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 2020-10-13. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
95,694 -985 |
3.1% | 14 | 228,756 +26,199 |
7.4% | 22 | 19,790 -2,525 |
0.6% | 7 |
| Asset Manager/ Institutional |
1,289,840 -30,514 |
41.4% | 86 | 566,933 -18,581 |
18.2% | 49 | 542,017 -2,741 |
17.4% | 76 |
| Leveraged Funds |
407,754 +5,919 |
13.1% | 41 | 1,278,053 -40,155 |
41.1% | 52 | 70,169 -9,949 |
2.3% | 23 |
| Other Reportables |
361,794 -7,458 |
11.6% | 12 | 126,706 +4,952 |
4.1% | 11 | 271 +12 |
0.0% | 0 |
| Nonreportable Positions |
324,537 +4,115 |
10.4% | 279,171 -1,338 |
9.0% | |||||
