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

Futures Only Positions as of 2020-03-31

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,846,802   Total Changes: -168,715   Total Traders: 304

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
96,357
+4,943
2.5% 12 496,450
-47,898
12.9% 32 19,358
-4,649
0.5% 6
Asset Manager/
Institutional
1,953,257
-126,253
50.8% 90 595,028
-13,101
15.5% 50 535,340
+11,937
13.9% 74
Leveraged
Funds
637,933
-72,706
16.6% 38 1,659,556
+13,556
43.1% 53 71,130
+869
1.8% 27
Other
Reportables
244,470
+17,761
6.4% 16 203,634
-13,397
5.3% 13 568
-65
0.0% 0
Nonreportable
Positions
288,389
-552
7.5%   265,738
-115,967
6.9%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short