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 2022-05-24. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Long | Short | Spread | |||||||
---|---|---|---|---|---|---|---|---|---|
Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
Dealer Intermediary |
89,718 +4,209 |
3.6% | 16 | 244,565 -5,035 |
9.7% | 51 | 39,725 +21,182 |
1.6% | 20 |
Asset Manager/ Institutional |
854,938 -75,990 |
33.8% | 91 | 416,030 +27,379 |
16.5% | 59 | 417,237 -29,328 |
16.5% | 83 |
Leveraged Funds |
653,801 +101,899 |
25.9% | 39 | 539,855 +60,537 |
21.4% | 58 | 270,961 +123,756 |
10.7% | 40 |
Other Reportables |
38,148 -9,532 |
1.5% | 11 | 364,594 -59,419 |
14.4% | 39 | 14,329 +4,327 |
0.6% | 9 |
Nonreportable Positions |
147,143 +9,453 |
5.8% | 218,704 +6,577 |
8.7% |