Positioningweeklycontracts
T-bond net positioning
Long-bond positioning is the cleanest read on the term-premium trade. Macro funds dominate it rather than hedgers, so it swings further than the rest of the curve.
- Latest
- -155,805 contracts
- As of
- 22 Sept 2026
- Standard deviations
- -1.23
- Percentile
- 14th percentile
The archive behind this
This page shows the last 30 days. T-bond net positioning has 178 readings in the warehouse, back to 2 May 2023. A plan opens the rest of it, with CSV export and the analyst.
See plans
Source
QuantNow Derived Research
Non-commercial long less non-commercial short positions in the CFTC Legacy Futures Only report for Treasury Bond Futures.
Informational research only. Nothing here is personalised investment advice.