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

Futures Only Positions as of 2020-10-13

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 2020-10-13. 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: 3,111,866   Total Changes: -44,126   Total Traders: 287

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
95,694
-985
3.1% 14 228,756
+26,199
7.4% 22 19,790
-2,525
0.6% 7
Asset Manager/
Institutional
1,289,840
-30,514
41.4% 86 566,933
-18,581
18.2% 49 542,017
-2,741
17.4% 76
Leveraged
Funds
407,754
+5,919
13.1% 41 1,278,053
-40,155
41.1% 52 70,169
-9,949
2.3% 23
Other
Reportables
361,794
-7,458
11.6% 12 126,706
+4,952
4.1% 11 271
+12
0.0% 0
Nonreportable
Positions
324,537
+4,115
10.4%   279,171
-1,338
9.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short