COT Report: 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2021-11-16
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 2021-11-16. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 3,630,431 Total Changes: +29,842 Total Traders: 347
CFTC Code: #044601
Open Interest: 3,630,431 Total Changes: +29,842 Total Traders: 347
AS OF: 2021-11-16
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
88,923 +22,354 |
2.4% | 14 | 194,328 -1,365 |
5.4% | 29 | 21,495 +7,886 |
0.6% | 14 |
| Asset Manager/ Institutional |
1,910,323 -13,447 |
52.6% | 72 | 1,061,116 +41,220 |
29.2% | 82 | 664,550 -42,494 |
18.3% | 84 |
| Leveraged Funds |
244,027 +36,946 |
6.7% | 35 | 858,052 +12,001 |
23.6% | 74 | 122,626 +14,462 |
3.4% | 41 |
| Other Reportables |
314,424 -205 |
8.7% | 14 | 206,815 -13,445 |
5.7% | 27 | 3,061 +236 |
0.1% | 6 |
| Nonreportable Positions |
261,002 +4,104 |
7.2% | 498,388 +11,341 |
13.7% | |||||
