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
Code-044601
FUTURES ONLY POSITIONS AS OF 2017-07-11
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 2,986,911
353,310 628,904 91,937 2,288,462 1,883,706 2,733,709 2,604,547 253,202 382,364
Changes (Change In Open Interest: -77,855 )
-50,106 +6,195 +32,836 -44,318 -125,624 -61,588 -86,593 -16,267 +8,738
Percent of Open Interest for Each Category of Traders
11.8% 21.1% 3.1% 76.6% 63.1% 91.5% 87.2% 8.5% 12.8%
Number of Traders in Each Category (Total Traders: 300)
46 71 42 110 150 183 236    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short