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

Futures Only Positions as of 2020-09-22

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.

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 2,024,498   Total Changes: +32,875   Total Traders: 290

  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%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short