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

Futures Only Positions as of 2017-10-17

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Code-044601
FUTURES ONLY POSITIONS AS OF 2017-10-17
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 2,960,660
355,004 800,583 85,685 2,281,411 1,682,488 2,722,100 2,568,756 238,560 391,904
Changes (Change In Open Interest: -8,063 )
-33,775 +110,219 +5,793 +33,181 -136,814 +5,199 -20,802 -13,262 +12,739
Percent of Open Interest for Each Category of Traders
12.0% 27.0% 2.9% 77.1% 56.8% 91.9% 86.8% 8.1% 13.2%
Number of Traders in Each Category (Total Traders: 321)
47 80 46 129 148 207 243    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short