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
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% | |||||
