COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2023-01-24

Below is the Commitments of Traders (COT) report for UST 5Y NOTE - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for UST 5Y NOTE is as of 2023-01-24. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

UST 5Y NOTE - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 4,162,628   Total Changes: +3,236   Total Traders: 352
AS OF: 2023-01-24

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
44,187
+5,301
1.1% 13 560,548
-9,105
13.5% 35 15,747
+5,500
0.4% 14
Asset Manager/
Institutional
1,901,902
-26,218
45.7% 105 615,800
+53,312
14.8% 48 713,964
-21,729
17.2% 88
Leveraged
Funds
630,873
+13,163
15.2% 53 1,515,991
-31,611
36.4% 57 94,231
-3,591
2.3% 43
Other
Reportables
406,550
+18,165
9.8% 22 296,090
+11,650
7.1% 19 745
0
0.0% 0
Nonreportable
Positions
354,429
+12,645
8.5%   349,512
-1,190
8.4%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short