Source: CFTC Traders in Financial Futures, Monetary Macro. As of 2026-11-03. Released 2026-11-12.

Net position = long minus short, in contracts, for Asset Manager/Institutional and Leveraged Funds in the CFTC's Traders in Financial Futures report (futures only, not options). Spread positions are reported separately by the CFTC and are not included.

Contract size: the 2-year is $200,000 face value per contract; the 5-year, 10-year, Ultra 10-year, Bond and Ultra bond are $100,000 (as stated in the CFTC data). Positions are as of Tuesday and released the following Friday.

History begins in June 2006 for the 2-year, 5-year, 10-year and Bond contracts, March 2010 for the Ultra bond and March 2016 for the Ultra 10-year. Contracts are identified by CFTC contract code, so the 2022 renaming does not break the series.