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 2020-09-22. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
35,045 -10,467 |
1.7% | 12 | 180,818 +26,450 |
8.9% | 27 | 9,121 +221 |
0.5% | 8 |
| Asset Manager/ Institutional |
960,851 +8,171 |
47.5% | 107 | 450,200 -23,993 |
22.2% | 27 | 256,719 -4,654 |
12.7% | 69 |
| Leveraged Funds |
357,185 +45,204 |
17.6% | 51 | 915,541 +41,392 |
45.2% | 39 | 51,538 -8,188 |
2.5% | 25 |
| Other Reportables |
186,542 +2,788 |
9.2% | 21 | 68,438 -2,965 |
3.4% | 6 | 884 -5 |
0.0% | 0 |
| Nonreportable Positions |
166,613 -195 |
8.2% | 91,239 +4,617 |
4.5% | |||||
