COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2022-09-20
Below is the Commitments of Traders (COT) report for UST 5Y NOTE - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for UST 5Y NOTE is as of 2022-09-20. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,974,321 Total Changes: -8,206 Total Traders: 339
CFTC Code: #044601
Open Interest: 3,974,321 Total Changes: -8,206 Total Traders: 339
AS OF: 2022-09-20
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
116,994 +123 |
2.9% | 12 | 382,347 +20,860 |
9.6% | 31 | 4,163 -1,309 |
0.1% | 9 |
| Asset Manager/ Institutional |
1,642,362 -5,133 |
41.3% | 86 | 869,300 +45,304 |
21.9% | 65 | 800,143 -1,988 |
20.1% | 88 |
| Leveraged Funds |
614,170 -3,358 |
15.5% | 38 | 1,087,784 -67,627 |
27.4% | 65 | 75,294 +4,761 |
1.9% | 32 |
| Other Reportables |
428,182 +7,181 |
10.8% | 16 | 316,353 +9,842 |
8.0% | 26 | 1,980 +139 |
0.0% | 0 |
| Nonreportable Positions |
291,033 -8,622 |
7.3% | 436,957 -18,188 |
11.0% | |||||
