COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2022-05-17
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 2022-05-17. 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: 3,791,540 Total Changes: -22,137 Total Traders: 350
CFTC Code: #044601
Open Interest: 3,791,540 Total Changes: -22,137 Total Traders: 350
AS OF: 2022-05-17
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
67,460 -8,777 |
1.8% | 20 | 369,762 +5,454 |
9.8% | 35 | 30,716 +6,563 |
0.8% | 11 |
| Asset Manager/ Institutional |
1,706,544 -121,366 |
45.0% | 86 | 760,525 +1,496 |
20.1% | 70 | 844,751 +21,259 |
22.3% | 92 |
| Leveraged Funds |
292,488 +34,345 |
7.7% | 35 | 906,242 -102,903 |
23.9% | 69 | 212,577 +46,507 |
5.6% | 43 |
| Other Reportables |
349,987 -15,290 |
9.2% | 18 | 222,545 +4,169 |
5.9% | 17 | 2,422 +1,667 |
0.1% | 0 |
| Nonreportable Positions |
284,595 +12,955 |
7.5% | 442,000 -6,349 |
11.7% | |||||
