Commitment of Traders Weekly Update

This report analyzes the latest CFTC data as of May 5, 2026, showing that asset managers and leveraged funds reduced their net DV01 exposure in Treasury and short-term rate futures.

Key Takeaways

• 1.Asset manager flows were mixed, resulting in an overall net DV01 decrease of $5.0 million in Treasury contracts.
• 2.Leveraged funds largely mirrored asset manager moves but leaned further into short positions, with a larger decrease in net DV01.
• 3.Asset managers decreased short-term rate exposure by $7.4 million DV01 as rate hike pricing persisted following the April FOMC.

Table of Contents

• A note on the charts:
• Interest Rates
• Weekly change by trader type in DV01
• Open Interest held by largest traders
• Aggregate Open Interest
• Net positions as % of OI
• Appendix 1

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