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

Futures Only Positions as of 2020-09-15

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.

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 1,991,623   Total Changes: +1,945   Total Traders: 288

  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%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short