COT Report: UST 2Y NOTE - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2023-01-24
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 2023-01-24. 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: 2,416,615 Total Changes: +80,648 Total Traders: 379
CFTC Code: #042601
Open Interest: 2,416,615 Total Changes: +80,648 Total Traders: 379
AS OF: 2023-01-24
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
52,593 -231 |
2.2% | 15 | 307,799 +21,258 |
12.7% | 40 | 18,121 +138 |
0.7% | 12 |
| Asset Manager/ Institutional |
1,254,427 +16,150 |
51.9% | 115 | 456,700 +8,012 |
18.9% | 61 | 321,866 +99 |
13.3% | 91 |
| Leveraged Funds |
357,738 +31,569 |
14.8% | 47 | 927,599 +40,019 |
38.4% | 56 | 57,175 +12,972 |
2.4% | 31 |
| Other Reportables |
146,263 +15,645 |
6.1% | 24 | 141,065 +5,357 |
5.8% | 21 | 961 +873 |
0.0% | 4 |
| Nonreportable Positions |
207,471 +3,433 |
8.6% | 185,329 -8,080 |
7.7% | |||||
