COT Report: U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-07-27
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 2021-07-27. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #020601
Open Interest: 1,186,182 Total Changes: -25,109 Total Traders: 189
CFTC Code: #020601
Open Interest: 1,186,182 Total Changes: -25,109 Total Traders: 189
AS OF: 2021-07-27
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
8,479 -4,271 |
0.7% | 7 | 121,093 -11,757 |
10.2% | 18 | 3,265 -474 |
0.3% | 6 |
| Asset Manager/ Institutional |
584,558 +7,889 |
49.3% | 58 | 302,682 +4,675 |
25.5% | 42 | 231,243 +245 |
19.5% | 58 |
| Leveraged Funds |
73,635 -2,066 |
6.2% | 11 | 291,694 -18,960 |
24.6% | 37 | 20,426 -3,212 |
1.7% | 17 |
| Other Reportables |
71,708 -30,013 |
6.0% | 9 | 39,002 +3,199 |
3.3% | 7 | 238 -403 |
0.0% | 0 |
| Nonreportable Positions |
192,630 +7,196 |
16.2% | 176,539 +1,578 |
14.9% | |||||
