Below is the Commitments of Traders (COT) report for 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 5-YEAR U.S. TREASURY NOTES is as of 2020-09-22. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
70,498 -16,735 |
2.1% | 11 | 261,048 +45,582 |
7.9% | 25 | 25,206 -1,220 |
0.8% | 6 |
| Asset Manager/ Institutional |
1,409,197 -38,965 |
42.7% | 86 | 574,677 -10,848 |
17.4% | 49 | 523,848 -20,331 |
15.9% | 78 |
| Leveraged Funds |
407,700 +35,485 |
12.4% | 47 | 1,339,006 -24,132 |
40.6% | 53 | 132,155 +39,835 |
4.0% | 32 |
| Other Reportables |
386,007 +36,868 |
11.7% | 13 | 163,090 +1,328 |
4.9% | 10 | 259 0 |
0.0% | 0 |
| Nonreportable Positions |
342,245 -6,399 |
10.4% | 277,826 -1,676 |
8.4% | |||||
