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

Futures Only Positions as of 2017-06-20

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Code-044601
FUTURES ONLY POSITIONS AS OF 2017-06-20
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 3,099,716
487,224 623,985 72,719 2,255,867 2,035,493 2,815,810 2,732,197 283,906 367,519
Changes (Change In Open Interest: -73,816 )
-69,227 +14,732 -11,902 +18,584 -91,073 -62,545 -88,243 -11,271 +14,427
Percent of Open Interest for Each Category of Traders
15.7% 20.1% 2.3% 72.8% 65.7% 90.8% 88.1% 9.2% 11.9%
Number of Traders in Each Category (Total Traders: 297)
45 69 38 114 144 183 227    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short