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

Futures Only Positions as of 2017-07-11

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 2,986,911   Total Changes: -77,855   Total Traders: 300

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
60,282
+1,781
2.0% 13 307,479
+16,269
10.3% 32 31,160
-21,118
1.0% 10
Asset Manager/
Institutional
1,695,172
-25,872
56.8% 55 706,703
+25,152
23.7% 50 403,036
-4,751
13.5% 63
Leveraged
Funds
277,310
-45,839
9.3% 43 806,782
-126,646
27.0% 60 83,268
+27,759
2.8% 39
Other
Reportables
172,072
+5,975
5.8% 12 254,710
-3,735
8.5% 35 11,409
+477
0.4% 7
Nonreportable
Positions
253,202
-16,267
8.5%   382,364
+8,738
12.8%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short