COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2023-09-19
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 2023-09-19. 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: 5,511,115 Total Changes: +119,285 Total Traders: 402
CFTC Code: #044601
Open Interest: 5,511,115 Total Changes: +119,285 Total Traders: 402
AS OF: 2023-09-19
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
98,232 +22,312 |
1.8% | 15 | 734,009 +25,385 |
13.3% | 33 | 23,761 +2,419 |
0.4% | 11 |
| Asset Manager/ Institutional |
2,631,465 +13,025 |
47.7% | 145 | 1,025,185 +38,785 |
18.6% | 42 | 706,515 +4,221 |
12.8% | 94 |
| Leveraged Funds |
934,116 +60,366 |
16.9% | 54 | 2,513,510 +44,612 |
45.6% | 71 | 56,459 +7,344 |
1.0% | 35 |
| Other Reportables |
663,224 +19,615 |
12.0% | 31 | 120,084 -4,299 |
2.2% | 11 | 3,163 +1,601 |
0.1% | 0 |
| Nonreportable Positions |
394,180 -11,618 |
7.2% | 328,429 -783 |
6.0% | |||||
