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 2020-08-04. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
118,558 +17,805 |
3.4% | 10 | 330,895 -42,373 |
9.4% | 27 | 22,176 +1,096 |
0.6% | 10 |
| Asset Manager/ Institutional |
1,676,054 +3,156 |
47.7% | 93 | 705,270 +34,752 |
20.1% | 53 | 552,209 +19,095 |
15.7% | 88 |
| Leveraged Funds |
449,136 -51,189 |
12.8% | 37 | 1,395,263 -17,290 |
39.7% | 61 | 68,522 +9,582 |
2.0% | 33 |
| Other Reportables |
298,751 +7,374 |
8.5% | 11 | 161,329 -2,593 |
4.6% | 14 | 2,988 0 |
0.1% | 0 |
| Nonreportable Positions |
323,557 +100 |
9.2% | 273,299 +4,750 |
7.8% | |||||
