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Ultra T-Bond

Short exposure sits in the 8th percentile. The lead participant net position changed −29.5K contracts over the latest week.

Positions as of1 Sept 2026Released 5 Sept 2026
ConditionPositioning reversalChanged this release
3Y historical percentile8th−0.91σ from the rolling mean
Net / open interest-36.6%Lead participant exposure
1-week flow−29.5K4-week flow −28.8K
Positioning historyUltra T-Bond exposure is measured against its own history.Lead participant rolling z-score
2026-09-01-0.91σ
-2σ0σ+2σ
2023-09-12Source: U.S. CFTC2026-09-01
ParticipantNet contractsRelative size
Asset managers+1M
Dealers−237.4K
Leveraged funds−878.5K
Non-reportables+51.5K
Other reportables+43.2K

CFTC participant categories vary by report family. The primary positioning series uses managed money for physical commodities and leveraged funds for financial futures.

Positioning bucketN4W positive8W positive12W positiveAvg 12W
z ≥ 2.0 (extreme long)2272.7%72.7%59.1%-0.82%
1.5 ≤ z < 2.01844.4%44.4%55.6%-1.05%
1.0 ≤ z < 1.54963.3%77.6%77.6%-3.37%
neutral (−1.0 < z < 1.0)14650.0%45.8%45.8%+0.13%
−1.5 < z ≤ −1.08851.1%60.5%41.2%-0.01%
−2.0 < z ≤ −1.59949.5%43.4%38.5%-1.29%
z ≤ −2.0 (extreme short)5736.8%26.3%42.1%-1.02%

Overlapping historical observations. Periods and sample sizes are shown so the comparison can be read in context.