COT Report: 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2020-08-04

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.

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,511,951   Total Changes: +7,019   Total Traders: 306

  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%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short