COT Report: 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-06-08
Below is the Commitments of Traders (COT) report for 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 5-YEAR U.S. TREASURY NOTES is as of 2021-06-08. 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 (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,487,738 Total Changes: -13,143 Total Traders: 326
CFTC Code: #044601
Open Interest: 3,487,738 Total Changes: -13,143 Total Traders: 326
AS OF: 2021-06-08
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
68,804 -2,316 |
2.0% | 10 | 153,216 +31,539 |
4.4% | 32 | 19,680 -4,686 |
0.6% | 12 |
| Asset Manager/ Institutional |
1,788,274 +33,563 |
51.3% | 76 | 1,107,539 +2,182 |
31.8% | 66 | 584,488 -34,114 |
16.8% | 75 |
| Leveraged Funds |
381,493 -4,028 |
10.9% | 34 | 915,698 -12,370 |
26.3% | 75 | 93,241 -22,400 |
2.7% | 30 |
| Other Reportables |
233,511 +6,020 |
6.7% | 9 | 227,786 +30,884 |
6.5% | 24 | 213 0 |
0.0% | 0 |
| Nonreportable Positions |
318,034 +14,818 |
9.1% | 385,877 -4,178 |
11.1% | |||||
