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

Futures Only Positions as of 2024-06-11

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 2024-06-11. 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: 3,982,747   Total Changes: +140,849   Total Traders: 487
AS OF: 2024-06-11

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
153,157
+27,865
3.8% 34 486,493
+36,813
12.2% 31 14,935
-4,724
0.4% 10
Asset Manager/
Institutional
2,179,464
+94,338
54.7% 174 486,428
-42,800
12.2% 39 403,685
+325
10.1% 91
Leveraged
Funds
329,279
+44,963
8.3% 68 2,259,466
+163,401
56.7% 71 75,169
-12,519
1.9% 36
Other
Reportables
552,723
-3,274
13.9% 59 121,102
+5,865
3.0% 11 8,704
-3,230
0.2% 4
Nonreportable
Positions
265,631
-2,895
6.7%   126,765
-2,282
3.2%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short