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
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% | |||||
