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

Futures Only Positions as of 2017-11-14

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 1,846,853   Total Changes: +43,652   Total Traders: 299

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
93,296
+6,020
5.1% 20 172,929
+3,647
9.4% 25 31,182
+16,545
1.7% 10
Asset Manager/
Institutional
456,143
+10,542
24.7% 62 403,382
+33,738
21.8% 43 208,215
-6,052
11.3% 50
Leveraged
Funds
617,733
+197
33.4% 56 472,242
-16,387
25.6% 54 134,824
+33,680
7.3% 47
Other
Reportables
183,476
-4,092
9.9% 21 250,657
-9,645
13.6% 18 1,726
-12,626
0.1% 5
Nonreportable
Positions
120,258
-562
6.5%   171,696
+752
9.3%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short