Below is the Commitments of Traders (COT) report for U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for U.S. TREASURY BONDS is as of 2020-06-30. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (CONTRACTS OF $100,000 FACE VALUE) | Open Interest: 1,013,863 | |||||||
| 108,088 | 217,015 | 7,099 | 733,882 | 662,532 | 849,069 | 886,646 | 164,794 | 127,217 |
| Changes | (Change In Open Interest: -8,889 ) | |||||||
| -17,854 | +17,704 | -4,774 | -1,656 | -16,321 | -24,284 | -3,391 | +15,395 | -5,498 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 10.7% | 21.4% | 0.7% | 72.4% | 65.3% | 83.7% | 87.5% | 16.3% | 12.5% |
| Number of Traders in Each Category | (Total Traders: 168) | |||||||
| 32 | 22 | 15 | 76 | 84 | 112 | 117 | ||
