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

Futures Only Positions as of 2023-09-19

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 2023-09-19. 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: 3,732,382   Total Changes: +78,862   Total Traders: 449
AS OF: 2023-09-19

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
152,523
-1,258
4.1% 38 350,816
+12,185
9.4% 23 5,078
-894
0.1% 8
Asset Manager/
Institutional
1,719,914
+31,580
46.1% 155 529,423
+18,706
14.2% 42 306,971
+3,048
8.2% 89
Leveraged
Funds
765,063
-2,259
20.5% 66 2,127,913
+31,160
57.0% 64 70,936
+13,975
1.9% 32
Other
Reportables
428,612
+35,570
11.5% 50 172,498
+5,050
4.6% 11 24,847
+272
0.7% 0
Nonreportable
Positions
258,438
-1,172
6.9%   143,900
-4,640
3.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short