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

Futures Only Positions as of 2021-11-16

Below is the Commitments of Traders (COT) report for 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 5-YEAR U.S. TREASURY NOTES is as of 2021-11-16. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,630,431   Total Changes: +29,842   Total Traders: 347
AS OF: 2021-11-16

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
88,923
+22,354
2.4% 14 194,328
-1,365
5.4% 29 21,495
+7,886
0.6% 14
Asset Manager/
Institutional
1,910,323
-13,447
52.6% 72 1,061,116
+41,220
29.2% 82 664,550
-42,494
18.3% 84
Leveraged
Funds
244,027
+36,946
6.7% 35 858,052
+12,001
23.6% 74 122,626
+14,462
3.4% 41
Other
Reportables
314,424
-205
8.7% 14 206,815
-13,445
5.7% 27 3,061
+236
0.1% 6
Nonreportable
Positions
261,002
+4,104
7.2%   498,388
+11,341
13.7%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short