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

Futures Only Positions as of 2024-02-20

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 2024-02-20. 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: 4,030,850   Total Changes: +56,646   Total Traders: 450
AS OF: 2024-02-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
125,220
-15,546
3.1% 28 520,046
+48,346
12.9% 28 30,875
+14,629
0.8% 16
Asset Manager/
Institutional
1,819,641
+31,534
45.1% 156 491,390
+777
12.2% 47 366,299
+15,683
9.1% 92
Leveraged
Funds
727,198
-43,867
18.0% 62 2,183,254
-71,653
54.2% 69 126,091
+34,179
3.1% 39
Other
Reportables
535,063
+1,556
13.3% 48 141,402
-10,358
3.5% 12 33,670
+15,436
0.8% 6
Nonreportable
Positions
266,793
+3,042
6.6%   137,823
+9,607
3.4%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short