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 2020-11-17. 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 |
9,329 -1,336 |
0.7% | 6 | 141,023 -8,132 |
11.3% | 16 | 14,612 +6,565 |
1.2% | 9 |
| Asset Manager/ Institutional |
687,352 -9,458 |
55.0% | 62 | 177,340 -11,775 |
14.2% | 30 | 169,122 +11,300 |
13.5% | 50 |
| Leveraged Funds |
89,028 +707 |
7.1% | 25 | 522,703 +2,271 |
41.8% | 36 | 67,291 +33,507 |
5.4% | 26 |
| Other Reportables |
69,770 -3,618 |
5.6% | 10 | 15,603 +1,000 |
1.2% | 4 | 44 +44 |
0.0% | 0 |
| Nonreportable Positions |
143,758 -5,839 |
11.5% | 142,568 -2,908 |
11.4% | |||||
