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

Futures Only Positions as of 2018-10-09

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 4,448,802   Total Changes: +43,248   Total Traders: 362

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
59,090
+6,643
1.3% 10 421,203
+14,595
9.5% 39 33,649
+9,432
0.8% 10
Asset Manager/
Institutional
2,526,947
+111,759
56.8% 96 682,107
+22,336
15.3% 58 768,724
-47,487
17.3% 80
Leveraged
Funds
396,909
-16,039
8.9% 34 1,540,297
+51,730
34.6% 74 88,927
-15,963
2.0% 36
Other
Reportables
261,099
+15,505
5.9% 22 442,231
+14,503
9.9% 29 17,394
-4,365
0.4% 7
Nonreportable
Positions
296,063
-16,237
6.7%   454,270
-1,533
10.2%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short