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

Futures Only Positions as of 2017-11-14

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,229,954   Total Changes: +79,384   Total Traders: 318

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
95,554
+9,574
3.0% 15 227,793
+9,379
7.1% 31 81,938
+30,197
2.5% 18
Asset Manager/
Institutional
1,540,705
-11,339
47.7% 55 663,461
+3,277
20.5% 60 441,459
+21,542
13.7% 65
Leveraged
Funds
402,998
+40,775
12.5% 40 915,201
+38,272
28.3% 71 172,030
-21,282
5.3% 51
Other
Reportables
227,957
+1,672
7.1% 20 299,821
-1,696
9.3% 26 9,781
-67
0.3% 10
Nonreportable
Positions
257,532
+8,312
8.0%   418,470
-238
13.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short