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

Futures Only Positions as of 2024-02-20

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 2024-02-20. 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: 6,000,253   Total Changes: +99,538   Total Traders: 422
AS OF: 2024-02-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
150,891
-10,886
2.5% 16 666,234
+37,715
11.1% 39 54,324
+11,113
0.9% 18
Asset Manager/
Institutional
3,045,553
-7,645
50.8% 152 1,389,819
+19,999
23.2% 33 657,901
+582
11.0% 96
Leveraged
Funds
811,957
+12,791
13.5% 56 2,628,068
-49,484
43.8% 79 199,617
+64,227
3.3% 54
Other
Reportables
672,610
+20,037
11.2% 35 83,930
-7,796
1.4% 11 21,165
+20,346
0.4% 5
Nonreportable
Positions
386,235
-11,027
6.4%   299,195
+2,836
5.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short