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 (COT legacy report, 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
Code-042601
FUTURES ONLY POSITIONS AS OF 2020-09-22
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $200,000 FACE VALUE) Open Interest: 2,024,498
456,598 715,355 44,913 1,356,374 1,172,991 1,857,885 1,933,259 166,613 91,239
Changes (Change In Open Interest: +32,875 )
+34,757 +53,981 +1,084 -2,771 -26,807 +33,070 +28,258 -195 +4,617
Percent of Open Interest for Each Category of Traders
22.6% 35.3% 2.2% 67.0% 57.9% 91.8% 95.5% 8.2% 4.5%
Number of Traders in Each Category (Total Traders: 290)
67 27 25 151 125 229 166    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short