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.
| 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 | ||
