COT Report: UST 2Y NOTE - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2022-09-20
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 2022-09-20. 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: 2,020,402 Total Changes: +11,622 Total Traders: 340
CFTC Code: #042601
Open Interest: 2,020,402 Total Changes: +11,622 Total Traders: 340
AS OF: 2022-09-20
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
45,167 -5,688 |
2.2% | 10 | 237,260 -35,839 |
11.7% | 38 | 11,491 -23 |
0.6% | 9 |
| Asset Manager/ Institutional |
1,072,040 -22,779 |
53.1% | 99 | 470,777 +23,266 |
23.3% | 55 | 292,396 +14 |
14.5% | 87 |
| Leveraged Funds |
257,055 +85,739 |
12.7% | 36 | 514,078 +43,828 |
25.4% | 61 | 54,791 -29,838 |
2.7% | 27 |
| Other Reportables |
132,270 -27,395 |
6.5% | 13 | 188,651 -19,144 |
9.3% | 28 | 1,086 +186 |
0.1% | 4 |
| Nonreportable Positions |
154,106 +11,406 |
7.6% | 249,872 +29,172 |
12.4% | |||||
