COT Report: 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2021-11-30

Below is the Commitments of Traders (COT) report for 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 2-YEAR U.S. TREASURY NOTES is as of 2021-11-30. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 1,789,196   Total Changes: -343,524   Total Traders: 315
AS OF: 2021-11-30

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
52,212
-3,737
2.9% 13 149,494
-40,613
8.4% 25 11,789
-34,032
0.7% 8
Asset Manager/
Institutional
595,407
+34,477
33.3% 78 611,851
-40,858
34.2% 69 390,077
-5,641
21.8% 82
Leveraged
Funds
480,870
-150,552
26.9% 50 155,400
-57,672
8.7% 41 72,895
-144,438
4.1% 30
Other
Reportables
54,633
-27,326
3.1% 14 215,612
-6,841
12.1% 25 5,646
+992
0.3% 4
Nonreportable
Positions
125,667
-13,267
7.0%   176,432
-14,421
9.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short