 | 536,705 | +540,033 | +9,731 | -6,998 | 92th percentile |
| 2026-07-14 | Leveraged Funds | 144,821 | 510,509 | -365,688 | -205 | -55,375 | 46th percentile |
| 2026-07-14 | Other Reportables | 93,414 | 104,211 | -10,797 | -3,156 | -2,587 | 77th percentile |
| 2026-07-14 | Non-Reportable | 242,779 | 140,174 | +102,605 | -21,028 | +591 | 33th percentile |
| 2026-07-07 | Dealer/Intermediary | 30,621 | 311,432 | -280,811 | +17,911 | +819 | 17th percentile |
| 2026-07-07 | Asset Manager/Institutional | 1,094,267 | 563,965 | +530,302 | +3,416 | +51,733 | 87th percentile |
| 2026-07-07 | Leveraged Funds | 148,484 | 513,967 | -365,483 | -23,561 | -83,550 | 48th percentile |
| 2026-07-07 | Other Reportables | 96,323 | 103,964 | -7,641 | +1,744 | +2,826 | 88th percentile |
| 2026-07-07 | Non-Reportable | 248,721 | 125,088 | +123,633 | +490 | +28,172 | 58th percentile |
| 2026-06-30 | Dealer/Intermediary | 21,945 | 320,667 | -298,722 | +38,917 | -28,337 | 6th percentile |
| 2026-06-30 | Asset Manager/Institutional | 1,115,022 | 588,136 | +526,886 | -72,938 | +45,235 | 83th percentile |
| 2026-06-30 | Leveraged Funds | 176,947 | 518,869 | -341,922 | +9,024 | -61,860 | 62th percentile |
| 2026-06-30 | Other Reportables | 93,956 | 103,341 | -9,385 | -5,712 | +9,300 | 83th percentile |
| 2026-06-30 | Non-Reportable | 240,681 | 117,538 | +123,143 | +30,709 | +35,662 | 58th percentile |
| 2026-06-23 | Dealer/Intermediary | 27,459 | 365,098 | -337,639 | -7,117 | -116,426 | 2th percentile |
| 2026-06-23 | Asset Manager/Institutional | 1,209,593 | 609,769 | +599,824 | +52,793 | +129,225 | 100th percentile |
| 2026-06-23 | Leveraged Funds | 157,784 | 508,730 | -350,946 | -40,633 | -30,200 | 60th percentile |
| 2026-06-23 | Other Reportables | 99,221 | 102,894 | -3,673 | +4,537 | +8,319 | 92th percentile |
| 2026-06-23 | Non-Reportable | 227,435 | 135,001 | +92,434 | -9,580 | +9,082 | 19th percentile |
| 2026-06-16 | Dealer/Intermediary | 27,394 | 357,916 | -330,522 | -48,892 | -104,820 | 2th percentile |
| 2026-06-16 | Asset Manager/Institutional | 1,156,609 | 609,578 | +547,031 | +68,462 | +51,933 | 92th percentile |
| 2026-06-16 | Leveraged Funds | 181,473 | 491,786 | -310,313 | -28,380 | +16,070 | 77th percentile |
| 2026-06-16 | Other Reportables | 97,489 | 105,699 | -8,210 | +2,257 | +2,179 | 85th percentile |
| 2026-06-16 | Non-Reportable | 238,324 | 136,310 | +102,014 | +6,553 | +34,638 | 35th percentile |
| 2026-06-09 | Dealer/Intermediary | 19,922 | 301,552 | -281,630 | -11,245 | -29,842 | 10th percentile |
| 2026-06-09 | Asset Manager/Institutional | 1,126,823 | 648,254 | +478,569 | -3,082 | +16,827 | 50th percentile |
| 2026-06-09 | Leveraged Funds | 173,693 | 455,626 | -281,933 | -1,871 | +14,263 | 87th percentile |
| 2026-06-09 | Other Reportables | 94,956 | 105,423 | -10,467 | +8,218 | -10,739 | 83th percentile |
| 2026-06-09 | Non-Reportable | 230,427 | 134,966 | +95,461 | +7,980 | +9,491 | 23th percentile |
How to interpret Treasury Bond positioning
What the contract represents
Treasury Bond futures cover long-duration US government bond exposure.
Categories traders monitor
Institutional hedging and leveraged relative-value activity can dominate different categories.
Interpretation considerations
Duration sensitivity differs from shorter Treasury contracts, so raw contract counts are not cross-maturity risk equivalents.
Important limitations
Curve spreads and basis positions are not visible as linked trades in COT.
Related markets
Download the latest 52 reports as CSV
COT research guides
What Is the Commitments of Traders Report?A practical overview of CFTC COT coverage, publication lag, participant categories, net positioning and limitations.How to Read a COT ReportRead long and short positions, weekly changes, flips and rolling percentiles without overstating what delayed positioning data can show.COT Report Release ScheduleUnderstand the Tuesday position date, later publication, exceptional delays and Squawkdeck processing timestamps.COT Participant Categories ExplainedCompare Dealer/Intermediary, Asset Manager/Institutional, Leveraged Funds, Other Reportables and Non-Reportable traders.Futures Only vs Options Combined COT ReportsLearn why COT report scopes should not be mixed and which TFF scope Squawkdeck uses.CFTC Data MethodologyOfficial sources, contract mapping, formulas, rolling statistics, corrections, missing data and limitations for Squawkdeck CFTC research.