COT Report
The CFTC's weekly Commitments of Traders report, visualized — how large traders are positioned across currencies, indices, metals, energy, rates and crypto. Toggle between the broad non-commercial cut and the sharper money-manager cut (Managed Money for commodities, Leveraged Funds for financials). Bars show the long/short split; the table adds week-over-week change and how stretched positioning is versus its own 3-year history.
Not financial advice. COT is a weekly, delayed snapshot for general information and education only — not a recommendation, signal, or offer. Positioning is not a timing tool; extremes can persist.
| Market | Long/Short | % Long | Net | Δ Net (wk) | Positioning percentile (3y) |
|---|---|---|---|---|---|
| US10Y10-Year T-Note
Rates |
27.5% | -838,975 | +107,986 | 73 | |
| US2Y2-Year T-Note
Rates |
29.6% | -861,296 | +66,041 | 100 crowded long | |
| USBONDUS T-Bond
Rates |
32.3% | -187,243 | +31,769 | 20 |
How to read it: "Net" is non-commercial long minus short contracts. The percentile ranks today's net-as-%-of-open-interest against the last ~3 years — high = speculators unusually long (crowded), low = unusually short. Updated weekly after the CFTC release.