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

Futures Only Positions as of 2018-01-09

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,167,648   Total Changes: +61,692   Total Traders: 330

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
92,601
+4,406
2.9% 14 232,883
-8,723
7.4% 29 54,473
+10,306
1.7% 10
Asset Manager/
Institutional
1,563,223
+4,951
49.3% 65 635,912
+16,355
20.1% 63 455,981
+25,369
14.4% 72
Leveraged
Funds
391,661
+27,537
12.4% 45 968,051
+15,308
30.6% 67 121,694
-12,465
3.8% 36
Other
Reportables
227,297
+2,107
7.2% 24 247,705
+1,420
7.8% 23 9,154
+409
0.3% 7
Nonreportable
Positions
251,564
-928
7.9%   441,795
+13,713
13.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short