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

Futures Only Positions as of 2017-08-15

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,121,190   Total Changes: +104,369   Total Traders: 305

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
51,894
+2,221
1.7% 11 271,618
-34,837
8.7% 30 57,742
+25,912
1.8% 14
Asset Manager/
Institutional
1,637,444
+4,071
52.5% 60 724,893
+13,998
23.2% 56 417,216
+3,122
13.4% 64
Leveraged
Funds
349,940
+37,618
11.2% 40 907,849
+71,770
29.1% 66 116,914
+13,919
3.7% 48
Other
Reportables
180,608
-8,584
5.8% 18 238,434
+2,988
7.6% 24 19,916
+8,207
0.6% 9
Nonreportable
Positions
289,516
+17,883
9.3%   366,608
-710
11.7%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short