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.
| 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% | |||||
