Spreadsheet: 7356da47-f1c9-47a3-a696-3e5c182cca14
Sheet: CBT 5 Year Treasury (FB)

 |  | Dealer intermediary |  | Asset Manager/ Institutional |  | Leveraged Funds |  | Other Reportable |  | Daily Average Large Trader Net Position Changes | Daily Average Trade Volume
Week Starting | Week Ending | "Buys" | "Sells" | "Buys" | "Sells" | "Buys" | "Sells" | "Buys" | "Sells"
2009-01-05 00:00:00 | 2009-01-09 00:00:00 | 8610 | 18067 | 21907 | 13129 | 12066 | 14680 | 3667 | 2909 | 47518 | 236842
2009-01-12 00:00:00 | 2009-01-16 00:00:00 | 11555 | 13303 | 8648 | 14073 | 11318 | 14703 | 11010 | 1493 | 43051 | 237710
2009-01-19 00:00:00 | 2009-01-23 00:00:00 | 14718 | 9320 | 8606 | 6632 | 9729 | 9811 | 3604 | 3988 | 33204 | 254851
2009-01-26 00:00:00 | 2009-01-30 00:00:00 | 8890 | 11448 | 8163 | 14027 | 10120 | 8641 | 6152 | 1455 | 34448 | 260127
2009-02-02 00:00:00 | 2009-02-06 00:00:00 | 12549 | 11223 | 8991 | 16035 | 13563 | 7683 | 3569 | 1948 | 37781 | 253006
2009-02-09 00:00:00 | 2009-02-13 00:00:00 | 7106 | 9788 | 4627 | 8247 | 14581 | 9177 | 5000 | 621 | 29574 | 247346
2009-02-16 00:00:00 | 2009-02-20 00:00:00 | 17837 | 16394 | 16146 | 13364 | 13653 | 18608 | 2563 | 3686 | 51125 | 502767
2009-02-23 00:00:00 | 2009-02-27 00:00:00 | 10683 | 24226 | 30620 | 16282 | 17695 | 16125 | 2234 | 4988 | 61427 | 767407
2009-03-02 00:00:00 | 2009-03-06 00:00:00 | 10523 | 15759 | 13680 | 13946 | 15570 | 11347 | 2756 | 8982 | 46281 | 410688
2009-03-09 00:00:00 | 2009-03-13 00:00:00 | 14829 | 24380 | 25139 | 10694 | 17285 | 20937 | 3939 | 4230 | 60716 | 389311
2009-03-16 00:00:00 | 2009-03-20 00:00:00 | 19366 | 17548 | 11382 | 12922 | 14683 | 15413 | 1406 | 2740 | 47730 | 312500
2009-03-23 00:00:00 | 2009-03-27 00:00:00 | 8141 | 17105 | 11164 | 6586 | 8340 | 16231 | 11296 | 1413 | 40139 | 267780
2009-03-30 00:00:00 | 2009-04-03 00:00:00 | 14306 | 15251 | 11441 | 7216 | 13093 | 10695 | 2750 | 3995 | 39373 | 267060
2009-04-06 00:00:00 | 2009-04-10 00:00:00 | 7718 | 9640 | 8243 | 7801 | 7705 | 8006 | 4570 | 1362 | 27523 | 204406
2009-04-13 00:00:00 | 2009-04-17 00:00:00 | 10972 | 10562 | 5284 | 9316 | 16296 | 13194 | 4468 | 991 | 35542 | 244627
2009-04-20 00:00:00 | 2009-04-24 00:00:00 | 12006 | 12280 | 12170 | 9930 | 10285 | 14598 | 5295 | 1564 | 39064 | 297985
2009-04-27 00:00:00 | 2009-05-01 00:00:00 | 12593 | 15066 | 11283 | 7599 | 23802 | 22078 | 3948 | 3800 | 50085 | 335312
2009-05-04 00:00:00 | 2009-05-08 00:00:00 | 11470 | 10039 | 8475 | 15446 | 14096 | 11851 | 8925 | 5944 | 43124 | 317730
2009-05-11 00:00:00 | 2009-05-15 00:00:00 | 11923 | 15679 | 15512 | 13272 | 13195 | 13506 | 5956 | 5292 | 47167 | 306291
2009-05-18 00:00:00 | 2009-05-22 00:00:00 | 17276 | 12466 | 15693 | 10032 | 16144 | 20909 | 5605 | 5683 | 51904 | 506226
2009-05-25 00:00:00 | 2009-05-29 00:00:00 | 24330 | 31997 | 20266 | 18845 | 21573 | 26238 | 13997 | 5827 | 81536 | 947304
2009-06-01 00:00:00 | 2009-06-05 00:00:00 | 20195 | 15814 | 14651 | 16932 | 21819 | 22686 | 3342 | 3052 | 59246 | 492058
2009-06-08 00:00:00 | 2009-06-12 00:00:00 | 13484 | 14823 | 17150 | 14480 | 17663 | 20860 | 2394 | 3611 | 52233 | 372041
2009-06-15 00:00:00 | 2009-06-19 00:00:00 | 24096 | 8524 | 14168 | 19298 | 20178 | 22395 | 2107 | 12913 | 61839 | 357206
2009-06-22 00:00:00 | 2009-06-26 00:00:00 | 8979 | 10616 | 20735 | 7931 | 13786 | 16807 | 5582 | 12570 | 48503 | 322747
2009-06-29 00:00:00 | 2009-07-03 00:00:00 | 7082 | 13253 | 12803 | 18556 | 18506 | 17329 | 7786 | 5743 | 50528 | 305830
2009-07-06 00:00:00 | 2009-07-10 00:00:00 | 11598 | 18805 | 10932 | 16423 | 18151 | 10416 | 4871 | 4845 | 48020 | 331012
2009-07-13 00:00:00 | 2009-07-17 00:00:00 | 7334 | 5980 | 8990 | 11448 | 13998 | 14814 | 10965 | 4736 | 39132 | 363678
2009-07-20 00:00:00 | 2009-07-24 00:00:00 | 14424 | 9641 | 5398 | 15812 | 21598 | 15382 | 5023 | 3890 | 45584 | 361566
2009-07-27 00:00:00 | 2009-07-31 00:00:00 | 14224 | 15083 | 19675 | 13498 | 12283 | 20547 | 7792 | 6659 | 54880 | 424806
2009-08-03 00:00:00 | 2009-08-07 00:00:00 | 16735 | 13081 | 20454 | 9874 | 17749 | 23024 | 7808 | 8311 | 58518 | 449498
2009-08-10 00:00:00 | 2009-08-14 00:00:00 | 19140 | 20193 | 7859 | 18108 | 19809 | 10921 | 2603 | 7873 | 53253 | 407188
2009-08-17 00:00:00 | 2009-08-21 00:00:00 | 12055 | 8478 | 4211 | 16003 | 17947 | 12225 | 5032 | 3673 | 39813 | 414177
2009-08-24 00:00:00 | 2009-08-28 00:00:00 | 11465 | 12910 | 11738 | 7810 | 12723 | 19382 | 6335 | 3845 | 43104 | 768196
2009-08-31 00:00:00 | 2009-09-04 00:00:00 | 8052 | 20205 | 13209 | 6665 | 14744 | 14753 | 3143 | 1651 | 41210 | 413642
2009-09-07 00:00:00 | 2009-09-11 00:00:00 | 10529 | 13971 | 8153 | 9192 | 13872 | 13135 | 7797 | 2293 | 39471 | 367070
2009-09-14 00:00:00 | 2009-09-18 00:00:00 | 18385 | 9788 | 13794 | 15493 | 12988 | 15730 | 1569 | 944 | 44345 | 407229
2009-09-21 00:00:00 | 2009-09-25 00:00:00 | 10074 | 14810 | 7054 | 12769 | 13289 | 9742 | 6193 | 1163 | 37547 | 383707
2009-09-28 00:00:00 | 2009-10-02 00:00:00 | 11431 | 15856 | 12506 | 7081 | 14857 | 13970 | 2075 | 6450 | 42113 | 462032
2009-10-05 00:00:00 | 2009-10-09 00:00:00 | 17796 | 16429 | 12915 | 14873 | 12392 | 14879 | 8591 | 2740 | 50307 | 415219
2009-10-12 00:00:00 | 2009-10-16 00:00:00 | 14427 | 9672 | 8527 | 7253 | 12687 | 15505 | 2080 | 1996 | 36074 | 342303
2009-10-19 00:00:00 | 2009-10-23 00:00:00 | 15662 | 13307 | 6049 | 10906 | 22901 | 17780 | 1472 | 359 | 44219 | 374124
2009-10-26 00:00:00 | 2009-10-30 00:00:00 | 10619 | 24376 | 15637 | 4764 | 20156 | 19430 | 1287 | 2544 | 49407 | 487062
2009-11-02 00:00:00 | 2009-11-06 00:00:00 | 10793 | 19299 | 14105 | 8415 | 19040 | 15023 | 3428 | 1877 | 45989 | 469353
2009-11-09 00:00:00 | 2009-11-13 00:00:00 | 13732 | 13702 | 4216 | 7643 | 14999 | 11471 | 979 | 4403 | 35572 | 297329
2009-11-16 00:00:00 | 2009-11-20 00:00:00 | 18290 | 17124 | 11179 | 10964 | 13605 | 17656 | 5267 | 690 | 47388 | 478292
2009-11-23 00:00:00 | 2009-11-27 00:00:00 | 22290 | 10541 | 12792 | 21090 | 17885 | 21848 | 4410 | 8417 | 59636 | 886867
2009-11-30 00:00:00 | 2009-12-04 00:00:00 | 13734 | 13458 | 15298 | 16445 | 25647 | 24939 | 4657 | 1208 | 57694 | 507827
2009-12-07 00:00:00 | 2009-12-11 00:00:00 | 13768 | 4990 | 14903 | 16683 | 19083 | 22874 | 954 | 2161 | 47708 | 412949
2009-12-14 00:00:00 | 2009-12-18 00:00:00 | 13558 | 8261 | 11807 | 28563 | 26884 | 14217 | 1311 | 2219 | 53411 | 385802
2009-12-21 00:00:00 | 2009-12-25 00:00:00 | 9660 | 7197 | 5983 | 9976 | 15091 | 13459 | 4714 | 1667 | 33873 | 203893
2009-12-28 00:00:00 | 2010-01-01 00:00:00 | 8207 | 12603 | 30892 | 6746 | 8875 | 26046 | 1486 | 1171 | 48012 | 193923
2010-01-04 00:00:00 | 2010-01-08 00:00:00 | 11253 | 12959 | 20874 | 12188 | 19141 | 26110 | 2226 | 1666 | 53209 | 392330
2010-01-11 00:00:00 | 2010-01-15 00:00:00 | 7295 | 13203 | 14852 | 12073 | 12982 | 13266 | 1773 | 1804 | 38624 | 342486
2010-01-18 00:00:00 | 2010-01-22 00:00:00 | 6829 | 13921 | 13301 | 8108 | 14950 | 12545 | 1040 | 1452 | 36073 | 398008
2010-01-25 00:00:00 | 2010-01-29 00:00:00 | 13621 | 20023 | 16851 | 14969 | 18243 | 16980 | 814 | 2241 | 51870 | 433760
2010-02-01 00:00:00 | 2010-02-05 00:00:00 | 12441 | 8574 | 10118 | 15520 | 21355 | 17763 | 1753 | 2265 | 44895 | 486641
2010-02-08 00:00:00 | 2010-02-12 00:00:00 | 14155 | 16997 | 14597 | 11285 | 13377 | 20004 | 4542 | 944 | 47950 | 451580
2010-02-15 00:00:00 | 2010-02-19 00:00:00 | 23872 | 15904 | 10890 | 10646 | 21667 | 22171 | 2363 | 1526 | 54520 | 526503
2010-02-22 00:00:00 | 2010-02-26 00:00:00 | 19622 | 22877 | 12663 | 11339 | 26230 | 28154 | 1448 | 1820 | 62076 | 1003697
2010-03-01 00:00:00 | 2010-03-05 00:00:00 | 10159 | 12095 | 11469 | 12681 | 24459 | 21416 | 590 | 1806 | 47338 | 459245
2010-03-08 00:00:00 | 2010-03-12 00:00:00 | 20310 | 14648 | 8065 | 17786 | 31642 | 21793 | 1958 | 2295 | 59248 | 431674
2010-03-15 00:00:00 | 2010-03-19 00:00:00 | 15428 | 11922 | 12639 | 8037 | 15290 | 20384 | 847 | 1308 | 42928 | 389405
2010-03-22 00:00:00 | 2010-03-26 00:00:00 | 17499 | 11861 | 23013 | 11609 | 15906 | 30565 | 3513 | 2452 | 58208 | 503576
2010-03-29 00:00:00 | 2010-04-02 00:00:00 | 15500 | 11343 | 13383 | 17882 | 14704 | 13763 | 3074 | 4458 | 47053 | 340474
2010-04-05 00:00:00 | 2010-04-09 00:00:00 | 13397 | 14515 | 24909 | 23344 | 15096 | 12466 | 2140 | 2178 | 54022 | 429293
2010-04-12 00:00:00 | 2010-04-16 00:00:00 | 8214 | 14626 | 7181 | 14285 | 20007 | 10314 | 2095 | 5527 | 41124 | 459452
2010-04-19 00:00:00 | 2010-04-23 00:00:00 | 15977 | 17028 | 11776 | 9036 | 13916 | 12320 | 1737 | 3863 | 42827 | 426726
2010-04-26 00:00:00 | 2010-04-30 00:00:00 | 12938 | 16497 | 9519 | 8664 | 16049 | 16836 | 2759 | 3368 | 43316 | 505672
2010-05-03 00:00:00 | 2010-05-07 00:00:00 | 15574 | 12704 | 14935 | 36462 | 33026 | 18583 | 7936 | 4997 | 72109 | 705588
2010-05-10 00:00:00 | 2010-05-14 00:00:00 | 15113 | 17037 | 34630 | 11571 | 17758 | 34947 | 4084 | 4435 | 69787 | 563479
2010-05-17 00:00:00 | 2010-05-21 00:00:00 | 17555 | 13887 | 11266 | 24839 | 27389 | 18476 | 4459 | 3325 | 60598 | 726343
2010-05-24 00:00:00 | 2010-05-28 00:00:00 | 20780 | 27455 | 23637 | 31912 | 33321 | 22989 | 4921 | 3347 | 84181 | 1223186
2010-05-31 00:00:00 | 2010-06-04 00:00:00 | 19798 | 18059 | 20605 | 19820 | 16497 | 19948 | 2814 | 2357 | 59948 | 583595
2010-06-07 00:00:00 | 2010-06-11 00:00:00 | 9048 | 14790 | 14673 | 10554 | 17245 | 13980 | 909 | 2174 | 41687 | 438911
2010-06-14 00:00:00 | 2010-06-18 00:00:00 | 12701 | 15043 | 8289 | 10217 | 12464 | 7969 | 709 | 1532 | 34461 | 368734
2010-06-21 00:00:00 | 2010-06-25 00:00:00 | 12855 | 11062 | 11070 | 13225 | 13433 | 15426 | 1746 | 3294 | 41055 | 471923
2010-06-28 00:00:00 | 2010-07-02 00:00:00 | 17729 | 16362 | 13705 | 21353 | 23520 | 16098 | 1422 | 1398 | 55793 | 501524
2010-07-05 00:00:00 | 2010-07-09 00:00:00 | 9386 | 12632 | 12219 | 10531 | 17805 | 16712 | 1460 | 510 | 40627 | 383267
2010-07-12 00:00:00 | 2010-07-16 00:00:00 | 17962 | 17055 | 20233 | 15641 | 19066 | 22633 | 3158 | 1764 | 58756 | 531367
2010-07-19 00:00:00 | 2010-07-23 00:00:00 | 9646 | 10596 | 18912 | 13590 | 12256 | 16710 | 1097 | 2723 | 42765 | 384289
2010-07-26 00:00:00 | 2010-07-30 00:00:00 | 14514 | 19965 | 21701 | 28423 | 45497 | 29769 | 3552 | 3018 | 83220 | 504631
2010-08-02 00:00:00 | 2010-08-06 00:00:00 | 14418 | 18542 | 20883 | 15967 | 18362 | 22207 | 7118 | 2589 | 60043 | 446306
2010-08-09 00:00:00 | 2010-08-13 00:00:00 | 23619 | 12537 | 15267 | 30466 | 29543 | 28153 | 1819 | 1554 | 71479 | 484134
2010-08-16 00:00:00 | 2010-08-20 00:00:00 | 19456 | 10612 | 12341 | 26688 | 29311 | 24011 | 3013 | 2394 | 63913 | 472630
2010-08-23 00:00:00 | 2010-08-27 00:00:00 | 19706 | 16069 | 27704 | 11013 | 18536 | 34716 | 2819 | 5865 | 68215 | 905910
2010-08-30 00:00:00 | 2010-09-03 00:00:00 | 17272 | 19921 | 13797 | 26234 | 27301 | 17143 | 2500 | 2954 | 63562 | 642000
2010-09-06 00:00:00 | 2010-09-10 00:00:00 | 25482 | 19323 | 17653 | 14946 | 21849 | 27041 | 538 | 1016 | 63924 | 465952
2010-09-13 00:00:00 | 2010-09-17 00:00:00 | 12110 | 13818 | 14611 | 19535 | 15579 | 14883 | 3084 | 1493 | 47557 | 432269
2010-09-20 00:00:00 | 2010-09-24 00:00:00 | 16322 | 15669 | 21266 | 24427 | 18956 | 12819 | 703 | 614 | 55388 | 413465
2010-09-27 00:00:00 | 2010-10-01 00:00:00 | 23618 | 23603 | 23760 | 28122 | 12678 | 10983 | 1019 | 1372 | 62578 | 472445
2010-10-04 00:00:00 | 2010-10-08 00:00:00 | 19132 | 17640 | 13343 | 13748 | 19785 | 19279 | 1334 | 2170 | 53216 | 409053
2010-10-11 00:00:00 | 2010-10-15 00:00:00 | 13820 | 21357 | 13482 | 13579 | 28183 | 20627 | 1094 | 1182 | 56662 | 380431
2010-10-18 00:00:00 | 2010-10-22 00:00:00 | 18018 | 16091 | 15812 | 20322 | 29965 | 24983 | 5353 | 1328 | 65937 | 399055
2010-10-25 00:00:00 | 2010-10-29 00:00:00 | 35707 | 36598 | 22256 | 24599 | 43876 | 43498 | 2328 | 4277 | 106569 | 588339
2010-11-01 00:00:00 | 2010-11-05 00:00:00 | 27970 | 22802 | 13098 | 33779 | 48003 | 31042 | 6486 | 4556 | 93868 | 553727
2010-11-08 00:00:00 | 2010-11-12 00:00:00 | 26520 | 18497 | 18176 | 18664 | 28188 | 33198 | 3348 | 3042 | 74817 | 553479
2010-11-15 00:00:00 | 2010-11-19 00:00:00 | 25853 | 26610 | 22031 | 16440 | 35484 | 37275 | 3561 | 3329 | 85292 | 642743
2010-11-22 00:00:00 | 2010-11-26 00:00:00 | 18727 | 30166 | 42387 | 17646 | 30680 | 44994 | 1127 | 3217 | 94471 | 983272
2010-11-29 00:00:00 | 2010-12-03 00:00:00 | 17631 | 23840 | 21112 | 18870 | 34992 | 31789 | 2671 | 4086 | 77496 | 889366
2010-12-06 00:00:00 | 2010-12-10 00:00:00 | 22414 | 18708 | 28583 | 22854 | 24979 | 35179 | 4654 | 4670 | 81020 | 608148
2010-12-13 00:00:00 | 2010-12-17 00:00:00 | 20568 | 16548 | 13801 | 22928 | 30425 | 24543 | 4630 | 1967 | 67705 | 530150
2010-12-20 00:00:00 | 2010-12-24 00:00:00 | 12777 | 13489 | 5658 | 9580 | 19626 | 17690 | 4559 | 1047 | 42213 | 283357
2010-12-27 00:00:00 | 2010-12-31 00:00:00 | 15405 | 13080 | 11732 | 12256 | 19706 | 23143 | 2086 | 2028 | 49718 | 231193
2011-01-03 00:00:00 | 2011-01-07 00:00:00 | 19747 | 21886 | 12392 | 26790 | 38601 | 18797 | 853 | 1754 | 70410 | 528235
2011-01-10 00:00:00 | 2011-01-14 00:00:00 | 19493 | 17787 | 10181 | 15424 | 21861 | 21909 | 3368 | 1563 | 55793 | 496804
2011-01-17 00:00:00 | 2011-01-21 00:00:00 | 14623 | 20256 | 19379 | 9971 | 17739 | 15747 | 1086 | 2156 | 50478 | 511423
2011-01-24 00:00:00 | 2011-01-28 00:00:00 | 18361 | 14352 | 16630 | 14422 | 23021 | 35743 | 2603 | 1959 | 63546 | 580258
2011-01-31 00:00:00 | 2011-02-04 00:00:00 | 34378 | 15116 | 20559 | 28543 | 51641 | 45899 | 3713 | 8431 | 104140 | 718110
2011-02-07 00:00:00 | 2011-02-11 00:00:00 | 26604 | 28587 | 17956 | 24100 | 40076 | 25311 | 3161 | 4884 | 85340 | 661094
2011-02-14 00:00:00 | 2011-02-18 00:00:00 | 18321 | 22145 | 15739 | 18123 | 31558 | 24717 | 2897 | 3560 | 68530 | 650460
2011-02-21 00:00:00 | 2011-02-25 00:00:00 | 23014 | 34301 | 44166 | 16024 | 40542 | 60785 | 2773 | 10396 | 116001 | 1526042
2011-02-28 00:00:00 | 2011-03-04 00:00:00 | 23278 | 26591 | 20045 | 34968 | 44502 | 29854 | 12519 | 6613 | 99185 | 889389
2011-03-07 00:00:00 | 2011-03-11 00:00:00 | 18283 | 20593 | 27270 | 19643 | 28478 | 38528 | 4097 | 2450 | 79671 | 653043
2011-03-14 00:00:00 | 2011-03-18 00:00:00 | 20907 | 28978 | 33114 | 21198 | 26933 | 35322 | 3482 | 6091 | 88012 | 838335
2011-03-21 00:00:00 | 2011-03-25 00:00:00 | 27675 | 15466 | 12832 | 24210 | 42847 | 44941 | 4955 | 2649 | 87788 | 639159
2011-03-28 00:00:00 | 2011-04-01 00:00:00 | 28920 | 24202 | 25923 | 18628 | 39724 | 41730 | 1918 | 4961 | 93003 | 619138
2011-04-04 00:00:00 | 2011-04-08 00:00:00 | 36854 | 28353 | 12224 | 25886 | 34966 | 26474 | 2857 | 1516 | 84565 | 552997
2011-04-11 00:00:00 | 2011-04-15 00:00:00 | 16600 | 21979 | 10888 | 18641 | 33732 | 26251 | 8668 | 4305 | 70533 | 586703
2011-04-18 00:00:00 | 2011-04-22 00:00:00 | 22113 | 26227 | 8563 | 28397 | 38294 | 18799 | 2436 | 1793 | 73310 | 567188
2011-04-25 00:00:00 | 2011-04-29 00:00:00 | 22615 | 18452 | 15608 | 24030 | 26329 | 29671 | 4592 | 2243 | 71770 | 508254
2011-05-02 00:00:00 | 2011-05-06 00:00:00 | 20569 | 22566 | 26343 | 15548 | 26905 | 34481 | 2475 | 4542 | 76714 | 676360
2011-05-09 00:00:00 | 2011-05-13 00:00:00 | 17614 | 23496 | 18839 | 16547 | 23439 | 24567 | 6651 | 3345 | 67249 | 626542
2011-05-16 00:00:00 | 2011-05-20 00:00:00 | 24750 | 20510 | 17084 | 21795 | 30059 | 26836 | 9278 | 4410 | 77361 | 696063
2011-05-23 00:00:00 | 2011-05-27 00:00:00 | 14460 | 24071 | 18188 | 18586 | 44386 | 43117 | 6108 | 5876 | 87396 | 1404340