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

Futures Only Positions as of 2020-03-31

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 2,854,827   Total Changes: -228,296   Total Traders: 342

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
75,344
+10,336
2.6% 13 310,483
-81,241
10.9% 32 9,480
-5,389
0.3% 6
Asset Manager/
Institutional
1,224,232
-91,416
42.9% 120 670,207
-3,420
23.5% 30 269,793
+5,570
9.5% 71
Leveraged
Funds
756,757
-107,002
26.5% 57 1,343,738
-122,005
47.1% 53 44,206
-15,531
1.5% 28
Other
Reportables
301,900
-6,989
10.6% 19 116,630
+3,897
4.1% 18 1,845
-678
0.1% 0
Nonreportable
Positions
171,270
-17,197
6.0%   88,445
-9,499
3.1%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short