COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2022-09-20

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 2022-09-20. 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: 3,974,321   Total Changes: -8,206   Total Traders: 339
AS OF: 2022-09-20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
116,994
+123
2.9% 12 382,347
+20,860
9.6% 31 4,163
-1,309
0.1% 9
Asset Manager/
Institutional
1,642,362
-5,133
41.3% 86 869,300
+45,304
21.9% 65 800,143
-1,988
20.1% 88
Leveraged
Funds
614,170
-3,358
15.5% 38 1,087,784
-67,627
27.4% 65 75,294
+4,761
1.9% 32
Other
Reportables
428,182
+7,181
10.8% 16 316,353
+9,842
8.0% 26 1,980
+139
0.0% 0
Nonreportable
Positions
291,033
-8,622
7.3%   436,957
-18,188
11.0%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short