COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2024-06-11

Below is the Commitments of Traders (COT) report for UST 5Y NOTE - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for UST 5Y NOTE is as of 2024-06-11. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 6,259,966   Total Changes: +11,539   Total Traders: 410
AS OF: 2024-06-11

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
200,679
-19,875
3.2% 19 843,089
+85,442
13.5% 32 14,543
-6,988
0.2% 8
Asset Manager/
Institutional
3,660,405
+45,952
58.5% 152 1,024,230
-63,679
16.4% 32 700,687
+5,454
11.2% 100
Leveraged
Funds
448,018
+32,894
7.2% 53 3,126,671
-7,645
49.9% 75 115,482
-34,698
1.8% 34
Other
Reportables
688,766
-14,041
11.0% 31 136,863
+30,709
2.2% 16 9
-859
0.0% 0
Nonreportable
Positions
431,377
+3,700
6.9%   298,392
+3,803
4.8%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short