Below is the Commitments of Traders (COT) report for U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for U.S. TREASURY BONDS is as of 2020-11-17. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (CONTRACTS OF $100,000 FACE VALUE) | Open Interest: 1,250,306 | |||||||
| 118,013 | 352,422 | 67,086 | 921,449 | 688,230 | 1,106,548 | 1,107,738 | 143,758 | 142,568 |
| Changes | (Change In Open Interest: +31,872 ) | |||||||
| -6,753 | -8,971 | +29,280 | +15,184 | +14,471 | +37,711 | +34,780 | -5,839 | -2,908 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 9.4% | 28.2% | 5.4% | 73.7% | 55.0% | 88.5% | 88.6% | 11.5% | 11.4% |
| Number of Traders in Each Category | (Total Traders: 189) | |||||||
| 35 | 29 | 30 | 91 | 90 | 137 | 138 | ||
