COT Report: UST 5Y NOTE - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2023-01-24
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 2023-01-24. 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: 4,162,628 Total Changes: +3,236 Total Traders: 352
CFTC Code: #044601
Open Interest: 4,162,628 Total Changes: +3,236 Total Traders: 352
AS OF: 2023-01-24
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
44,187 +5,301 |
1.1% | 13 | 560,548 -9,105 |
13.5% | 35 | 15,747 +5,500 |
0.4% | 14 |
| Asset Manager/ Institutional |
1,901,902 -26,218 |
45.7% | 105 | 615,800 +53,312 |
14.8% | 48 | 713,964 -21,729 |
17.2% | 88 |
| Leveraged Funds |
630,873 +13,163 |
15.2% | 53 | 1,515,991 -31,611 |
36.4% | 57 | 94,231 -3,591 |
2.3% | 43 |
| Other Reportables |
406,550 +18,165 |
9.8% | 22 | 296,090 +11,650 |
7.1% | 19 | 745 0 |
0.0% | 0 |
| Nonreportable Positions |
354,429 +12,645 |
8.5% | 349,512 -1,190 |
8.4% | |||||
