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COT Positioning

T-Bond

ZB · report date 2026-08-18

Read with care: leveraged-fund net shorts in Treasury futures largely reflect the cash-futures basis trade (long cash bonds vs. short futures), not directional bets on rates. Interpret the speculative net accordingly.

Latest report

2026-08-18 · OI 1,894,436
CategoryLongShortNet1-wk Δ% of OI
Leveraged Funds125,133486,516-361,383+3,44122.5%
Dealer/Intermediary21,756308,058-286,302-43,00612.1%
Asset Managers1,083,456485,989+597,467+47,81757.7%
Other Reportables102,093106,223-4,130+9,9007.7%

Trader group split

  • Lev funds22.5%
  • Dealer12.1%
  • Asset mgrs57.7%
  • Other7.7%

Charts

Positions by category

Price — weekly candles

Open interest

Lev funds net vs price

Z-score (±2 bands)

Lev funds — weekly change

Δ LongΔ ShortΔ Net

Last 26 weeks — all metrics

WeekLev funds netDealer netAsset mgrs netOther net1-wk Δ% OICOT IdxzPriceExtreme
2026-08-18-361,383-286,302+597,467-4,130+3,441-19.1%560.56108.66
2026-08-11-364,824-243,296+549,650-14,030+11,402-19.6%550.52109.09
2026-08-04-376,226-243,224+551,606-14,582+13,296-20.1%520.39109.84
2026-07-28-389,522-269,722+568,268-10,632+1,864-21.0%490.24110.78
2026-07-21-391,386-249,738+558,536-11,775-25,698-21.2%490.22110.38
2026-07-14-365,688-266,153+540,033-10,797-205-19.8%550.52110.91
2026-07-07-365,483-280,811+530,302-7,641-23,561-19.4%550.52111.66
2026-06-30-341,922-298,722+526,886-9,385+9,024-17.8%600.79113.50
2026-06-23-350,946-337,639+599,824-3,673-40,633-17.8%580.68112.81
2026-06-16-310,313-330,522+547,031-8,210-28,380-16.0%681.15113.66
2026-06-09-281,933-281,630+478,569-10,467-1,871-15.0%751.48112.28
2026-06-02-280,062-270,385+481,651-18,685+40,684-14.9%751.50113.03
2026-05-26-320,746-221,213+470,599-11,992+5,637-16.0%651.02112.19
2026-05-19-326,383-225,702+495,098-10,389-30,187-17.4%640.95109.81
2026-05-12-296,196-251,788+461,742+272-10,723-16.1%711.27112.28
2026-05-05-285,473-239,455+442,503+2,507-61,644-15.6%741.39112.72
2026-04-28-223,829-273,674+397,314-1,576-7,669-12.4%892.09113.53Extreme
2026-04-21-216,160-291,062+411,440-6,090-10,642-12.0%902.19114.19Extreme
2026-04-14-205,518-269,348+378,167-8,189-20,657-11.6%932.34114.66Extreme
2026-04-07-184,861-278,974+371,474-10,944-9,251-10.4%982.62113.50Extreme
2026-03-31-175,610-288,021+375,865-13,595+122,359-9.7%1002.78113.88Extreme
2026-03-24-297,969-238,189+474,768-29,578-20,970-16.6%811.36112.62
2026-03-17-276,999-235,355+434,337-30,602+17,733-15.5%871.61115.31
2026-03-10-294,732-234,042+427,877-36,777+63,259-16.4%821.40116.53
2026-03-03-357,991-208,468+462,720-39,451+27,519-19.5%650.63117.69
2026-02-24-385,510-219,592+478,011-44,048+977-18.9%570.30118.03