COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2024-05-14

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 2024-05-14. 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: 6,235,670   Total Changes: +176,262   Total Traders: 421
AS OF: 2024-05-14

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
145,900
+5,970
2.3% 20 791,063
+55,515
12.7% 32 28,982
+3,438
0.5% 9
Asset Manager/
Institutional
3,647,523
+150,777
58.5% 154 1,141,311
-43,375
18.3% 32 775,003
-7,977
12.4% 98
Leveraged
Funds
448,696
+53,875
7.2% 57 2,958,119
+194,183
47.4% 79 105,246
-29,082
1.7% 44
Other
Reportables
671,120
+16,670
10.8% 35 106,480
+281
1.7% 12 711
-43
0.0% 4
Nonreportable
Positions
412,489
-17,366
6.6%   328,755
+3,322
5.3%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short