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

Futures Only Positions as of 2024-04-16

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 2024-04-16. 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: 3,987,292   Total Changes: +127,750   Total Traders: 481
AS OF: 2024-04-16

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
150,893
+29,081
3.8% 39 522,382
+43,802
13.1% 30 11,264
-5,542
0.3% 9
Asset Manager/
Institutional
2,160,485
+451,422
54.2% 163 532,485
-3,198
13.4% 42 459,666
-8,136
11.5% 91
Leveraged
Funds
312,071
-297,080
7.8% 67 2,085,697
+146,336
52.3% 77 77,939
-45,836
2.0% 31
Other
Reportables
524,589
-3,604
13.2% 51 138,320
+12,693
3.5% 12 26,841
-947
0.7% 4
Nonreportable
Positions
263,544
+8,392
6.6%   132,698
-11,422
3.3%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short