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Positioning & Flows11 Sept 2026UTC

Two-year note net positioning reaches -882,518 contracts, a 99.4th percentile reading

Two-year note net positioning climbed to -882,518 contracts on 1 September, ranking 99.4th among readings over the trailing 156 reports.

Reading
-882,518 contracts
Observed
1 Sept 2026
Standard deviations
2.16
Percentile
99th percentile

What it means

Readings at or above that level occurred in 0.64% of the trailing 156 reports.

How it was measured

Commodity Futures Trading Commission, Commitments of Traders. Net non-commercial positioning in Two-Year Treasury Note Futures, Chicago Board of Trade, 1 September 2026.

Informational research only. Nothing here is personalised investment advice.