COT Report: 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-01-12
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 2021-01-12. 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
FUTURES ONLY POSITIONS
Code-044601
AS OF: 2021-01-12
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (CONTRACTS OF $100,000 FACE VALUE) | Open Interest: 3,240,422 | |||||||
| 484,728 | 821,600 | 85,195 | 2,385,514 | 2,025,591 | 2,955,437 | 2,932,386 | 284,985 | 308,036 |
| Changes | (Change In Open Interest: +42,421 ) | |||||||
| -25,360 | +31,667 | +1,168 | +83,793 | -5,812 | +59,601 | +27,023 | -17,180 | +15,398 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 15.0% | 25.4% | 2.6% | 73.6% | 62.5% | 91.2% | 90.5% | 8.8% | 9.5% |
| Number of Traders in Each Category | (Total Traders: 298) | |||||||
| 50 | 47 | 26 | 138 | 145 | 200 | 206 | ||
