Below is the Commitments of Traders (COT) report for UST 2Y NOTE - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for UST 2Y NOTE is as of 2024-03-19. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Long | Short | Spread | |||||||
---|---|---|---|---|---|---|---|---|---|
Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
Dealer Intermediary |
109,497 -22,796 |
3.0% | 33 | 481,791 +14,511 |
13.0% | 30 | 16,194 +7,059 |
0.4% | 9 |
Asset Manager/ Institutional |
1,664,245 -54,228 |
45.0% | 159 | 480,720 +5,733 |
13.0% | 45 | 442,347 +58,187 |
12.0% | 87 |
Leveraged Funds |
563,557 +65,806 |
15.2% | 61 | 1,869,885 -51,531 |
50.6% | 79 | 119,534 +14,978 |
3.2% | 37 |
Other Reportables |
508,202 -7,086 |
13.7% | 52 | 126,790 +7,110 |
3.4% | 14 | 28,558 +4,919 |
0.8% | 4 |
Nonreportable Positions |
245,616 -6,220 |
6.6% | 131,931 -347 |
3.6% |