Commitment of Traders Weekly Update

This report details weekly shifts in the Commitment of Traders (COT) report for US Treasury and short-term interest rate futures as of July 7, 2026. It highlights divergent strategies between asset managers and leveraged funds regarding their net DV01 exposure.

Key Takeaways

• 1.Asset managers increased net DV01 exposure to Treasury futures by $6.4 million, while leveraged funds decreased exposure by $13.2 million.
• 2.Within the short-term rates market, leveraged funds favored 1M SOFR over 30-day fed funds.

Table of Contents

• Commitment of Traders
• Weekly Update
• 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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