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
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%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short