COT Report: 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2021-10-12

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 2021-10-12. 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: 1,845,270   Total Changes: +71,796   Total Traders: 317
AS OF: 2021-10-12

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
96,406
+37,092
5.2% 18 111,326
+13,930
6.0% 37 25,337
-2,860
1.4% 10
Asset Manager/
Institutional
653,774
-23,373
35.4% 87 597,277
+42,476
32.4% 56 326,340
+3,942
17.7% 79
Leveraged
Funds
449,397
+40,399
24.4% 48 399,210
-46,553
21.6% 38 69,151
+21,927
3.7% 31
Other
Reportables
94,607
+943
5.1% 15 166,462
+36,512
9.0% 18 1,518
+1,047
0.1% 0
Nonreportable
Positions
128,740
-7,321
7.0%   148,649
+1,375
8.1%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short