COT Report: 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-07-27
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 2021-07-27. 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: 1,975,684 Total Changes: -37,394 Total Traders: 309
CFTC Code: #042601
Open Interest: 1,975,684 Total Changes: -37,394 Total Traders: 309
AS OF: 2021-07-27
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
57,091 -6,545 |
2.9% | 16 | 152,709 -6,961 |
7.7% | 32 | 11,287 -4,026 |
0.6% | 9 |
| Asset Manager/ Institutional |
839,558 -8,263 |
42.5% | 93 | 520,436 +28,083 |
26.3% | 46 | 329,833 +8,081 |
16.7% | 75 |
| Leveraged Funds |
424,505 -20,937 |
21.5% | 40 | 659,417 -49,501 |
33.4% | 48 | 53,385 -5,175 |
2.7% | 23 |
| Other Reportables |
114,509 -1,470 |
5.8% | 17 | 111,376 -11,840 |
5.6% | 17 | 4,350 +4,176 |
0.2% | 0 |
| Nonreportable Positions |
141,166 -3,235 |
7.1% | 132,891 -231 |
6.7% | |||||
