Asset Manager/Institutional
- Long
- 2,249,346
- Short
- 628,123
- Net
- +1,621,223
- Weekly change
- +24,787
- Net / open interest
- 37.30%
- 52 reports
- 8th percentile
- 156 reports
- 24th percentile
2-Year Treasury Note futures COT positions and historical chart
Official market: UST 2Y NOTE · CBOT · TFF Futures Only
Latest report: 8 September 2026 · processed 11 Sept 2026, 19:31 · Current weekly data
Official CFTC datasetCurrent positioning summary
Leveraged Funds held a net-short 2-Year Treasury Note futures position of 1,290,479 contracts. The position decreased by 22,445 contracts from the preceding available report. The position ranked in the 97th percentile of the latest 156 available reports.
Report date: 8 September 2026
Leveraged Funds
- Long
- 585,711
- Short
- 1,876,190
- Net
- -1,290,479
- Weekly change
- -22,445
- Net / open interest
- -29.69%
- 52 reports
- 94th percentile
- 156 reports
- 97th percentile
Historical net position
Actual report dates; missing weeks are not interpolated. A data table follows the chart.
Accessible historical data
Recent normalized observations are server rendered; the chart uses client-side state and the market page keeps one canonical URL.
| Report date | Participant | Long | Short | Net | Weekly change | 4-report change | 52-report context |
|---|---|---|---|---|---|---|---|
| 2026-09-08 | Dealer/Intermediary | 133,038 | 576,886 | -443,848 | -9,486 | +36,604 | 29th percentile |
| 2026-09-08 | Asset Manager/Institutional | 2,249,346 | 628,123 | +1,621,223 | +24,787 | -59,166 | 8th percentile |
| 2026-09-08 | Leveraged Funds | 585,711 | 1,876,190 | -1,290,479 | -22,445 | +69,042 | 94th percentile |
| 2026-09-08 | Other Reportables | 291,684 | 226,112 | +65,572 | +8,030 | -46,204 | 4th percentile |
| 2026-09-08 | Non-Reportable | 210,727 | 163,195 | +47,532 | -886 | -276 | 10th percentile |
| 2026-09-01 | Dealer/Intermediary | 120,786 | 555,148 | -434,362 | +17,234 | +67,783 | 31th percentile |
| 2026-09-01 | Asset Manager/Institutional | 2,213,482 | 617,046 | +1,596,436 | -12,420 | -96,853 | 2th percentile |
| 2026-09-01 | Leveraged Funds | 615,140 | 1,883,174 | -1,268,034 | -35,281 | +66,147 | 96th percentile |
| 2026-09-01 | Other Reportables | 288,926 | 231,384 | +57,542 | -21,379 | -47,554 | 2th percentile |
| 2026-09-01 | Non-Reportable | 213,095 | 164,677 | +48,418 | +51,846 | +10,477 | 13th percentile |
| 2026-08-25 | Dealer/Intermediary | 103,986 | 555,582 | -451,596 | +51,900 | +30,274 | 27th percentile |
| 2026-08-25 | Asset Manager/Institutional | 2,187,590 | 578,734 | +1,608,856 | -11,569 | -236,156 | 2th percentile |
| 2026-08-25 | Leveraged Funds | 627,120 | 1,859,873 | -1,232,753 | +10,251 | +331,541 | 100th percentile |
| 2026-08-25 | Other Reportables | 302,881 | 223,960 | +78,921 | -8,133 | -74,156 | 4th percentile |
| 2026-08-25 | Non-Reportable | 230,847 | 234,275 | -3,428 | -42,449 | -51,503 | 2th percentile |
| 2026-08-18 | Dealer/Intermediary | 123,861 | 627,357 | -503,496 | -23,044 | -39,783 | 6th percentile |
| 2026-08-18 | Asset Manager/Institutional | 2,277,779 | 657,354 | +1,620,425 | -59,964 | -200,463 | 2th percentile |
| 2026-08-18 | Leveraged Funds | 638,468 | 1,881,472 | -1,243,004 | +116,517 | +352,124 | 100th percentile |
| 2026-08-18 | Other Reportables | 317,838 | 230,784 | +87,054 | -24,722 | -84,108 | 8th percentile |
| 2026-08-18 | Non-Reportable | 212,930 | 173,909 | +39,021 | -8,787 | -27,770 | 6th percentile |
| 2026-08-11 | Dealer/Intermediary | 123,637 | 604,089 | -480,452 | +21,693 | -21,570 | 15th percentile |
| 2026-08-11 | Asset Manager/Institutional | 2,342,975 | 662,586 | +1,680,389 | -12,900 | -192,426 | 2th percentile |
| 2026-08-11 | Leveraged Funds | 618,328 | 1,977,849 | -1,359,521 | -25,340 | +312,245 | 98th percentile |
| 2026-08-11 | Other Reportables | 333,428 | 221,652 | +111,776 | +6,680 | -72,840 | 42th percentile |
| 2026-08-11 | Non-Reportable | 215,176 | 167,368 | +47,808 | +9,867 | -25,409 | 6th percentile |
| 2026-08-04 | Dealer/Intermediary | 106,316 | 608,461 | -502,145 | -20,275 | -138,480 | 6th percentile |
| 2026-08-04 | Asset Manager/Institutional | 2,363,985 | 670,696 | +1,693,289 | -151,723 | -198,704 | 2th percentile |
| 2026-08-04 | Leveraged Funds | 614,448 | 1,948,629 | -1,334,181 | +230,113 | +422,347 | 100th percentile |
| 2026-08-04 | Other Reportables | 334,443 | 229,347 | +105,096 | -47,981 | -44,569 | 27th percentile |
| 2026-08-04 | Non-Reportable | 211,389 | 173,448 | +37,941 | -10,134 | -40,594 | 4th percentile |
| 2026-07-28 | Dealer/Intermediary | 107,074 | 588,944 | -481,870 | -18,157 | -54,982 | 12th percentile |
| 2026-07-28 | Asset Manager/Institutional | 2,425,700 | 580,688 | +1,845,012 | +24,124 | -114,998 | 6th percentile |
| 2026-07-28 | Leveraged Funds | 456,470 | 2,020,764 | -1,564,294 | +30,834 | +184,581 | 100th percentile |
| 2026-07-28 | Other Reportables | 372,079 | 219,002 | +153,077 | -18,085 | +5,630 | 69th percentile |
| 2026-07-28 | Non-Reportable | 215,229 | 167,154 | +48,075 | -18,716 | -20,231 | 4th percentile |
| 2026-07-21 | Dealer/Intermediary | 116,660 | 580,373 | -463,713 | -4,831 | +20,332 | 13th percentile |
| 2026-07-21 | Asset Manager/Institutional | 2,407,459 | 586,571 | +1,820,888 | -51,927 | -196,441 | 2th percentile |
| 2026-07-21 | Leveraged Funds | 358,297 | 1,953,425 | -1,595,128 | +76,638 | +192,424 | 100th percentile |
| 2026-07-21 | Other Reportables | 390,094 | 218,932 | +171,162 | -13,454 | -11,972 | 77th percentile |
| 2026-07-21 | Non-Reportable | 221,608 | 154,817 | +66,791 | -6,426 | -4,343 | 12th percentile |
How to interpret 2-Year Treasury Note positioning
What the contract represents
2-Year Treasury Note futures concentrate exposure near the policy-sensitive front of the US yield curve.
Categories traders monitor
Dealer, Asset Manager and Leveraged Fund positions can reflect market-making, hedging and tactical rate views with very different objectives.
Interpretation considerations
A futures net position is not directly equivalent to a cash-bond duration position.
Important limitations
Basis trades and curve spreads can make a large position non-directional when viewed in isolation.
Related markets
Download the latest 52 reports as CSV
COT research guides
What Is the Commitments of Traders Report?A practical overview of CFTC COT coverage, publication lag, participant categories, net positioning and limitations.How to Read a COT ReportRead long and short positions, weekly changes, flips and rolling percentiles without overstating what delayed positioning data can show.COT Report Release ScheduleUnderstand the Tuesday position date, later publication, exceptional delays and Squawkdeck processing timestamps.COT Participant Categories ExplainedCompare Dealer/Intermediary, Asset Manager/Institutional, Leveraged Funds, Other Reportables and Non-Reportable traders.Futures Only vs Options Combined COT ReportsLearn why COT report scopes should not be mixed and which TFF scope Squawkdeck uses.CFTC Data MethodologyOfficial sources, contract mapping, formulas, rolling statistics, corrections, missing data and limitations for Squawkdeck CFTC research.