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

Futures Only Positions as of 2018-06-12

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,760,964   Total Changes: +80,207   Total Traders: 341

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
79,904
-20,088
2.1% 14 300,729
-29,118
8.0% 41 74,560
+20,686
2.0% 14
Asset Manager/
Institutional
1,898,083
-36,281
50.5% 81 564,336
-8,436
15.0% 56 614,639
+58,229
16.3% 74
Leveraged
Funds
361,812
+16,379
9.6% 39 1,278,312
+7,586
34.0% 68 167,899
+12,259
4.5% 34
Other
Reportables
275,599
+23,432
7.3% 19 314,307
-4,870
8.4% 23 32,927
+5,723
0.9% 5
Nonreportable
Positions
255,541
-132
6.8%   413,255
+18,148
11.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short