US 30-Year T-notes Futures CFTC COT Report Price, Chart & Factor Exposure Free Data & Analytics Access
MV.FACTOR.COT.US30Y in our API & Excel add-in to retrieve this data.US 30-Year T-notes Futures CFTC COT Report Forecast
US 30-Year T-notes Futures CFTC COT Report short-term price forecast is aBUY since short-term momentum is 100.00%. US 30-Year T-notes Futures CFTC COT Report long-term forecast is aBUY since long-term trend is 100.00%. US 30-Year T-notes Futures CFTC COT Report price based on realized volatility has a forecasted price between 1,230,277.50 to 1,230,282.50 on a daily basis, 1,230,274.49 to 1,230,285.51 on a weekly basis, 1,230,268.53 to 1,230,291.47 on a monthly basis, and 1,230,240.27 to 1,230,319.73 on an annual basis.
US 30-Year T-notes Futures CFTC COT Report Price Chart
Research on US 30-Year T-notes Futures CFTC COT Report
Recent MacroFinance research reports referencing US 30-Year T-notes Futures CFTC COT Report, newest first.
Statistical Distribution of Returns
Filters
| Factor | Indicator | Criteria | Value | And (for Between) | Action |
|---|
| Statistic | Unfiltered | Filtered |
|---|
About US 30-Year T-notes Futures CFTC COT Report (United States)
US 30-Year T-notes Futures CFTC COT Report (United States) is tracked on MacroFinance with a live and historical price chart, weekly factor-return attribution, statistical analysis (return distribution, drawdowns and seasonality), and free downloadable historical data (the last 10 years as CSV or JSON, no login).
Last updated: October 14, 2026
Frequently asked questions
What is US 30-Year T-notes Futures CFTC COT Report?
What factors affect US 30-Year T-notes Futures CFTC COT Report?
Where can I download free US 30-Year T-notes Futures CFTC COT Report historical data?
How is US 30-Year T-notes Futures CFTC COT Report analysed statistically?
Is the US 30-Year T-notes Futures CFTC COT Report data updated in real time?
Free US 30-Year T-notes Futures CFTC COT Report historical data (last 10 years)
Browse or instantly download the last 10 years of US 30-Year T-notes Futures CFTC COT Report daily price history. A free account unlocks the full history, an Excel export with factors, and API access.
Download CSV (10y)Download JSON (10y)Full history, Excel & API (free account)
| Date | Close |
|---|---|
| 2026-10-06 | 1556500 |
| 2026-09-29 | 1544770 |
| 2026-09-22 | 1573380 |
| 2026-09-15 | 1590220 |
| 2026-09-08 | 1507110 |
| 2026-09-01 | 1508560 |
| 2026-08-25 | 1633560 |
| 2026-08-18 | 1577690 |
| 2026-08-11 | 1514400 |
| 2026-08-04 | 1509580 |
See how this market's returns behaved when a factor was in a given state, for example when Momentum was strong or bond yields were above 4%, and compare that with all periods.
Reading the chart
- Each bar is a return bucket; its height is the share of periods that landed there.
- All periods: every return in the date range.
- Matching periods: only the periods where all your filters were true. If orange shifts right of the grey, returns were better in that regime.
- Each period's return is the return over the following day, week or month (set by Timeframe), measured from the day the factor was read, so there is no look-ahead.
Adding a filter
- Factor: grouped the same way as the Factors section on this page (Quantitative, Country, Sector, …). Locked factors are listed but greyed out.
- Criteria: greater (>), greater or equal (≥), equal (=), smaller or equal (≤), smaller (<) or between two values.
- Value: depends on the factor.
- Momentum and Trend are signals from −1 to +1, picked as −100 to +100 in steps of 25.
- Mean Reversion is a z-score of price against its 250-day mean, picked in σ from −3 to +3.
- Everything else is a number you type. The line under the box shows the latest reading and its typical range over the last 10 years.
Add several filters to combine conditions; a period must pass every one. Narrow the window with the From/To dates or the 1Y / 5Y / 10Y / MAX buttons; Clear resets filters and dates.
Return statistics
- Unfiltered vs Filtered: all periods vs matching periods.
- Average return, Std dev and Sharpe are annualised (252 days, 52 weeks, 12 months, 6 two-month periods, 4 quarters).
- Maximum drawdown compounds non-overlapping periods; in the Filtered column it assumes you held only while the condition was true.
- Min, 25th percentile, median, 75th percentile and max are per period, not annualised.