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

Futures Only Positions as of 2023-09-19

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 2023-09-19. 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: 5,511,115   Total Changes: +119,285   Total Traders: 402
AS OF: 2023-09-19

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
98,232
+22,312
1.8% 15 734,009
+25,385
13.3% 33 23,761
+2,419
0.4% 11
Asset Manager/
Institutional
2,631,465
+13,025
47.7% 145 1,025,185
+38,785
18.6% 42 706,515
+4,221
12.8% 94
Leveraged
Funds
934,116
+60,366
16.9% 54 2,513,510
+44,612
45.6% 71 56,459
+7,344
1.0% 35
Other
Reportables
663,224
+19,615
12.0% 31 120,084
-4,299
2.2% 11 3,163
+1,601
0.1% 0
Nonreportable
Positions
394,180
-11,618
7.2%   328,429
-783
6.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short