COT Report: 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2019-04-16
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 4,496,281 Total Changes: +181,638 Total Traders: 338
CFTC Code: #044601
Open Interest: 4,496,281 Total Changes: +181,638 Total Traders: 338
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
84,325 -14,136 |
1.9% | 12 | 387,866 +17,264 |
8.6% | 34 | 67,392 +17,023 |
1.5% | 11 |
| Asset Manager/ Institutional |
2,269,475 +25,407 |
50.5% | 95 | 801,201 +10,380 |
17.8% | 54 | 733,615 +33,231 |
16.3% | 89 |
| Leveraged Funds |
458,752 -5,420 |
10.2% | 47 | 1,686,741 +17,195 |
37.5% | 60 | 186,749 +74,995 |
4.2% | 35 |
| Other Reportables |
333,429 +39,032 |
7.4% | 12 | 276,042 +13,084 |
6.1% | 24 | 2,925 -317 |
0.1% | 0 |
| Nonreportable Positions |
359,619 +11,823 |
8.0% | 353,750 -1,217 |
7.9% | |||||
Long vs. Short
Prices & Net Positions
Positions: Long
Positions: Short
