Asset Manager/Institutional
- Long
- 3,903,361
- Short
- 1,007,112
- Net
- +2,896,249
- Weekly change
- +46,124
- Net / open interest
- 46.76%
- 52 reports
- 25th percentile
- 156 reports
- 50th percentile
Official market: UST 5Y NOTE · CBOT · TFF Futures Only
Latest report: 28 July 2026 · Current weekly data
Official CFTC datasetLeveraged Funds held a net-short 5-Year Treasury Note futures position of 2,108,638 contracts. The position increased by 22,790 contracts from the preceding available report. The position ranked in the 76th percentile of the latest 156 available reports.
Report date: 28 July 2026
Actual report dates; missing weeks are not interpolated. A data table follows the chart.
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 | 102,740 | 918,539 | -815,799 | -68,772 | +16,275 | 6th percentile |
| 2026-07-28 | Asset Manager/Institutional | 3,903,361 | 1,007,112 | +2,896,249 | +46,124 | -34,621 | 25th percentile |
| 2026-07-28 | Leveraged Funds | 426,056 | 2,534,694 | -2,108,638 | +22,790 | +37,652 | 98th percentile |
| 2026-07-28 | Other Reportables | 180,766 | 163,801 | +16,965 | -6,530 | +10,002 | 12th percentile |
| 2026-07-28 | Non-Reportable | 388,005 | 376,782 | +11,223 | +6,388 | -29,308 | 8th percentile |
| 2026-07-21 | Dealer/Intermediary | 130,770 | 877,797 | -747,027 | +26,392 | +43,827 | 17th percentile |
| 2026-07-21 | Asset Manager/Institutional | 3,887,254 | 1,037,129 | +2,850,125 | -44,793 | -59,244 | 13th percentile |
| 2026-07-21 | Leveraged Funds | 376,886 | 2,508,314 | -2,131,428 | +25,322 | +34,145 | 98th percentile |
| 2026-07-21 | Other Reportables | 199,256 | 175,761 | +23,495 | +3,693 | +27,003 | 13th percentile |
| 2026-07-21 | Non-Reportable | 392,534 | 387,699 | +4,835 | -10,614 | -45,731 | 6th percentile |
| 2026-07-14 | Dealer/Intermediary | 120,971 | 894,390 | -773,419 | +74,882 | -59,656 | 13th percentile |
| 2026-07-14 | Asset Manager/Institutional | 3,912,006 | 1,017,088 | +2,894,918 | -73,304 | +18,896 | 21th percentile |
| 2026-07-14 | Leveraged Funds | 387,093 | 2,543,843 | -2,156,750 | +18,112 | +57,860 | 96th percentile |
| 2026-07-14 | Other Reportables | 196,015 | 176,213 | +19,802 | -6,530 | +21,410 | 12th percentile |
| 2026-07-14 | Non-Reportable | 401,135 | 385,686 | +15,449 | -13,160 | -38,510 | 6th percentile |
| 2026-07-07 | Dealer/Intermediary | 95,198 | 943,499 | -848,301 | -16,227 | -143,400 | 2th percentile |
| 2026-07-07 | Asset Manager/Institutional | 3,947,315 | 979,093 | +2,968,222 | +37,352 | +38,198 | 31th percentile |
| 2026-07-07 | Leveraged Funds | 434,606 | 2,609,468 | -2,174,862 | -28,572 | +55,494 | 94th percentile |
| 2026-07-07 | Other Reportables | 209,164 | 182,832 | +26,332 | +19,369 | +24,181 | 12th percentile |
| 2026-07-07 | Non-Reportable | 394,006 | 365,397 | +28,609 | -11,922 | +25,527 | 8th percentile |
| 2026-06-30 | Dealer/Intermediary | 94,919 | 926,993 | -832,074 | -41,220 | -145,798 | 2th percentile |
| 2026-06-30 | Asset Manager/Institutional | 3,956,443 | 1,025,573 | +2,930,870 | +21,501 | +32,966 | 29th percentile |
| 2026-06-30 | Leveraged Funds | 545,213 | 2,691,503 | -2,146,290 | +19,283 | +111,305 | 98th percentile |
| 2026-06-30 | Other Reportables | 190,158 | 183,195 | +6,963 | +10,471 | -21,060 | 10th percentile |
| 2026-06-30 | Non-Reportable | 398,339 | 357,808 | +40,531 | -10,035 | +22,587 | 10th percentile |
| 2026-06-23 | Dealer/Intermediary | 94,504 | 885,358 | -790,854 | -77,091 | -94,398 | 4th percentile |
| 2026-06-23 | Asset Manager/Institutional | 3,967,450 | 1,058,081 | +2,909,369 | +33,347 | +201,542 | 23th percentile |
| 2026-06-23 | Leveraged Funds | 485,938 | 2,651,511 | -2,165,573 | +49,037 | -94,220 | 98th percentile |
| 2026-06-23 | Other Reportables | 183,480 | 186,988 | -3,508 | -1,900 | +792 | 4th percentile |
| 2026-06-23 | Non-Reportable | 398,583 | 348,017 | +50,566 | -3,393 | -13,716 | 10th percentile |
| 2026-06-16 | Dealer/Intermediary | 97,963 | 811,726 | -713,763 | -8,862 | -146,697 | 23th percentile |
| 2026-06-16 | Asset Manager/Institutional | 3,919,825 | 1,043,803 | +2,876,022 | -54,002 | +3,570 | 19th percentile |
| 2026-06-16 | Leveraged Funds | 480,519 | 2,695,129 | -2,214,610 | +15,746 | +91,837 | 98th percentile |
| 2026-06-16 | Other Reportables | 203,884 | 205,492 | -1,608 | -3,759 | -35,034 | 4th percentile |
| 2026-06-16 | Non-Reportable | 407,677 | 353,718 | +53,959 | +50,877 | +86,324 | 10th percentile |
| 2026-06-09 | Dealer/Intermediary | 105,066 | 809,967 | -704,901 | -18,625 | -155,567 | 27th percentile |
| 2026-06-09 | Asset Manager/Institutional | 3,929,915 | 999,891 | +2,930,024 | +32,120 | +215,642 | 23th percentile |
| 2026-06-09 | Leveraged Funds | 418,131 | 2,648,487 | -2,230,356 | +27,239 | +118,849 | 98th percentile |
| 2026-06-09 | Other Reportables | 199,524 | 197,373 | +2,151 | -25,872 | -118,579 | 4th percentile |
| 2026-06-09 | Non-Reportable | 404,940 | 401,858 | +3,082 | -14,862 | -60,345 | 4th percentile |
5-Year Treasury Note futures span the intermediate part of the US curve and are heavily used for rate-risk transfer.
Compare Leveraged Funds with Asset Managers rather than interpreting all reportables as one group.
Spread and basis strategies mean contract direction may not reveal portfolio-level duration intent.
COT does not disclose paired legs, cash holdings or the purpose of a hedge.
Download the latest 52 reports as CSV