Spreadsheet: 7356da47-f1c9-47a3-a696-3e5c182cca14
Sheet: CBT 2 Year Treasury (TU)

 |  | 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 | 10880 | 16168 | 13539 | 11361 | 9192 | 7338 | 2992 | 2328 | 36899 | 115023
2009-01-12 00:00:00 | 2009-01-16 00:00:00 | 9106 | 7657 | 4300 | 11108 | 9573 | 5258 | 817 | 879 | 24349 | 93332
2009-01-19 00:00:00 | 2009-01-23 00:00:00 | 13045 | 8199 | 4665 | 12018 | 6496 | 5775 | 2232 | 1890 | 27159 | 111445
2009-01-26 00:00:00 | 2009-01-30 00:00:00 | 14847 | 6042 | 5282 | 17048 | 8230 | 7179 | 2517 | 452 | 30798 | 115918
2009-02-02 00:00:00 | 2009-02-06 00:00:00 | 6809 | 5732 | 7804 | 10415 | 5945 | 8253 | 6411 | 2256 | 26812 | 108627
2009-02-09 00:00:00 | 2009-02-13 00:00:00 | 7921 | 7224 | 6550 | 4403 | 7856 | 6897 | 2539 | 4883 | 24136 | 108162
2009-02-16 00:00:00 | 2009-02-20 00:00:00 | 9728 | 9269 | 5830 | 12153 | 7677 | 8959 | 8718 | 2180 | 32257 | 176761
2009-02-23 00:00:00 | 2009-02-27 00:00:00 | 8779 | 11316 | 12974 | 8376 | 12088 | 9562 | 2787 | 7465 | 36673 | 401248
2009-03-02 00:00:00 | 2009-03-06 00:00:00 | 3346 | 7893 | 7142 | 4308 | 9936 | 10009 | 1790 | 1278 | 22851 | 140530
2009-03-09 00:00:00 | 2009-03-13 00:00:00 | 5828 | 6476 | 6285 | 5133 | 9877 | 9580 | 876 | 971 | 22513 | 110923
2009-03-16 00:00:00 | 2009-03-20 00:00:00 | 10512 | 16930 | 11542 | 7814 | 10299 | 8652 | 3047 | 1546 | 35171 | 122889
2009-03-23 00:00:00 | 2009-03-27 00:00:00 | 8791 | 8376 | 4747 | 10827 | 8491 | 4386 | 3957 | 1971 | 25773 | 88123
2009-03-30 00:00:00 | 2009-04-03 00:00:00 | 10317 | 11372 | 5115 | 6349 | 12072 | 10207 | 1093 | 1630 | 29077 | 98757
2009-04-06 00:00:00 | 2009-04-10 00:00:00 | 6760 | 4721 | 6620 | 6634 | 7009 | 9538 | 525 | 1392 | 21599 | 86500
2009-04-13 00:00:00 | 2009-04-17 00:00:00 | 8884 | 5610 | 2842 | 11903 | 7549 | 8894 | 10805 | 1920 | 29204 | 101224
2009-04-20 00:00:00 | 2009-04-24 00:00:00 | 9059 | 13812 | 9797 | 3928 | 7071 | 8750 | 833 | 544 | 26898 | 101651
2009-04-27 00:00:00 | 2009-05-01 00:00:00 | 10194 | 11701 | 6874 | 8008 | 14619 | 12973 | 593 | 414 | 32688 | 123987
2009-05-04 00:00:00 | 2009-05-08 00:00:00 | 5130 | 7132 | 4638 | 4826 | 12043 | 8623 | 983 | 659 | 22017 | 101184
2009-05-11 00:00:00 | 2009-05-15 00:00:00 | 7735 | 7576 | 5057 | 3911 | 12033 | 7119 | 2346 | 8259 | 27018 | 113546
2009-05-18 00:00:00 | 2009-05-22 00:00:00 | 12102 | 9007 | 8352 | 8884 | 15071 | 9381 | 1850 | 8943 | 36796 | 213690
2009-05-25 00:00:00 | 2009-05-29 00:00:00 | 14848 | 15055 | 13955 | 21514 | 17018 | 24305 | 19646 | 5189 | 65765 | 546584
2009-06-01 00:00:00 | 2009-06-05 00:00:00 | 18098 | 13717 | 12848 | 12967 | 23239 | 19908 | 1745 | 7965 | 55243 | 223862
2009-06-08 00:00:00 | 2009-06-12 00:00:00 | 11621 | 19070 | 19313 | 8131 | 17225 | 18600 | 3150 | 5785 | 51448 | 190508
2009-06-15 00:00:00 | 2009-06-19 00:00:00 | 18658 | 16063 | 5714 | 4708 | 19133 | 17572 | 5993 | 9931 | 48887 | 172168
2009-06-22 00:00:00 | 2009-06-26 00:00:00 | 9652 | 10464 | 3545 | 6821 | 16986 | 10156 | 1733 | 4496 | 31927 | 126819
2009-06-29 00:00:00 | 2009-07-03 00:00:00 | 5338 | 9491 | 6249 | 9276 | 13999 | 14753 | 7754 | 1905 | 34382 | 132702
2009-07-06 00:00:00 | 2009-07-10 00:00:00 | 9692 | 8499 | 6724 | 4752 | 18278 | 7710 | 341 | 12916 | 34457 | 126682
2009-07-13 00:00:00 | 2009-07-17 00:00:00 | 11644 | 7484 | 3168 | 12282 | 15118 | 10064 | 1832 | 2388 | 31990 | 137051
2009-07-20 00:00:00 | 2009-07-24 00:00:00 | 5707 | 8297 | 4809 | 4212 | 13375 | 10562 | 2613 | 3341 | 26458 | 127913
2009-07-27 00:00:00 | 2009-07-31 00:00:00 | 10323 | 8267 | 7454 | 9491 | 14673 | 14379 | 5610 | 5883 | 38040 | 171515
2009-08-03 00:00:00 | 2009-08-07 00:00:00 | 17376 | 13892 | 5910 | 9973 | 17182 | 18027 | 9006 | 3475 | 47421 | 193477
2009-08-10 00:00:00 | 2009-08-14 00:00:00 | 16766 | 15298 | 5711 | 7898 | 18769 | 11379 | 1377 | 7911 | 42555 | 184237
2009-08-17 00:00:00 | 2009-08-21 00:00:00 | 8065 | 12643 | 5205 | 4655 | 14908 | 13249 | 3738 | 2166 | 32314 | 188072
2009-08-24 00:00:00 | 2009-08-28 00:00:00 | 13622 | 16230 | 14584 | 11414 | 19931 | 22544 | 2861 | 4430 | 52808 | 578903
2009-08-31 00:00:00 | 2009-09-04 00:00:00 | 13334 | 15774 | 5725 | 7924 | 21362 | 19629 | 8005 | 2517 | 47135 | 227023
2009-09-07 00:00:00 | 2009-09-11 00:00:00 | 8102 | 15676 | 7047 | 5855 | 20204 | 14417 | 2257 | 1458 | 37507 | 174920
2009-09-14 00:00:00 | 2009-09-18 00:00:00 | 12886 | 7019 | 4516 | 6192 | 14735 | 15717 | 1341 | 2362 | 32385 | 166442
2009-09-21 00:00:00 | 2009-09-25 00:00:00 | 8924 | 17371 | 13519 | 7089 | 11175 | 10737 | 3286 | 1425 | 36764 | 163482
2009-09-28 00:00:00 | 2009-10-02 00:00:00 | 20032 | 20563 | 17323 | 12855 | 21202 | 23952 | 1599 | 3630 | 60578 | 244356
2009-10-05 00:00:00 | 2009-10-09 00:00:00 | 13736 | 22007 | 19571 | 5589 | 14717 | 17454 | 1820 | 3593 | 49243 | 227872
2009-10-12 00:00:00 | 2009-10-16 00:00:00 | 13417 | 14176 | 18610 | 18636 | 16009 | 17206 | 1654 | 1435 | 50572 | 214241
2009-10-19 00:00:00 | 2009-10-23 00:00:00 | 20942 | 17346 | 4728 | 8453 | 17572 | 12609 | 737 | 1362 | 41875 | 207121
2009-10-26 00:00:00 | 2009-10-30 00:00:00 | 14418 | 15845 | 9210 | 5864 | 14610 | 18665 | 2209 | 2328 | 41574 | 236837
2009-11-02 00:00:00 | 2009-11-06 00:00:00 | 24151 | 15418 | 9541 | 16980 | 24447 | 14668 | 2322 | 14953 | 61241 | 267083
2009-11-09 00:00:00 | 2009-11-13 00:00:00 | 8871 | 12552 | 2969 | 3862 | 13938 | 6287 | 1753 | 3378 | 26805 | 144031
2009-11-16 00:00:00 | 2009-11-20 00:00:00 | 21266 | 15102 | 13566 | 13655 | 13247 | 22137 | 11025 | 6370 | 58184 | 360461
2009-11-23 00:00:00 | 2009-11-27 00:00:00 | 12749 | 17515 | 18636 | 16015 | 24126 | 25855 | 5554 | 5944 | 63198 | 744863
2009-11-30 00:00:00 | 2009-12-04 00:00:00 | 12719 | 14775 | 12469 | 9575 | 25460 | 26787 | 4081 | 1623 | 53744 | 314689
2009-12-07 00:00:00 | 2009-12-11 00:00:00 | 12400 | 10623 | 21175 | 22351 | 16725 | 19779 | 1440 | 1277 | 52886 | 208531
2009-12-14 00:00:00 | 2009-12-18 00:00:00 | 9820 | 9531 | 9070 | 7024 | 11483 | 16643 | 7274 | 794 | 35819 | 191142
2009-12-21 00:00:00 | 2009-12-25 00:00:00 | 6906 | 6557 | 3702 | 5659 | 12809 | 12603 | 2070 | 4366 | 27336 | 111636
2009-12-28 00:00:00 | 2010-01-01 00:00:00 | 13967 | 8171 | 13928 | 3863 | 9369 | 25859 | 2277 | 146 | 38789 | 125091
2010-01-04 00:00:00 | 2010-01-08 00:00:00 | 15135 | 13805 | 5075 | 7578 | 24297 | 20573 | 6245 | 8118 | 50413 | 241047
2010-01-11 00:00:00 | 2010-01-15 00:00:00 | 10248 | 12657 | 4293 | 6790 | 18895 | 15396 | 1517 | 1724 | 35760 | 202436
2010-01-18 00:00:00 | 2010-01-22 00:00:00 | 16145 | 21096 | 9732 | 6069 | 17125 | 17648 | 8572 | 1653 | 49019 | 250802
2010-01-25 00:00:00 | 2010-01-29 00:00:00 | 18656 | 16166 | 7375 | 11972 | 21077 | 15659 | 2011 | 8868 | 50892 | 253314
2010-02-01 00:00:00 | 2010-02-05 00:00:00 | 9637 | 12213 | 8925 | 13462 | 14306 | 13379 | 5708 | 3226 | 40428 | 263357
2010-02-08 00:00:00 | 2010-02-12 00:00:00 | 13202 | 8839 | 12131 | 9234 | 14447 | 16710 | 1758 | 6204 | 41263 | 256468
2010-02-15 00:00:00 | 2010-02-19 00:00:00 | 20759 | 16944 | 9697 | 22630 | 23579 | 15578 | 9761 | 3468 | 61207 | 353016
2010-02-22 00:00:00 | 2010-02-26 00:00:00 | 22081 | 25386 | 16602 | 8450 | 31270 | 37717 | 4308 | 5451 | 75633 | 826435
2010-03-01 00:00:00 | 2010-03-05 00:00:00 | 13258 | 15713 | 10795 | 8597 | 17538 | 22608 | 5971 | 1790 | 48136 | 274800
2010-03-08 00:00:00 | 2010-03-12 00:00:00 | 16136 | 17467 | 18452 | 6921 | 15201 | 23032 | 2507 | 4569 | 52142 | 265569
2010-03-15 00:00:00 | 2010-03-19 00:00:00 | 17105 | 15835 | 12299 | 10271 | 14902 | 17388 | 2418 | 1140 | 45678 | 222545
2010-03-22 00:00:00 | 2010-03-26 00:00:00 | 27495 | 19909 | 14102 | 6102 | 19189 | 29712 | 2287 | 4935 | 61866 | 310953
2010-03-29 00:00:00 | 2010-04-02 00:00:00 | 17485 | 15113 | 7145 | 19169 | 27719 | 16763 | 1643 | 3911 | 54474 | 225695
2010-04-05 00:00:00 | 2010-04-09 00:00:00 | 13601 | 20941 | 13144 | 12252 | 22638 | 16860 | 858 | 1762 | 51028 | 273558
2010-04-12 00:00:00 | 2010-04-16 00:00:00 | 13529 | 17997 | 8714 | 12920 | 24836 | 15209 | 904 | 1473 | 47792 | 270274
2010-04-19 00:00:00 | 2010-04-23 00:00:00 | 18193 | 12687 | 10808 | 8010 | 13269 | 22823 | 4991 | 2201 | 46491 | 265669
2010-04-26 00:00:00 | 2010-04-30 00:00:00 | 20295 | 25017 | 24432 | 8335 | 20625 | 36469 | 7126 | 3642 | 72970 | 356620
2010-05-03 00:00:00 | 2010-05-07 00:00:00 | 25331 | 27769 | 21308 | 10704 | 30358 | 31156 | 4259 | 12253 | 81570 | 438228
2010-05-10 00:00:00 | 2010-05-14 00:00:00 | 12920 | 14030 | 6797 | 17295 | 24798 | 16645 | 6997 | 4445 | 51964 | 274592
2010-05-17 00:00:00 | 2010-05-21 00:00:00 | 10946 | 14275 | 15102 | 7915 | 17369 | 24157 | 3780 | 2177 | 47861 | 371414
2010-05-24 00:00:00 | 2010-05-28 00:00:00 | 14137 | 18970 | 24237 | 16415 | 21985 | 32867 | 10898 | 3801 | 71655 | 814612
2010-05-31 00:00:00 | 2010-06-04 00:00:00 | 16555 | 12667 | 8478 | 12902 | 19848 | 18382 | 2331 | 3962 | 47562 | 293276
2010-06-07 00:00:00 | 2010-06-11 00:00:00 | 8132 | 10880 | 6980 | 3542 | 11513 | 11748 | 2936 | 1458 | 28594 | 179750
2010-06-14 00:00:00 | 2010-06-18 00:00:00 | 9510 | 8213 | 4583 | 5013 | 9744 | 9691 | 796 | 2092 | 24821 | 154248
2010-06-21 00:00:00 | 2010-06-25 00:00:00 | 11851 | 10343 | 6816 | 6780 | 11337 | 12574 | 1804 | 2681 | 32093 | 182954
2010-06-28 00:00:00 | 2010-07-02 00:00:00 | 9870 | 12720 | 13686 | 8166 | 8771 | 16730 | 11009 | 5621 | 43286 | 203527
2010-07-05 00:00:00 | 2010-07-09 00:00:00 | 11774 | 9126 | 8564 | 8094 | 16196 | 20900 | 1005 | 786 | 38222 | 167669
2010-07-12 00:00:00 | 2010-07-16 00:00:00 | 9051 | 12682 | 8683 | 6223 | 16763 | 15797 | 1939 | 1951 | 36544 | 192380
2010-07-19 00:00:00 | 2010-07-23 00:00:00 | 11738 | 7946 | 9332 | 11102 | 12183 | 11457 | 1359 | 4905 | 35011 | 164295
2010-07-26 00:00:00 | 2010-07-30 00:00:00 | 21409 | 13488 | 20634 | 36380 | 31552 | 22428 | 5048 | 7285 | 79112 | 250582
2010-08-02 00:00:00 | 2010-08-06 00:00:00 | 8095 | 10058 | 12341 | 19237 | 13676 | 13546 | 10538 | 3532 | 45511 | 160887
2010-08-09 00:00:00 | 2010-08-13 00:00:00 | 13936 | 8048 | 8874 | 16314 | 20604 | 12070 | 1617 | 7158 | 44310 | 182926
2010-08-16 00:00:00 | 2010-08-20 00:00:00 | 7799 | 10383 | 10335 | 8109 | 12368 | 12675 | 3550 | 2987 | 34103 | 160316
2010-08-23 00:00:00 | 2010-08-27 00:00:00 | 20979 | 10602 | 15754 | 20531 | 25042 | 29199 | 5475 | 6731 | 67157 | 619718
2010-08-30 00:00:00 | 2010-09-03 00:00:00 | 9947 | 11541 | 12092 | 7014 | 18023 | 25956 | 9537 | 7113 | 50611 | 324466
2010-09-06 00:00:00 | 2010-09-10 00:00:00 | 14234 | 7594 | 6534 | 8393 | 18276 | 20769 | 3023 | 2830 | 40826 | 179187
2010-09-13 00:00:00 | 2010-09-17 00:00:00 | 8398 | 17812 | 8511 | 6794 | 28264 | 16972 | 1428 | 3755 | 45967 | 188256
2010-09-20 00:00:00 | 2010-09-24 00:00:00 | 8420 | 10045 | 5717 | 8064 | 13963 | 8080 | 651 | 2079 | 28509 | 136992
2010-09-27 00:00:00 | 2010-10-01 00:00:00 | 13701 | 10777 | 5173 | 15358 | 14797 | 8260 | 1534 | 1992 | 35796 | 160101
2010-10-04 00:00:00 | 2010-10-08 00:00:00 | 15391 | 13094 | 13214 | 14859 | 10842 | 10918 | 1233 | 1025 | 40288 | 160026
2010-10-11 00:00:00 | 2010-10-15 00:00:00 | 8700 | 12385 | 8149 | 5160 | 11680 | 12563 | 381 | 434 | 29726 | 129792
2010-10-18 00:00:00 | 2010-10-22 00:00:00 | 8415 | 9886 | 6323 | 5023 | 8326 | 9907 | 1616 | 799 | 25148 | 120101
2010-10-25 00:00:00 | 2010-10-29 00:00:00 | 14041 | 12053 | 6709 | 11278 | 24461 | 25935 | 7855 | 5177 | 53754 | 193207
2010-11-01 00:00:00 | 2010-11-05 00:00:00 | 12289 | 10109 | 16317 | 8578 | 11863 | 20762 | 4315 | 4770 | 44502 | 162532
2010-11-08 00:00:00 | 2010-11-12 00:00:00 | 13721 | 14835 | 16152 | 8951 | 18958 | 34321 | 11362 | 1922 | 60111 | 246342
2010-11-15 00:00:00 | 2010-11-19 00:00:00 | 10122 | 9264 | 6175 | 6576 | 21088 | 17946 | 2150 | 3608 | 38465 | 220620
2010-11-22 00:00:00 | 2010-11-26 00:00:00 | 18201 | 16905 | 8811 | 11985 | 25829 | 28179 | 6315 | 1034 | 58629 | 643242
2010-11-29 00:00:00 | 2010-12-03 00:00:00 | 14401 | 14499 | 13153 | 13585 | 24081 | 24448 | 5481 | 5591 | 57620 | 397397
2010-12-06 00:00:00 | 2010-12-10 00:00:00 | 13455 | 15219 | 17033 | 8267 | 18523 | 20109 | 4793 | 5967 | 51683 | 227478
2010-12-13 00:00:00 | 2010-12-17 00:00:00 | 5414 | 10149 | 6722 | 5713 | 15373 | 13295 | 6371 | 1822 | 32429 | 183264
2010-12-20 00:00:00 | 2010-12-24 00:00:00 | 5196 | 5997 | 8687 | 7005 | 9165 | 12667 | 3767 | 475 | 26479 | 96743
2010-12-27 00:00:00 | 2010-12-31 00:00:00 | 7163 | 5790 | 10825 | 6292 | 10378 | 16484 | 2296 | 1641 | 30434 | 98543
2011-01-03 00:00:00 | 2011-01-07 00:00:00 | 10348 | 10238 | 7033 | 9520 | 14263 | 11109 | 2449 | 3289 | 34124 | 183939
2011-01-10 00:00:00 | 2011-01-14 00:00:00 | 10822 | 19423 | 8811 | 8963 | 17462 | 14458 | 2718 | 1332 | 41994 | 211087
2011-01-17 00:00:00 | 2011-01-21 00:00:00 | 13543 | 10768 | 7722 | 13235 | 15104 | 11594 | 2158 | 1622 | 37872 | 202182
2011-01-24 00:00:00 | 2011-01-28 00:00:00 | 12019 | 18226 | 7116 | 8655 | 27605 | 20181 | 1356 | 2279 | 48719 | 234238
2011-01-31 00:00:00 | 2011-02-04 00:00:00 | 25550 | 8238 | 15022 | 22964 | 32950 | 30883 | 4109 | 11686 | 75701 | 324105
2011-02-07 00:00:00 | 2011-02-11 00:00:00 | 23790 | 22262 | 9742 | 18574 | 33827 | 29593 | 11835 | 7366 | 78494 | 338767
2011-02-14 00:00:00 | 2011-02-18 00:00:00 | 22286 | 25029 | 15208 | 8632 | 28402 | 26111 | 5400 | 6400 | 68734 | 336494
2011-02-21 00:00:00 | 2011-02-25 00:00:00 | 29934 | 19745 | 16696 | 31866 | 37580 | 42089 | 4808 | 1740 | 92229 | 1007421
2011-02-28 00:00:00 | 2011-03-04 00:00:00 | 11132 | 17667 | 13461 | 14657 | 39664 | 34237 | 7592 | 4347 | 71379 | 432574
2011-03-07 00:00:00 | 2011-03-11 00:00:00 | 13242 | 16311 | 7218 | 9107 | 21063 | 18060 | 2286 | 2536 | 44912 | 266209
2011-03-14 00:00:00 | 2011-03-18 00:00:00 | 15254 | 24449 | 10551 | 10990 | 22139 | 22118 | 9765 | 2836 | 59051 | 328975
2011-03-21 00:00:00 | 2011-03-25 00:00:00 | 25867 | 16017 | 4126 | 19853 | 23646 | 22158 | 8563 | 2137 | 61184 | 260114
2011-03-28 00:00:00 | 2011-04-01 00:00:00 | 21225 | 15867 | 14404 | 12024 | 34660 | 33358 | 2794 | 7127 | 70730 | 330961
2011-04-04 00:00:00 | 2011-04-08 00:00:00 | 23996 | 20704 | 8258 | 15002 | 26210 | 26246 | 12288 | 5590 | 69147 | 284853
2011-04-11 00:00:00 | 2011-04-15 00:00:00 | 14730 | 18292 | 6836 | 17645 | 37320 | 17296 | 3521 | 12197 | 63918 | 278575
2011-04-18 00:00:00 | 2011-04-22 00:00:00 | 11278 | 15825 | 7307 | 8991 | 25509 | 21419 | 3378 | 2448 | 48078 | 220059
2011-04-25 00:00:00 | 2011-04-29 00:00:00 | 21107 | 14478 | 9173 | 10106 | 24344 | 28946 | 2439 | 4842 | 57717 | 240327
2011-05-02 00:00:00 | 2011-05-06 00:00:00 | 11508 | 18120 | 7703 | 7571 | 20203 | 21426 | 12277 | 6752 | 52780 | 250197
2011-05-09 00:00:00 | 2011-05-13 00:00:00 | 13122 | 19835 | 10543 | 4681 | 19484 | 18913 | 4741 | 3763 | 47541 | 239634
2011-05-16 00:00:00 | 2011-05-20 00:00:00 | 14045 | 14870 | 5092 | 9930 | 25218 | 17688 | 6911 | 7639 | 50696 | 272741
2011-05-23 00:00:00 | 2011-05-27 00:00:00 | 15482 | 19295 | 11867 | 16135 | 26863 | 20166 | 12958 | 17313 | 70039 | 833985