COT Report: 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-01-12
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 2021-01-12. 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: 1,974,734 Total Changes: +46,109 Total Traders: 278
CFTC Code: #042601
Open Interest: 1,974,734 Total Changes: +46,109 Total Traders: 278
AS OF: 2021-01-12
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
41,289 +9,392 |
2.1% | 8 | 134,004 -6,896 |
6.8% | 27 | 14,571 +3,333 |
0.7% | 8 |
| Asset Manager/ Institutional |
880,709 +3,830 |
44.6% | 92 | 521,771 +12,620 |
26.4% | 31 | 268,540 +4,473 |
13.6% | 67 |
| Leveraged Funds |
388,037 +15,289 |
19.6% | 54 | 848,602 -3,808 |
43.0% | 36 | 38,252 +16,510 |
1.9% | 26 |
| Other Reportables |
173,685 -6,096 |
8.8% | 20 | 49,566 +17,530 |
2.5% | 10 | 1,171 +217 |
0.1% | 4 |
| Nonreportable Positions |
168,480 -839 |
8.5% | 98,257 +2,130 |
5.0% | |||||
