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

Futures Only Positions as of 2018-01-09

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 1,851,906   Total Changes: +51,445   Total Traders: 321

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
122,075
+25,782
6.6% 20 179,884
+14,212
9.7% 28 9,549
-2,110
0.5% 10
Asset Manager/
Institutional
609,147
+37,174
32.9% 72 358,133
-2,910
19.3% 41 220,800
-292
11.9% 55
Leveraged
Funds
504,275
-4,277
27.2% 51 560,590
+35,394
30.3% 63 57,999
-6,068
3.1% 32
Other
Reportables
210,769
+10,616
11.4% 26 290,548
+5,049
15.7% 20 2,247
-387
0.1% 5
Nonreportable
Positions
115,045
-8,993
6.2%   172,156
+8,557
9.3%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short