NEUTRAL
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Live CFTC

Ust 5Y Note - Chicago Board Of Trade

044601
RatesTFF

Signal state

Neutral-6

Generated market from CFTC archives.

Signal layer

Score breakdown

How the +100 to -100 conviction score is calculated

Macro Score

+8 pts

Target Exposure

-6%

Market History

Net Positioning History

Historical net positioning (Longs minus Shorts) for the reference trader group.

Compare Markets
Ust 5Y Note - Chicago Board Of TradeLeveraged Funds — 6 Month Positioning Report
Report DateLong PositionsShort PositionsChange in LongsChange in ShortsNet PositionsNet Change% OI Long% OI ShortOpen Interest
Max562,6063,852,367+68,817+104,835-2,585,724+331,8457.7%57.5%7,431,251
Min317,5563,089,685-138,892-305,558-3,433,785-170,8704.7%47.0%6,569,294
13 Per. Avg470,8813,589,526+5,490-56,491-3,118,645+61,9816.9%52.4%6,859,563
Mar 24, 2026503,9613,089,685+26,287-305,558-2,585,724+331,8457.7%47.0%6,569,294
Mar 17, 2026477,6743,395,243+37,051-131,299-2,917,569+168,3507.1%50.7%6,692,876
Mar 10, 2026440,6233,526,542+16,909-1,115-3,085,919+18,0246.5%52.2%6,756,942
Mar 3, 2026423,7143,527,657-138,892-82,511-3,103,943-56,3816.3%52.1%6,769,879
Feb 24, 2026562,6063,610,168+36,062-27,418-3,047,562+63,4807.6%48.9%7,376,192
Feb 17, 2026526,5443,637,586+18,672+9,962-3,111,042+8,7107.1%48.9%7,431,251
Feb 10, 2026507,8723,627,624+68,817+3,948-3,119,752+64,8697.3%51.9%6,991,253
Feb 3, 2026439,0553,623,676-21,288+52,493-3,184,621-73,7816.4%52.5%6,896,712
Jan 27, 2026460,3433,571,183+11,568-104,363-3,110,840+115,9316.8%52.7%6,777,146
Jan 20, 2026448,7753,675,546+8,619-33,125-3,226,771+41,7446.7%54.5%6,749,172
Jan 13, 2026440,1563,708,671-261-109,218-3,268,515+108,9576.6%55.2%6,720,965
Jan 6, 2026440,4173,817,889-9,297-34,478-3,377,472+25,1816.5%56.7%6,737,810
Dec 30, 2025449,7143,852,367+17,128+28,300-3,402,653-11,1726.7%57.5%6,704,829
Dec 23, 2025432,5863,824,067+56,535+70,533-3,391,481-13,9986.4%56.9%6,725,829
Dec 16, 2025376,0513,753,534+58,495+2,193-3,377,483+56,3025.6%56.3%6,666,992
Dec 9, 2025317,5563,751,341-7,576+79,072-3,433,785-86,6484.7%55.9%6,714,507
Dec 2, 2025325,1323,672,269-66,254+104,616-3,347,137-170,8704.9%54.8%6,696,583
Nov 25, 2025391,3863,567,653+6,846-70,952-3,176,267+77,7985.6%51.2%6,964,442
Nov 18, 2025384,5403,638,605+23,213-110,134-3,254,065+133,3475.3%50.3%7,227,410
Nov 10, 2025361,3273,748,739-28,575+25,745-3,387,412-54,3205.1%52.6%7,131,368
Nov 4, 2025389,9023,722,994-51,603-7,996-3,333,092-43,6075.6%53.1%7,007,877
Oct 28, 2025441,5053,730,990-19,870+104,835-3,289,485-124,7056.4%53.8%6,935,268
Oct 21, 2025461,3753,626,155-25,427+16,937-3,164,780-42,3646.7%52.6%6,895,929
Oct 14, 2025486,8023,609,218+25,778-42,394-3,122,416+68,1727.2%53.5%6,748,253
Oct 7, 2025461,0243,651,612-47,551+28,873-3,190,588-76,4246.9%54.4%6,718,828
Sep 30, 2025508,5753,622,739+0+0-3,114,164+07.7%54.5%6,642,163

COT report

Longs vs shorts by trader category — week by week

Browse the official CFTC report week by week to see how each trader group's positioning has shifted. The WoW Δ column shows the net contract change from the prior week.

Mar 24, 2026(Latest)
Open interest: 6,569,294 contractsWeek 1 of 26
Trader typeLongShortNetLong % OIShort % OINet % OIWoW Δ Net

Leveraged Funds

Reference group used for the main bias model

503,9613,089,685-2,585,724+7.7%+47.0%-39.4%+331,845

Asset Manager

3,857,022997,1652,859,857+58.7%+15.2%+43.5%-224,333

Dealer Intermediary

75,940696,022-620,082+1.2%+10.6%-9.4%-65,192

Other Reportables

451,553144,605306,948+6.9%+2.2%+4.7%+17,032

Nonreportable

401,263362,26239,001+6.1%+5.5%+0.6%-59,352

Interpretation layer

Why the terminal reads this market the way it does

The platform turns the underlying scores into a readable narrative: pressure, confirmation, macro support, and crowding.

Positioning pressure

Bearish pressure is fading. This week's COT print is less bearish than the prior week.

Trend check

Price trend is flat, so momentum is not adding much confirmation yet.

Macro check

Macro conditions are mostly neutral right now.

Crowding

Positioning is noticeable but not yet extreme.

Current positioning

Bearish pressure is fading. Positioning is noticeable but not yet extreme. Leveraged Funds is currently net short by 2,585,724 contracts.

Macro regime

Macro conditions are mostly neutral for Ust 5Y Note - Chicago Board Of Trade.

Replay summary

Mixed regime. Bearish pressure is fading. Price trend is flat, so momentum is not adding much confirmation yet. Macro conditions are mostly neutral right now.