ULTRA UST 10Y COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -318,477 contracts in ULTRA UST 10Y, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
ULTRA UST 10Y - CHICAGO BOARD OF TRADE
CFTC contract code
043607
Contract unit
Contracts Of $100,000 Face Value
Open interest, contracts
2,665,818
Change in open interest, contracts
+22,133
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
84,060
393,630
15,954
-309,570
3.2
14.8
-11.6
Asset Manager/Institutional
1,310,503
573,237
638,082
+737,266
49.2
21.5
27.7
Leveraged Funds
158,395
476,872
32,726
-318,477
5.9
17.9
-11.9
Other Reportables
188,930
253,880
0
-64,950
7.1
9.5
-2.4
Total reportable
2,428,650
2,384,381
-
+44,269
91.1
89.4
1.7
Nonreportable
237,168
281,437
-
-44,269
8.9
10.6
-1.7
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-318,477
Week change
+17,381
4-week change
+77,201
13-week change
+62,127
Net as % of open interest
-11.9%
Percentile, 1 year (52 weeks)
65
Percentile, 3 years (156 weeks)
44
Z-score, 52 weeks
0.29
COT Index, 3 years
35
52-week high of net
-167,615
52-week low of net
-476,486
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
10
15
Asset Manager/Institutional
74
61
Leveraged Funds
21
32
Other Reportables
7
15
Total reportable
162
167
Largest 4 traders, gross long
25.6%
Largest 4 traders, gross short
25.9%
Largest 8 traders, gross long
38.1%
Largest 8 traders, gross short
35.6%
Largest 4 traders, net long
16.4%
Largest 4 traders, net short
19.6%
Largest 8 traders, net long
26.4%
Largest 8 traders, net short
26.1%
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
84,060
393,011
21,184
-308,951
3.1
14.6
-11.5
Asset Manager/Institutional
1,312,224
571,937
641,975
+740,287
48.6
21.2
27.4
Leveraged Funds
152,352
475,673
56,531
-323,321
5.6
17.6
-12.0
Other Reportables
188,930
252,888
1,703
-63,958
7.0
9.4
-2.4
Total reportable
2,458,959
2,414,903
-
+44,056
91.2
89.5
1.6
Nonreportable
238,704
282,760
-
-44,056
8.8
10.5
-1.6
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 20 Oct 2026
2,665,818
-309,570
+737,266
-318,477
-64,950
+44,269
-44,269
Tue 13 Oct 2026
2,643,685
-321,192
+797,494
-335,858
-77,954
+62,490
-62,490
Tue 6 Oct 2026
2,593,056
-344,384
+780,732
-319,061
-55,757
+61,530
-61,530
Tue 29 Sep 2026
2,580,149
-307,989
+696,231
-328,471
+2,092
+61,863
-61,863
Tue 22 Sep 2026
2,587,440
-288,540
+726,520
-395,678
+14,309
+56,611
-56,611
Tue 15 Sep 2026
2,596,996
-273,085
+743,267
-399,246
+18,977
+89,913
-89,913
Tue 8 Sep 2026
2,585,937
-257,050
+720,046
-426,360
+54,779
+91,415
-91,415
Tue 1 Sep 2026
2,541,606
-241,233
+717,968
-423,357
+40,880
+94,258
-94,258
Tue 25 Aug 2026
2,981,802
-287,849
+729,801
-372,157
+40,119
+109,914
-109,914
Tue 18 Aug 2026
2,554,270
-237,255
+689,227
-353,477
+8,329
+106,824
-106,824
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 20 Oct 2026, published Fri 23 Oct 2026.