COT Report: UST 2Y NOTE - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2024-03-19

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.

UST 2Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 3,697,750   Total Changes: +60,619   Total Traders: 473
AS OF: 2024-03-19

  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%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short