COT Report: 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2017-09-19

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code: #044601
Open Interest: 2,980,492   Total Changes: -165,924   Total Traders: 294

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
118,036
+10,422
4.0% 16 201,883
-34,974
6.8% 25 25,687
+3,578
0.9% 10
Asset Manager/
Institutional
1,565,323
-71,681
52.5% 55 682,672
+11,271
22.9% 55 367,180
+103
12.3% 62
Leveraged
Funds
301,470
-92,475
10.1% 36 964,472
-176,926
32.4% 65 93,343
+4,628
3.1% 37
Other
Reportables
206,741
-5,864
6.9% 17 262,334
+11,493
8.8% 25 11,286
-252
0.4% 6
Nonreportable
Positions
291,426
-14,383
9.8%   371,635
+15,155
12.5%        

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short