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

Futures Only Positions as of 2020-08-04

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 2020-08-04. 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
Code-042601
FUTURES ONLY POSITIONS AS OF 2020-08-04
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $200,000 FACE VALUE) Open Interest: 2,209,759
489,198 739,400 12,636 1,508,760 1,350,832 2,010,594 2,102,868 199,165 106,891
Changes (Change In Open Interest: +93,394 )
+39,177 +60,068 +1,266 +29,549 +16,464 +69,992 +77,798 +23,402 +15,596
Percent of Open Interest for Each Category of Traders
22.1% 33.5% 0.6% 68.3% 61.1% 91.0% 95.2% 9.0% 4.8%
Number of Traders in Each Category (Total Traders: 306)
71 32 20 153 130 231 175    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short