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

Futures Only Positions as of 2020-03-31

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Code-044601
FUTURES ONLY POSITIONS AS OF 2020-03-31
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 3,846,802
478,606 750,480 34,516 3,045,291 2,796,068 3,558,413 3,581,064 288,389 265,738
Changes (Change In Open Interest: -168,715 )
-58,467 +106,343 -11,120 -98,576 -147,971 -168,163 -52,748 -552 -115,967
Percent of Open Interest for Each Category of Traders
12.4% 19.5% 0.9% 79.2% 72.7% 92.5% 93.1% 7.5% 6.9%
Number of Traders in Each Category (Total Traders: 304)
55 38 21 139 159 202 210    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short