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COT 10Y T-Note specs net

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COT 10Y T-Note specs net

What it is

COT 10Y T-Note specs net — registry key cot_ust10y_net.

CFTC non-commercial net positioning in 10-Year U.S. Treasury Note futures (CBOT code 043602). Rate-volatility-regime research carrier for the drawdown-risk lane; raw net count, not scored / banded / aligned yet — a separate future decision from the already-scored S&P cot_specs_z.

Data-pyramid tier

T0 — Raw input. This metric sits at the raw input layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: cot
Data source: back_fillable

Fetched directly from app/sources/cot.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

Fetched directly from the cot source; see app/sources/cot.py for the upstream API call.

Where it surfaces

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

CFTC Disaggregated Commitments of Traders: positions as of Tuesday close, published Friday afternoon ET.

See also