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.
| 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 | ||
