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

Futures Only Positions as of 2021-07-27

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 2021-07-27. 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: 2021-07-27
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 3,479,942
496,074 526,099 56,723 2,633,496 2,464,883 3,186,293 3,047,705 293,649 432,237
Changes (Change In Open Interest: +5,286 )
+34,735 -4,274 -7,856 -27,739 +34,822 -860 +22,692 +6,146 -17,406
Percent of Open Interest for Each Category of Traders
14.3% 15.1% 1.6% 75.7% 70.8% 91.6% 87.6% 8.4% 12.4%
Number of Traders in Each Category (Total Traders: 341)
52 60 30 145 183 213 257    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short