§ DASHBOARD · COT

Who's on which side.

Commitments of Traders — the weekly CFTC report that tells you what Commercials, Asset Managers, and Leveraged Funds are doing in every futures market that matters.

Report · Tue, May 5 · COT Futures OnlyNext release · Tue, May 12 · 15:30 ETContracts · 17 trackedNew to COT? · Read the explainer →
◇ ALLEquitiesRatesFXMetalsEnergyGrainsSofts

Where we are at the tails

§ 01 · POSITIONING EXTREMES — 5YR %ILE · LEVERAGED FUNDS
MOST LONG
Aussie
Both asset managers and leveraged funds are at multi-year long extremes simultaneously, while dealers are at a two-year short extreme — every speculative player is on the same side of the boat.
MOST SHORT
Nat Gas
5th pctile · record short
FLIPPED THIS WK
Dollar
Δ −3k · net short
BIGGEST MOVE
10-Year T-Note
−120k contracts · specs sell

Net positioning · all tracked contracts

§ 02 · POSITIONING BOARD — COMMERCIALS · ASSET MGRS · LEV FUNDS
ContractNet · CommNet · AMNet · LevLev %ile (5Y)Δ 1W (lev)Signal
View S&P 500 COT detailES · S&P 500−710k+1.0M−406k24%+2kCONTRARIAN LONG
View Nasdaq 100 COT detailNQ · Nasdaq 100−61k+85k−36k36%−150NEUTRAL
View Russell 2000 COT detailRTY · Russell 2000+65k−15k−55k39%+10kNEUTRAL
View VIX COT detailVX · VIX+50k−10k−39k51%+2kNEUTRAL
View 10Y Treasury COT detailTY · 10Y Treasury−397k+2.1M−2.0M17%+92kCONTRARIAN LONG
View Dollar COT detailDX · Dollar−7k+11k−6k33%−3kNEUTRAL
View Euro COT detailEC · Euro−343k+286k+12k68%+252FLIPPED LONG
View Yen COT detailJY · Yen+22k−11k−53k29%+23kNEUTRAL
View Pound COT detailBP · Pound+78k−103k+26k52%−3kNEUTRAL
View Franc COT detailSF · Franc+53k−38k−7k23%−1kSHORT
View Aussie COT detailAD · Aussie−134k+45k+57k98%+9kCROWDED LONG
View Loonie COT detailCD · Loonie+3k+30k−48k28%+6kNEUTRAL
View Gold COT detailGC · Gold−180k−180k+94k47%+5kNEUTRAL
View Silver COT detailSI · Silver−23k−23k+11k32%+237NEUTRAL
View Crude Oil COT detailCL · Crude Oil−544k−544k+71k13%−10kSHORT
View Copper COT detailHG · Copper+29k+29k+63k97%+3kCROWDED LONG
View Nat Gas COT detailNG · Nat Gas+181k+181k−107k5%−10kHISTORIC SHORT
AC INTELLIGENCE · WATCH NEXT WEEK

The 10-Year Treasury divergence is the dominant story — watch whether asset managers continue adding to their record long or whether any position trimming begins, which would signal the bond rally thesis is cracking. In crude oil, the tension between record producer buying and accelerating managed money selling will resolve one way or the other; a weekly close below $75 WTI would likely trigger further speculative liquidation and test whether producers step in. The Australian dollar crowded long is a live grenade — any negative macro surprise out of China or a shift in RBA tone could trigger a rapid unwind given how one-sided positioning is. Finally, gold's 0th-percentile managed money reading sets up a potential re-entry point if price holds current levels; watch for any uptick in managed money positioning next week as a confirmation that the washout is complete.

S&P 500 · 3-year positioning

§ 03 · DEEP DIVE — LEV FUNDS NET · CONTRACTS
+599k0−599kNOW

What it means this week

§ 04 · AC READ
CROWDED LONG

The 10-Year Treasury is the most crowded long in nearly a decade, while the Australian dollar just hit a positioning extreme that has historically preceded sharp reversals.

Asset managers added 57,277 contracts to their 10-Year Treasury long this week, pushing their net position to +2,257,647 — a 97.7th five-year percentile reading. Simultaneously, leveraged funds extended their short by 55,524 contracts to -2,095,799, sitting at the 10.8th five-year percentile. Dealers piled on the short side too, dropping 42,547 contracts to a 2.7th five-year percentile. This is the single largest divergence between asset managers and leveraged funds in the 10-Year in recent memory.

◇ So What?SO WHAT?

10-Year Treasury positioning reaches a generational extreme

When the two biggest players in a market are this far apart, something has to give. Either asset managers are right that rates are heading lower, or leveraged funds are right and the long side is about to get squeezed. The size of this divergence means the eventual unwind — whichever direction — will be violent. Watch the 10-Year yield closely: a sharp move higher would force asset managers to cover, amplifying the selloff.

By Nate Harmon · Week of Apr 28, 2026