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

Futures Only Positions as of 2020-01-21

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 4,296,398   Total Changes: +35,231   Total Traders: 331

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
54,819
+11,590
1.3% 15 507,975
-16,678
11.8% 32 34,616
+6,379
0.8% 15
Asset Manager/
Institutional
2,214,249
+33,667
51.5% 89 877,003
+50,165
20.4% 55 735,656
-5,409
17.1% 76
Leveraged
Funds
528,454
-18,901
12.3% 48 1,490,665
-4,835
34.7% 58 119,957
+7,469
2.8% 45
Other
Reportables
284,258
-3,261
6.6% 17 229,680
+3,555
5.3% 17 626
-109
0.0% 0
Nonreportable
Positions
323,763
+3,806
7.5%   300,220
-5,306
7.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short