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

Futures Only Positions as of 2018-11-27

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 5,016,080   Total Changes: -30,002   Total Traders: 356

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
45,950
-43,287
0.9% 10 632,258
-10,271
12.6% 41 72,433
+10,445
1.4% 22
Asset Manager/
Institutional
2,601,773
-75,299
51.9% 100 481,596
-43,038
9.6% 50 910,009
+29,419
18.1% 85
Leveraged
Funds
478,181
-16,386
9.5% 40 1,696,476
-78,531
33.8% 71 261,231
+27,838
5.2% 55
Other
Reportables
230,463
-17,268
4.6% 14 522,926
+12,763
10.4% 29 30,779
-2,837
0.6% 14
Nonreportable
Positions
385,261
+57,373
7.7%   408,372
+24,210
8.1%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short