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
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% | |||||
