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 (COT legacy report, 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
FUTURES ONLY POSITIONS
Code-044601
AS OF: 2021-01-12
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 3,240,422
484,728 821,600 85,195 2,385,514 2,025,591 2,955,437 2,932,386 284,985 308,036
Changes (Change In Open Interest: +42,421 )
-25,360 +31,667 +1,168 +83,793 -5,812 +59,601 +27,023 -17,180 +15,398
Percent of Open Interest for Each Category of Traders
15.0% 25.4% 2.6% 73.6% 62.5% 91.2% 90.5% 8.8% 9.5%
Number of Traders in Each Category (Total Traders: 298)
50 47 26 138 145 200 206    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short