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.
| 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% | |||||
