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

Futures Only Positions as of 2020-11-17

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 2020-11-17. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 2,018,179   Total Changes: +11,310   Total Traders: 281

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
26,090
-6,696
1.3% 12 132,090
+26,395
6.5% 22 23,605
+6,013
1.2% 7
Asset Manager/
Institutional
907,379
-14,524
45.0% 96 575,923
+34,653
28.5% 35 251,823
+3,057
12.5% 67
Leveraged
Funds
420,327
+10,836
20.8% 55 814,143
-57,454
40.3% 33 55,423
+3,950
2.7% 31
Other
Reportables
171,602
+3,110
8.5% 21 60,461
-1,126
3.0% 7 1,269
+334
0.1% 4
Nonreportable
Positions
160,661
+5,230
8.0%   103,442
-4,512
5.1%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short