COT Report: U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-02-16
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 2021-02-16. 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: 1,207,207 Total Changes: +24,044 Total Traders: 197
CFTC Code: #020601
Open Interest: 1,207,207 Total Changes: +24,044 Total Traders: 197
AS OF: 2021-02-16
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
7,980 -716 |
0.7% | 7 | 126,107 +11,217 |
10.4% | 20 | 6,341 +1,388 |
0.5% | 9 |
| Asset Manager/ Institutional |
651,678 -16,939 |
54.0% | 56 | 223,531 +13,031 |
18.5% | 36 | 204,958 +9,966 |
17.0% | 51 |
| Leveraged Funds |
76,169 +23,258 |
6.3% | 21 | 399,714 -18,740 |
33.1% | 38 | 32,964 +5,697 |
2.7% | 30 |
| Other Reportables |
73,432 -762 |
6.1% | 11 | 34,993 +1,574 |
2.9% | 7 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
153,685 +2,152 |
12.7% | 178,599 -89 |
14.8% | |||||
