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

Futures Only Positions as of 2017-06-20

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 1,328,286   Total Changes: -57,052   Total Traders: 279

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
42,958
+2,189
3.2% 11 166,720
-16,384
12.6% 25 4,723
+1,076
0.4% 8
Asset Manager/
Institutional
441,725
+1,155
33.3% 59 177,626
+629
13.4% 34 190,061
-5,506
14.3% 44
Leveraged
Funds
295,301
-41,826
22.2% 49 264,117
-17,189
19.9% 48 47,400
-2,054
3.6% 33
Other
Reportables
191,597
+4,538
14.4% 20 319,322
-21,234
24.0% 33 3,448
-3,865
0.3% 6
Nonreportable
Positions
111,073
-12,759
8.4%   154,869
+7,475
11.7%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short