Asset Manager/Institutional
- Long
- 3,349,615
- Short
- 737,651
- Net
- +2,611,964
- Weekly change
- +74,778
- Net / open interest
- 49.15%
- 52 reports
- 100th percentile
- 156 reports
- 100th percentile
10-Year Treasury Note futures COT positions and historical chart
Official market: UST 10Y NOTE · CBOT · TFF Futures Only
Latest report: 28 July 2026 · Current weekly data
Official CFTC datasetCurrent positioning summary
Leveraged Funds held a net-short 10-Year Treasury Note futures position of 2,155,739 contracts. The position decreased by 90,934 contracts from the preceding available report. The position ranked in the 18th percentile of the latest 156 available reports.
Report date: 28 July 2026
Leveraged Funds
- Long
- 309,480
- Short
- 2,465,219
- Net
- -2,155,739
- Weekly change
- -90,934
- Net / open interest
- -40.57%
- 52 reports
- 48th percentile
- 156 reports
- 18th 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 | 183,996 | 643,598 | -459,602 | +56,986 | -30,081 | 13th percentile |
| 2026-07-28 | Asset Manager/Institutional | 3,349,615 | 737,651 | +2,611,964 | +74,778 | +233,814 | 100th percentile |
| 2026-07-28 | Leveraged Funds | 309,480 | 2,465,219 | -2,155,739 | -90,934 | -185,888 | 48th percentile |
| 2026-07-28 | Other Reportables | 253,987 | 236,462 | +17,525 | -37,094 | +15,812 | 6th percentile |
| 2026-07-28 | Non-Reportable | 380,156 | 394,304 | -14,148 | -3,736 | -33,657 | 2th percentile |
| 2026-07-21 | Dealer/Intermediary | 141,393 | 657,981 | -516,588 | -23,553 | -28,778 | 2th percentile |
| 2026-07-21 | Asset Manager/Institutional | 3,270,327 | 733,141 | +2,537,186 | +24,755 | +143,099 | 100th percentile |
| 2026-07-21 | Leveraged Funds | 382,342 | 2,447,147 | -2,064,805 | +14,848 | -126,058 | 62th percentile |
| 2026-07-21 | Other Reportables | 256,358 | 201,739 | +54,619 | +22,448 | +31,221 | 17th percentile |
| 2026-07-21 | Non-Reportable | 382,845 | 393,257 | -10,412 | -38,498 | -19,484 | 2th percentile |
| 2026-07-14 | Dealer/Intermediary | 152,779 | 645,814 | -493,035 | -15,609 | -53,276 | 2th percentile |
| 2026-07-14 | Asset Manager/Institutional | 3,278,991 | 766,560 | +2,512,431 | +86,449 | +27,430 | 100th percentile |
| 2026-07-14 | Leveraged Funds | 387,963 | 2,467,616 | -2,079,653 | -75,630 | +2,583 | 60th percentile |
| 2026-07-14 | Other Reportables | 247,303 | 215,132 | +32,171 | -2,305 | +14,928 | 13th percentile |
| 2026-07-14 | Non-Reportable | 389,823 | 361,737 | +28,086 | +7,095 | +8,335 | 17th percentile |
| 2026-07-07 | Dealer/Intermediary | 174,075 | 651,501 | -477,426 | -47,905 | -14,948 | 6th percentile |
| 2026-07-07 | Asset Manager/Institutional | 3,266,738 | 840,756 | +2,425,982 | +47,832 | +13,097 | 92th percentile |
| 2026-07-07 | Leveraged Funds | 417,214 | 2,421,237 | -2,004,023 | -34,172 | -24,512 | 69th percentile |
| 2026-07-07 | Other Reportables | 234,257 | 199,781 | +34,476 | +32,763 | +4,484 | 13th percentile |
| 2026-07-07 | Non-Reportable | 392,944 | 371,953 | +20,991 | +1,482 | +21,879 | 13th percentile |
| 2026-06-30 | Dealer/Intermediary | 190,346 | 619,867 | -429,521 | +58,289 | +12,635 | 15th percentile |
| 2026-06-30 | Asset Manager/Institutional | 3,218,515 | 840,365 | +2,378,150 | -15,937 | +23,858 | 88th percentile |
| 2026-06-30 | Leveraged Funds | 354,091 | 2,323,942 | -1,969,851 | -31,104 | -6,757 | 81th percentile |
| 2026-06-30 | Other Reportables | 199,327 | 197,614 | +1,713 | -21,685 | -41,412 | 2th percentile |
| 2026-06-30 | Non-Reportable | 391,725 | 372,216 | +19,509 | +10,437 | +11,676 | 10th percentile |
| 2026-06-23 | Dealer/Intermediary | 143,827 | 631,637 | -487,810 | -48,051 | -28,844 | 4th percentile |
| 2026-06-23 | Asset Manager/Institutional | 3,328,616 | 934,529 | +2,394,087 | -90,914 | +323,744 | 90th percentile |
| 2026-06-23 | Leveraged Funds | 328,812 | 2,267,559 | -1,938,747 | +143,489 | +67,233 | 90th percentile |
| 2026-06-23 | Other Reportables | 226,725 | 203,327 | +23,398 | +6,155 | -79,436 | 6th percentile |
| 2026-06-23 | Non-Reportable | 381,258 | 372,186 | +9,072 | -10,679 | -282,697 | 8th percentile |
| 2026-06-16 | Dealer/Intermediary | 170,280 | 610,039 | -439,759 | +22,719 | +49,284 | 12th percentile |
| 2026-06-16 | Asset Manager/Institutional | 3,345,129 | 860,128 | +2,485,001 | +72,116 | +217,750 | 100th percentile |
| 2026-06-16 | Leveraged Funds | 298,774 | 2,381,010 | -2,082,236 | -102,725 | -129,499 | 58th percentile |
| 2026-06-16 | Other Reportables | 225,526 | 208,283 | +17,243 | -12,749 | -95,509 | 4th percentile |
| 2026-06-16 | Non-Reportable | 394,710 | 374,959 | +19,751 | +20,639 | -42,026 | 8th percentile |
| 2026-06-09 | Dealer/Intermediary | 143,614 | 606,092 | -462,478 | -20,322 | -54,537 | 4th percentile |
| 2026-06-09 | Asset Manager/Institutional | 3,306,645 | 893,760 | +2,412,885 | +58,593 | +292,744 | 94th percentile |
| 2026-06-09 | Leveraged Funds | 349,939 | 2,329,450 | -1,979,511 | -16,417 | -22,569 | 77th percentile |
| 2026-06-09 | Other Reportables | 230,348 | 200,356 | +29,992 | -13,133 | -167,326 | 8th percentile |
| 2026-06-09 | Non-Reportable | 384,645 | 385,533 | -888 | -8,721 | -48,312 | 2th percentile |
How to interpret 10-Year Treasury Note positioning
What the contract represents
10-Year Treasury Note futures are a benchmark for intermediate-to-long US interest-rate exposure.
Categories traders monitor
Asset Manager and Leveraged Fund positions are both useful, but often represent different hedging, relative-value and tactical activity.
Interpretation considerations
Large gross and net positions can arise from basis trading, so avoid translating contracts directly into a yield call.
Important limitations
The report cannot reveal paired cash-bond or repo positions and is published after the Tuesday snapshot.
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.