COT Report: 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2017-07-11

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 1,333,159   Total Changes: -32,206   Total Traders: 250

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
48,984
-26,375
3.7% 10 90,721
-4,420
6.8% 18 5,165
-1,523
0.4% 6
Asset Manager/
Institutional
441,593
+18,091
33.1% 52 229,947
+17,964
17.2% 38 175,342
-18,138
13.2% 45
Leveraged
Funds
312,855
+3,132
23.5% 39 305,357
-11,472
22.9% 46 34,967
-9,166
2.6% 29
Other
Reportables
191,416
+3,349
14.4% 18 323,141
-4,782
24.2% 29 4,999
+2,245
0.4% 7
Nonreportable
Positions
117,838
-3,821
8.8%   163,520
-2,914
12.3%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short