COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2023-05-23
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 2023-05-23. 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: 5,105,531 Total Changes: +4,728 Total Traders: 367
CFTC Code: #044601
Open Interest: 5,105,531 Total Changes: +4,728 Total Traders: 367
AS OF: 2023-05-23
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
62,754 +7,949 |
1.2% | 13 | 712,821 +30,704 |
14.0% | 31 | 39,733 +21,328 |
0.8% | 18 |
| Asset Manager/ Institutional |
2,472,547 -30,746 |
48.4% | 132 | 722,466 +29,347 |
14.2% | 35 | 639,341 -16,390 |
12.5% | 96 |
| Leveraged Funds |
893,023 +6,008 |
17.5% | 48 | 2,394,349 -25,670 |
46.9% | 62 | 88,871 -71,334 |
1.7% | 39 |
| Other Reportables |
488,588 +36,607 |
9.6% | 29 | 138,738 -14,299 |
2.7% | 16 | 23,842 +23,113 |
0.5% | 12 |
| Nonreportable Positions |
396,832 +28,193 |
7.8% | 345,370 +27,929 |
6.8% | |||||
