COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2024-10-01
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 2024-10-01. 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: 6,381,426 Total Changes: -43,864 Total Traders: 401
CFTC Code: #044601
Open Interest: 6,381,426 Total Changes: -43,864 Total Traders: 401
AS OF: 2024-10-01
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
113,173 -15,498 |
1.8% | 21 | 644,081 -39,254 |
10.1% | 27 | 14,090 -2,460 |
0.2% | 9 |
| Asset Manager/ Institutional |
3,789,182 +17,949 |
59.4% | 159 | 865,217 -48,771 |
13.6% | 30 | 673,962 +32,880 |
10.6% | 97 |
| Leveraged Funds |
522,716 -31,998 |
8.2% | 55 | 3,645,486 +3,049 |
57.1% | 69 | 112,438 -4,030 |
1.8% | 36 |
| Other Reportables |
688,787 -29,303 |
10.8% | 27 | 175,357 -612 |
2.7% | 13 | 1,630 +402 |
0.0% | 0 |
| Nonreportable Positions |
465,448 -11,806 |
7.3% | 249,165 +14,932 |
3.9% | |||||
