Below is the Commitments of Traders (COT) report for 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 2-YEAR U.S. TREASURY NOTES is as of 2020-10-13. 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 $200,000 FACE VALUE) | Open Interest: 1,985,582 | |||||||
| 420,563 | 665,768 | 19,435 | 1,381,020 | 1,210,868 | 1,821,018 | 1,896,071 | 164,564 | 89,511 |
| Changes | (Change In Open Interest: -2,821 ) | |||||||
| -36,605 | -31,013 | +1,105 | +37,708 | +32,853 | +2,208 | +2,945 | -5,029 | -5,766 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 21.2% | 33.5% | 1.0% | 69.6% | 61.0% | 91.7% | 95.5% | 8.3% | 4.5% |
| Number of Traders in Each Category | (Total Traders: 284) | |||||||
| 64 | 33 | 18 | 143 | 118 | 212 | 164 | ||
