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

Futures Only Positions as of 2017-10-17

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 1,737,821   Total Changes: +73,141   Total Traders: 278

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
79,491
+1,054
4.6% 16 179,151
-20,166
10.3% 24 7,114
+1,944
0.4% 7
Asset Manager/
Institutional
447,260
-3,692
25.7% 59 325,701
+2,094
18.7% 39 193,619
-1,695
11.1% 52
Leveraged
Funds
668,535
+64,349
38.5% 51 449,826
+86,652
25.9% 51 48,770
+3,722
2.8% 33
Other
Reportables
168,433
+4,153
9.7% 13 368,659
-221
21.2% 25 1,983
-573
0.1% 5
Nonreportable
Positions
122,616
+3,879
7.1%   162,998
+1,384
9.4%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short