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

Futures Only Positions as of 2018-06-19

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,761,757   Total Changes: +793   Total Traders: 355

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
68,202
-11,702
1.8% 14 281,444
-19,285
7.5% 41 88,488
+13,928
2.4% 10
Asset Manager/
Institutional
1,851,464
-46,619
49.2% 81 577,681
+13,345
15.4% 59 626,247
+11,608
16.6% 72
Leveraged
Funds
373,455
+11,643
9.9% 42 1,265,440
-12,872
33.6% 69 160,657
-7,242
4.3% 40
Other
Reportables
296,312
+20,713
7.9% 20 316,525
+2,218
8.4% 29 41,458
+8,531
1.1% 7
Nonreportable
Positions
255,474
-67
6.8%   403,817
-9,438
10.7%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short