COT Report: 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2022-01-11
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 2022-01-11. 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: 2,017,016 Total Changes: +69,418 Total Traders: 347
CFTC Code: #042601
Open Interest: 2,017,016 Total Changes: +69,418 Total Traders: 347
AS OF: 2022-01-11
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
49,618 -7,068 |
2.5% | 14 | 170,922 +10,677 |
8.5% | 34 | 12,688 -5,884 |
0.6% | 7 |
| Asset Manager/ Institutional |
732,298 +56,041 |
36.3% | 80 | 661,120 -9,490 |
32.8% | 74 | 392,316 -590 |
19.5% | 81 |
| Leveraged Funds |
530,263 -7,810 |
26.3% | 46 | 199,563 +35,871 |
9.9% | 56 | 113,825 +23,379 |
5.6% | 31 |
| Other Reportables |
45,621 +349 |
2.3% | 11 | 258,233 +5,338 |
12.8% | 32 | 15,093 +6,218 |
0.7% | 5 |
| Nonreportable Positions |
125,294 +4,783 |
6.2% | 193,256 +3,899 |
9.6% | |||||
