COT Report: 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-02-23
Below is the Commitments of Traders (COT) report for 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 2-YEAR U.S. TREASURY NOTES is as of 2021-02-23. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 2,379,004 Total Changes: +35,552 Total Traders: 300
CFTC Code: #042601
Open Interest: 2,379,004 Total Changes: +35,552 Total Traders: 300
AS OF: 2021-02-23
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
44,521 -1,312 |
1.9% | 9 | 297,474 +62,457 |
12.5% | 37 | 22,778 -6,340 |
1.0% | 15 |
| Asset Manager/ Institutional |
961,830 -19,248 |
40.4% | 95 | 476,462 -51,896 |
20.0% | 30 | 293,202 -7,086 |
12.3% | 70 |
| Leveraged Funds |
610,123 +60,316 |
25.6% | 56 | 1,034,621 +37,297 |
43.5% | 38 | 94,882 +2,584 |
4.0% | 31 |
| Other Reportables |
174,949 -3,288 |
7.4% | 21 | 52,397 +1,392 |
2.2% | 13 | 30,967 +29,759 |
1.3% | 5 |
| Nonreportable Positions |
145,752 -19,833 |
6.1% | 76,221 -32,615 |
3.2% | |||||
