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

Futures Only Positions as of 2017-08-15

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code: #042601
Open Interest: 1,469,407   Total Changes: +58,900   Total Traders: 279

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
46,629
-10,994
3.2% 9 159,619
-8,163
10.9% 29 4,277
-1,919
0.3% 7
Asset Manager/
Institutional
476,647
-6,146
32.4% 63 194,349
-25,758
13.2% 37 192,914
+32,803
13.1% 51
Leveraged
Funds
350,184
+10,660
23.8% 46 341,165
+26,029
23.2% 50 68,165
+25,979
4.6% 41
Other
Reportables
190,461
-1,146
13.0% 18 349,068
+12,193
23.8% 27 7,278
+1,215
0.5% 5
Nonreportable
Positions
132,852
+8,448
9.0%   152,572
-3,479
10.4%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short