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 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 |
45,512 +9,222 |
2.3% | 15 | 154,368 -8,333 |
7.8% | 22 | 8,900 +3,041 |
0.4% | 8 |
| Asset Manager/ Institutional |
952,680 +21,913 |
47.8% | 107 | 474,193 +27,363 |
23.8% | 28 | 261,373 +1,108 |
13.1% | 70 |
| Leveraged Funds |
311,981 -14,996 |
15.7% | 51 | 874,149 +699 |
43.9% | 38 | 59,726 -14,662 |
3.0% | 29 |
| Other Reportables |
183,754 -641 |
9.2% | 20 | 71,403 +566 |
3.6% | 7 | 889 0 |
0.0% | 0 |
| Nonreportable Positions |
166,808 -3,040 |
8.4% | 86,622 -7,837 |
4.3% | |||||
