COT Report: 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-09-14
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 2021-09-14. 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: 3,551,136 Total Changes: +101,784 Total Traders: 334
CFTC Code: #044601
Open Interest: 3,551,136 Total Changes: +101,784 Total Traders: 334
AS OF: 2021-09-14
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
56,692 -4,943 |
1.6% | 14 | 175,767 -10,562 |
4.9% | 25 | 20,119 -2,361 |
0.6% | 7 |
| Asset Manager/ Institutional |
1,832,602 +83,453 |
51.6% | 84 | 859,467 +3,031 |
24.2% | 68 | 706,346 +4,826 |
19.9% | 85 |
| Leveraged Funds |
240,315 +48,281 |
6.8% | 36 | 1,031,654 +129,747 |
29.1% | 73 | 99,357 -38,631 |
2.8% | 36 |
| Other Reportables |
294,961 -7,990 |
8.3% | 10 | 225,681 +2,277 |
6.4% | 24 | 412 -29 |
0.0% | 0 |
| Nonreportable Positions |
300,332 +19,178 |
8.5% | 432,333 +13,486 |
12.2% | |||||
