COT Report: 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-11-30
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 2021-11-30. 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: 2021-11-30
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (CONTRACTS OF $100,000 FACE VALUE) | Open Interest: 3,486,538 | |||||||
| 244,895 | 612,727 | 123,566 | 2,859,429 | 2,244,976 | 3,227,890 | 2,981,269 | 258,648 | 505,269 |
| Changes | (Change In Open Interest: -607,162 ) | |||||||
| -90,253 | -7,304 | -159,207 | -305,631 | -339,884 | -555,091 | -506,395 | -52,071 | -100,767 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 7.0% | 17.6% | 3.5% | 82.0% | 64.4% | 92.6% | 85.5% | 7.4% | 14.5% |
| Number of Traders in Each Category | (Total Traders: 334) | |||||||
| 31 | 78 | 36 | 151 | 175 | 205 | 266 | ||
