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

Futures Only Positions as of 2020-09-22

Below is the Commitments of Traders (COT) report for 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 5-YEAR U.S. TREASURY NOTES is as of 2020-09-22. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,297,115   Total Changes: +28,538   Total Traders: 294

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
70,498
-16,735
2.1% 11 261,048
+45,582
7.9% 25 25,206
-1,220
0.8% 6
Asset Manager/
Institutional
1,409,197
-38,965
42.7% 86 574,677
-10,848
17.4% 49 523,848
-20,331
15.9% 78
Leveraged
Funds
407,700
+35,485
12.4% 47 1,339,006
-24,132
40.6% 53 132,155
+39,835
4.0% 32
Other
Reportables
386,007
+36,868
11.7% 13 163,090
+1,328
4.9% 10 259
0
0.0% 0
Nonreportable
Positions
342,245
-6,399
10.4%   277,826
-1,676
8.4%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short