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

Futures Only Positions as of 2017-06-20

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,099,716   Total Changes: -73,816   Total Traders: 297

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
63,687
-18,491
2.1% 11 340,207
-6,311
11.0% 37 35,901
+25,945
1.2% 8
Asset Manager/
Institutional
1,639,109
+22,324
52.9% 57 672,947
-16,389
21.7% 47 416,179
-4,943
13.4% 65
Leveraged
Funds
406,578
-16,265
13.1% 44 928,661
-73,832
30.0% 57 79,262
-8,534
2.6% 34
Other
Reportables
160,498
-56,668
5.2% 10 244,444
+1,734
7.9% 34 14,596
-5,913
0.5% 6
Nonreportable
Positions
283,906
-11,271
9.2%   367,519
+14,427
11.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short