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 2024-04-16. 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: 6,016,477 | |||||||
461,614 | 1,655,836 | 122,540 | 5,000,703 | 3,928,190 | 5,584,857 | 5,706,566 | 431,620 | 309,911 |
Changes | (Change In Open Interest: -53,913 ) | |||||||
+7,878 | -37,320 | -10,248 | -69,118 | -6,494 | -71,488 | -54,062 | +17,575 | +149 |
Percent of Open Interest for Each Category of Traders | ||||||||
7.7% | 27.5% | 2.0% | 83.1% | 65.3% | 92.8% | 94.8% | 7.2% | 5.2% |
Number of Traders in Each Category | (Total Traders: 404) | |||||||
66 | 57 | 31 | 210 | 189 | 294 | 259 |