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

Futures Only Positions as of 2020-09-15

Below is the Commitments of Traders (COT) report for 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 5-YEAR U.S. TREASURY NOTES is as of 2020-09-15. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Code-044601
FUTURES ONLY POSITIONS AS OF 2020-09-15
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 3,268,577
486,516 736,918 88,124 2,345,293 2,164,033 2,919,933 2,989,075 348,644 279,502
Changes (Change In Open Interest: +53,191 )
+58,944 +117,629 -9,822 -9,172 -49,101 +39,950 +58,706 +13,241 -5,515
Percent of Open Interest for Each Category of Traders
14.9% 22.5% 2.7% 71.8% 66.2% 89.3% 91.4% 10.7% 8.6%
Number of Traders in Each Category (Total Traders: 289)
58 37 31 134 147 205 202    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short