COT Reports

Commitments of Traders

Contracts: 465
Financial Reports: 28,796
Disaggregated Reports: 137,960
Search Contract
Futures Only
Report Date

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

Contract Code: 042601

Futures Only

Type:
Futures Only

COT Report: 2021/06/08

Report Date:
2015/12/29

Dealer Intermediary

Positions

  • Long84,144
  • Short133,362
  • Net
    -49,218
  • Spreading22,559

Change

  • Long-87,267
  • Short-33,307
  • Spreading+503

Open Interest

  • Long3.9%
  • Short6.2%
  • Spreading1.1%

Traders

  • Long14
  • Short32
  • Spreading8

Asset Mger / Inst

Positions

  • Long940,651
  • Short448,647
  • Net
    +492,004
  • Spreading290,051

Change

  • Long-29,876
  • Short-6,077
  • Spreading-10,530

Open Interest

  • Long44.1%
  • Short21%
  • Spreading13.6%

Traders

  • Long102
  • Short34
  • Spreading73

Leveraged Funds

Positions

  • Long428,124
  • Short1,009,438
  • Net
    -581,314
  • Spreading51,528

Change

  • Long+10,549
  • Short-58,102
  • Spreading-13,033

Open Interest

  • Long20.1%
  • Short47.3%
  • Spreading2.4%

Traders

  • Long52
  • Short45
  • Spreading26

Other Reportables

Positions

  • Long156,330
  • Short62,228
  • Net
    +94,102
  • Spreading1,215

Change

  • Long+5,167
  • Short+1,572
  • Spreading+12

Open Interest

  • Long7.3%
  • Short2.9%
  • Spreading0.1%

Traders

  • Long24
  • Short14
  • Spreading

Non Reportable

Positions

  • Long159,370
  • Short114,944
  • Net
    +44,426
  • Spreading0

Change

  • Long+2,663
  • Short-2,850
  • Spreading0

Open Interest

  • Long7.5%
  • Short5.4%
  • Spreading0%

Traders

  • Long-
  • Short-
  • Spreading-

Historical Data

Time Range:
5 Years

Positions - Net

Positions - Lo/Sh/Sp

Volume