COT Report: U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-05-11
Below is the Commitments of Traders (COT) report for U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for U.S. TREASURY BONDS is as of 2021-05-11. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #020601
Open Interest: 1,189,283 Total Changes: -1,615 Total Traders: 198
CFTC Code: #020601
Open Interest: 1,189,283 Total Changes: -1,615 Total Traders: 198
AS OF: 2021-05-11
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
5,376 +1,144 |
0.5% | 6 | 112,692 +4,082 |
9.5% | 21 | 4,732 +1,966 |
0.4% | 5 |
| Asset Manager/ Institutional |
633,876 -5,904 |
53.3% | 59 | 300,113 +8,951 |
25.2% | 37 | 229,057 +40 |
19.3% | 57 |
| Leveraged Funds |
64,551 +170 |
5.4% | 16 | 249,042 -25,789 |
20.9% | 42 | 29,604 +581 |
2.5% | 26 |
| Other Reportables |
69,288 +2,085 |
5.8% | 10 | 44,978 -2,988 |
3.8% | 7 | 1,993 0 |
0.2% | 0 |
| Nonreportable Positions |
150,806 -1,697 |
12.7% | 217,072 +11,542 |
18.3% | |||||
