MICRO 10 YEAR YIELD COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +2,957 contracts in MICRO 10 YEAR YIELD, positions as of Tue 6 Oct 2026.
Data as of Positions as of Tue 6 Oct 2026; published Fri 9 Oct 2026
Positions as of Tue 6 Oct 2026 - published Fri 9 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE
CFTC contract code
04360Y
Contract unit
1000 X Index Points
Open interest, contracts
4,338
Change in open interest, contracts
-407
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
0
0
0
+0
0.0
0.0
0.0
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
3,029
72
26
+2,957
69.8
1.7
68.2
Other Reportables
780
2,614
0
-1,834
18.0
60.3
-42.3
Total reportable
3,835
2,712
-
+1,123
88.4
62.5
25.9
Nonreportable
503
1,626
-
-1,123
11.6
37.5
-25.9
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+2,957
Week change
+150
4-week change
+1,524
13-week change
+306
Net as % of open interest
68.2%
Percentile, 1 year (52 weeks)
100
Percentile, 3 years (156 weeks)
93
Z-score, 52 weeks
2.35
COT Index, 3 years
78
52-week high of net
+2,957
52-week low of net
+436
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
0
0
Asset Manager/Institutional
0
0
Leveraged Funds
5
-
Other Reportables
7
25
Total reportable
13
26
Largest 4 traders, gross long
71.6%
Largest 4 traders, gross short
34.5%
Largest 8 traders, gross long
85.2%
Largest 8 traders, gross short
46.1%
Largest 4 traders, net long
71.6%
Largest 4 traders, net short
34.5%
Largest 8 traders, net long
85.2%
Largest 8 traders, net short
45.5%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
0
0
0
+0
0.0
0.0
0.0
Asset Manager/Institutional
0
0
0
+0
0.0
0.0
0.0
Leveraged Funds
3,029
72
26
+2,957
69.8
1.7
68.2
Other Reportables
780
2,614
0
-1,834
18.0
60.3
-42.3
Total reportable
3,835
2,712
-
+1,123
88.4
62.5
25.9
Nonreportable
503
1,626
-
-1,123
11.6
37.5
-25.9
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Recent reports, net by category
Report date
Open interest
Dealer/Intermediary
Asset Manager/Institutional
Leveraged Funds
Other Reportables
Total reportable
Nonreportable
Tue 6 Oct 2026
4,338
+0
+0
+2,957
-1,834
+1,123
-1,123
Tue 29 Sep 2026
4,745
+0
+0
+2,807
-1,292
+1,515
-1,515
Tue 22 Sep 2026
3,273
+0
+0
+1,841
-741
+1,100
-1,100
Tue 15 Sep 2026
3,674
+0
+0
+1,979
-739
+1,240
-1,240
Tue 8 Sep 2026
2,519
+0
+0
+1,433
-722
+711
-711
Tue 25 Aug 2026
2,351
+0
+0
+1,114
-717
+397
-397
Tue 18 Aug 2026
2,385
+0
+0
+1,220
-656
+564
-564
Tue 21 Jul 2026
2,332
+0
+0
+1,332
-691
+641
-641
Tue 14 Jul 2026
2,138
+0
+0
+1,268
-695
+573
-573
Tue 16 Jun 2026
1,815
+0
+0
+698
-444
+254
-254
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Traders in Financial Futures report, futures only unless stated. Positions as of Tue 6 Oct 2026, published Fri 9 Oct 2026.