COT Report: 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-01-12
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 2021-01-12. 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: 3,240,422 Total Changes: +42,421 Total Traders: 298
CFTC Code: #044601
Open Interest: 3,240,422 Total Changes: +42,421 Total Traders: 298
AS OF: 2021-01-12
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
75,797 +14,636 |
2.3% | 13 | 225,816 +64 |
7.0% | 17 | 10,117 +282 |
0.3% | 0 |
| Asset Manager/ Institutional |
1,394,521 -39,098 |
43.0% | 92 | 627,443 +12,938 |
19.4% | 52 | 554,499 +36,218 |
17.1% | 74 |
| Leveraged Funds |
445,358 +4,753 |
13.7% | 39 | 1,277,804 -45,648 |
39.4% | 56 | 106,336 +22,553 |
3.3% | 27 |
| Other Reportables |
368,044 +20,093 |
11.4% | 15 | 129,606 +452 |
4.0% | 14 | 765 +164 |
0.0% | 4 |
| Nonreportable Positions |
284,985 -17,180 |
8.8% | 308,036 +15,398 |
9.5% | |||||
