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

Futures Only Positions as of 2017-09-19

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 1,505,108   Total Changes: -4,682   Total Traders: 272

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
67,581
+12,113
4.5% 15 160,040
-17,242
10.6% 22 5,226
-842
0.3% 7
Asset Manager/
Institutional
407,022
+8,781
27.0% 56 309,495
+40,290
20.6% 43 191,539
-5,403
12.7% 52
Leveraged
Funds
469,135
-6,530
31.2% 49 299,279
+9,334
19.9% 44 44,581
-5,898
3.0% 32
Other
Reportables
184,684
+1,147
12.3% 18 334,644
-21,608
22.2% 25 4,704
+696
0.3% 8
Nonreportable
Positions
130,636
-8,746
8.7%   155,600
-4,009
10.3%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short