Benchmarks

Market and economic benchmarks from public data

Each series comes from a primary source and updates on its own cadence. Every chart shows its formula, its source series, and its latest observation date.
  • 190 series
  • Updated 13 Aug 2026
  • Primary sources
  • Methods on every page
Showing 41–80 of 190
Market and economic benchmarks with latest value, 1-year and 5-year change, and percentile within each series’ own history.
Speculative positioning
5-year Treasury futures positioningweeklyAre hedge funds net long or net short 5-year Treasury futures, and how does it compare with asset managers?-34.7% % of open interest+11.8 pp−21.0 pp14th
10-year Treasury futures positioningweeklyAre hedge funds net long or net short 10-year Treasury futures, and how does it compare with asset managers?-42.4% % of open interest+1.4 pp−52.2 pp2nd
Ultra-10Y Treasury futures positioningweeklyAre hedge funds net long or net short Ultra-10Y Treasury futures, and how does it compare with asset managers?-16.7% % of open interest−0.4 pp−26.4 pp3rd
30-year Treasury futures positioningweeklyAre hedge funds net long or net short 30-year Treasury bond futures, and how does it compare with asset managers?-20.1% % of open interest+1.6 pp−1.0 pp27th
SOFR futures positioningweeklyAre hedge funds net long or net short 3-month SOFR futures, and how does it compare with asset managers?-19.3% % of open interest−10.3 pp−19.2 pp2nd
Gold futures positioningweeklyAre hedge funds net long or net short gold, and how does it compare with producers/merchants?+35.2% % of open interest+0.9 pp+16.7 pp85th
Copper futures positioningweeklyAre hedge funds net long or net short copper, and how does it compare with producers/merchants?+26.2% % of open interest+17.0 pp+7.9 pp91st
WTI crude oil futures positioningweeklyAre hedge funds net long or net short WTI crude oil, and how does it compare with producers/merchants?+4.6% % of open interest+0.6 pp−6.6 pp9th
Natural gas futures positioningweeklyAre hedge funds net long or net short natural gas, and how does it compare with producers/merchants?-7.4% % of open interest−5.7 pp−12.8 pp28th
Silver futures positioningweeklyAre hedge funds net long or net short silver, and how does it compare with producers/merchants?+10.7% % of open interest−7.8 pp−6.7 pp36th
Corn futures positioningweeklyAre hedge funds net long or net short corn, and how does it compare with producers/merchants?+8.2% % of open interest+16.6 pp−8.3 pp58th
Wheat futures positioningweeklyAre hedge funds net long or net short wheat, and how does it compare with producers/merchants?-5.3% % of open interest+11.5 pp−8.7 pp57th
Soybeans futures positioningweeklyAre hedge funds net long or net short soybeans, and how does it compare with producers/merchants?+13.4% % of open interest+19.7 pp+2.3 pp56th
Cross-asset speculative crowdingweeklyHow crowded is speculative positioning across equity, FX, rates and commodity futures simultaneously?54.47−4.1%+14.0%54th
Major FX dollar positioningweeklyHow concentrated is speculative positioning across the major currency pairs on the dollar-bullish side?62.33 index (0-100)+46.8%+82.9%75th
Equity-index positioning breadthweeklyWhat share of equity-index futures contracts are leveraged funds positioned more bullish than usual in?25.0 %0.0 pp0.0 pp22nd
Treasury 2Y–10Y positioning spreadweeklyIs speculative positioning leaning toward the short or the long end of the Treasury curve?-30.3 % of OI+15.9 pp−18.6 pp25th
Treasury duration crowdingweeklyHow crowded is speculative positioning across the five Treasury futures tenors?48.89 index (0-100)−29.3%−3.6%23rd
Treasury cohort divergenceweeklyHow wide is the positioning gap between asset managers and leveraged funds across Treasury futures?70.03 pp of OI−7.73 pp of OI+48.92 pp of OI90th
Commodity positioning breadthweeklyWhat share of the eight tracked commodity futures have positive Managed Money Net/OI?75.0 %+50.0%−25.0%48th
Agricultural index-trader crowdingweeklyHow concentrated are index-trader flows across corn, wheat and soybean futures?13.7 % of OI+8.2%−42.3%6th
Gold–silver positioning spreadweeklyIs speculative positioning in gold more extended than in silver, or vice versa?90.6 percentile points+2.2%+97.9%91st
WTI positioning vs inventory tightnessweeklyIs speculative positioning in WTI aligned with the physical inventory backdrop?22.80 index (0-100)+693.3%−42.5%32nd
Crude oil inventories
U.S. commercial crude oil inventoriesweeklyWhere do U.S. commercial crude oil stocks sit relative to their five-year seasonal range?406.99 Million Barrels−3.9%−7.3%74th
Cushing crude oil inventoriesweeklyWhere do Cushing, Oklahoma crude stocks sit relative to their five-year seasonal range?20.95 Million Barrels−8.9%−40.0%15th
Treasury cash and liquidity
Treasury General AccountdailyHow large is the Treasury's operating cash balance at the Federal Reserve?961.73 $bn+107.1%+14.3%97th
Treasury cash injection/draindailyHow much cash is the Treasury injecting into or draining from the private sector each day?22.16 $bn+34.99 $bn−16.43 $bn67th
Debt-limit headroomdailyHow much room does the Treasury have under the statutory debt ceiling?1403.59 $bn0.0%+44.7%100th
Treasury debt stock
Public vs intragovernmental debtdailyHow much U.S. debt is held by the public versus the government itself?32144.62 $bn+8.4%+44.3%99th
Marketable vs non-marketable debtmonthlyHow much Treasury debt is marketable (traded) and how much is non-marketable?31455.08 $bn+8.6%+45.0%100th
Treasury debt compositionmonthlyHow is U.S. marketable debt split across bills, notes, bonds, TIPS and FRNs?22.2 %+7.4%+16.4%90th
TIPS vs floating-rate fundingmonthlyHow much of marketable debt is inflation-linked (TIPS) versus floating-rate (FRNs)?6.8 %−3.5%−7.5%2nd
Treasury maturity wallmonthlyHow much marketable debt is maturing in the next year and beyond?33.3 %+4.4%+7.2%88th
Treasury debt costmonthlyWhat is the average interest rate the Treasury pays on marketable versus non-marketable debt?3.4 %+1.3%+133.3%100th
Treasury auction demand
Treasury gross issuance mixweeklyIs the Treasury raising more through bills or coupons each quarter?7217.68 $bn+1205.18 $bn+4393.22 $bn99th
Treasury bill auction demandmonthlyHow strong is demand at Treasury bill auctions?2.8 ratio−6.4%−17.9%34th
Treasury coupon auction demandmonthlyHow strong is demand at Treasury coupon auctions?2.6 ratio−0.8%+9.7%66th
Treasury indirect-bidder sharemonthlyWhat share of Treasury auctions do indirect bidders take?56.1 %−6.0%+40.0%91st
Other
Fed liquidity: assets vs drainsdailyHow large is the Fed's balance sheet relative to liquidity drains?6748.57 $bn+1.6%−24.7%32nd
Treasury debt cost vs 10Y yieldmonthlyHow does the Treasury's average borrowing cost compare to the 10-year yield?3.4 %+1.3%+133.3%100th

Percentile places the latest reading within each benchmark’s own full history. Change columns are quoted in percent for ratio series and in percentage points for spreads and signed series, matching each benchmark's own page. Every benchmark publishes on its own schedule. The as-of column gives each one’s latest reading.

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