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

Futures Only Positions as of 2021-01-12

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 2021-01-12. 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: 3,240,422   Total Changes: +42,421   Total Traders: 298
AS OF: 2021-01-12

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
75,797
+14,636
2.3% 13 225,816
+64
7.0% 17 10,117
+282
0.3% 0
Asset Manager/
Institutional
1,394,521
-39,098
43.0% 92 627,443
+12,938
19.4% 52 554,499
+36,218
17.1% 74
Leveraged
Funds
445,358
+4,753
13.7% 39 1,277,804
-45,648
39.4% 56 106,336
+22,553
3.3% 27
Other
Reportables
368,044
+20,093
11.4% 15 129,606
+452
4.0% 14 765
+164
0.0% 4
Nonreportable
Positions
284,985
-17,180
8.8%   308,036
+15,398
9.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short