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
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    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short