COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2024-09-10
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 2024-09-10. 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: 6,357,260 Total Changes: -82,922 Total Traders: 407
CFTC Code: #044601
Open Interest: 6,357,260 Total Changes: -82,922 Total Traders: 407
AS OF: 2024-09-10
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
142,063 +15,649 |
2.2% | 20 | 677,503 -20,208 |
10.7% | 31 | 12,389 -6,550 |
0.2% | 9 |
| Asset Manager/ Institutional |
3,819,426 -8,012 |
60.1% | 160 | 887,751 -17,514 |
14.0% | 29 | 636,134 +6,056 |
10.0% | 98 |
| Leveraged Funds |
465,568 -36,922 |
7.3% | 54 | 3,591,664 -69,014 |
56.5% | 74 | 114,630 -1,944 |
1.8% | 36 |
| Other Reportables |
694,502 -44,755 |
10.9% | 24 | 193,497 +17,995 |
3.0% | 15 | 200 -15 |
0.0% | 0 |
| Nonreportable Positions |
472,348 -6,429 |
7.4% | 243,492 +8,272 |
3.8% | |||||
