COT Report: 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2017-10-17

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 2,960,660   Total Changes: -8,063   Total Traders: 321

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
102,020
-7,272
3.4% 18 193,752
-2,623
6.5% 29 49,024
+19,242
1.7% 11
Asset Manager/
Institutional
1,612,207
+12,830
54.5% 54 714,424
-37,280
24.1% 61 384,682
+25,390
13.0% 64
Leveraged
Funds
228,414
-47,237
7.7% 42 817,349
-25,945
27.6% 73 121,020
+6,801
4.1% 46
Other
Reportables
216,724
-3,403
7.3% 19 280,496
-5,235
9.5% 25 8,009
-1,152
0.3% 8
Nonreportable
Positions
238,560
-13,262
8.1%   391,904
+12,739
13.2%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short