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

Futures Only Positions as of 2020-09-22

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 2020-09-22. 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
Code-044601
FUTURES ONLY POSITIONS AS OF 2020-09-22
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 3,297,115
484,590 712,014 126,158 2,344,122 2,181,117 2,954,870 3,019,289 342,245 277,826
Changes (Change In Open Interest: +28,538 )
-1,926 -24,904 +38,034 -1,171 +17,084 +34,937 +30,214 -6,399 -1,676
Percent of Open Interest for Each Category of Traders
14.7% 21.6% 3.8% 71.1% 66.2% 89.6% 91.6% 10.4% 8.4%
Number of Traders in Each Category (Total Traders: 294)
63 33 29 136 150 213 198    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short