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 2022-06-21. 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 |
93,332 -242 |
4.5% | 17 | 221,681 +33,419 |
10.6% | 37 | 13,453 +884 |
0.6% | 10 |
Asset Manager/ Institutional |
847,224 -2,432 |
40.6% | 92 | 528,128 +102,408 |
25.3% | 64 | 361,884 +2,064 |
17.3% | 82 |
Leveraged Funds |
462,178 +61,337 |
22.1% | 39 | 321,296 -95,697 |
15.4% | 57 | 143,844 +31,480 |
6.9% | 33 |
Other Reportables |
29,878 -8,452 |
1.4% | 11 | 275,191 -8,446 |
13.2% | 34 | 1,093 -30 |
0.1% | 0 |
Nonreportable Positions |
134,031 -9,696 |
6.4% | 220,347 +8,831 |
10.6% |