Below is the Commitments of Traders (COT) report for UST 5Y NOTE - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for UST 5Y NOTE is as of 2023-05-23. 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: 5,105,531 | |||||||
423,353 | 1,357,422 | 99,318 | 4,186,028 | 3,303,421 | 4,708,699 | 4,760,161 | 396,832 | 345,370 |
Changes | (Change In Open Interest: +4,728 ) | |||||||
-12,612 | -2,456 | -19,739 | +8,886 | -1,006 | -23,465 | -23,201 | +28,193 | +27,929 |
Percent of Open Interest for Each Category of Traders | ||||||||
8.3% | 26.6% | 1.9% | 82.0% | 64.7% | 92.2% | 93.2% | 7.8% | 6.8% |
Number of Traders in Each Category | (Total Traders: 367) | |||||||
55 | 50 | 38 | 202 | 186 | 278 | 254 |