COT Report: U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2020-09-15

Below is the Commitments of Traders (COT) report for U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for U.S. TREASURY BONDS is as of 2020-09-15. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #020601
Open Interest: 1,174,506   Total Changes: +21,724   Total Traders: 185

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
5,640
+3,227
0.5% 6 146,876
+14,762
12.5% 17 1,880
-1,549
0.2% 4
Asset Manager/
Institutional
629,788
+13,314
53.6% 63 187,326
-3,893
15.9% 28 189,286
-7,709
16.1% 47
Leveraged
Funds
90,265
+13,331
7.7% 25 454,059
+22,311
38.7% 31 32,021
+2,377
2.7% 16
Other
Reportables
66,074
+1,013
5.6% 8 26,846
+601
2.3% 7 40
-10
0.0% 0
Nonreportable
Positions
159,512
-2,270
13.6%   136,172
-5,166
11.6%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short