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 2021-02-16. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Non-Commercial | Commercial | Total | Non-Reportable | |||||
---|---|---|---|---|---|---|---|---|
Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
(CONTRACTS OF $100,000 FACE VALUE) | Open Interest: 3,520,464 | |||||||
793,241 | 799,393 | 89,379 | 2,345,137 | 2,301,877 | 3,227,757 | 3,190,649 | 292,707 | 329,815 |
Changes | (Change In Open Interest: +68,769 ) | |||||||
+43,643 | +52,023 | +1,711 | +18,931 | -11,206 | +64,285 | +42,528 | +4,484 | +26,241 |
Percent of Open Interest for Each Category of Traders | ||||||||
22.5% | 22.7% | 2.5% | 66.6% | 65.4% | 91.7% | 90.6% | 8.3% | 9.4% |
Number of Traders in Each Category | (Total Traders: 318) | |||||||
50 | 51 | 33 | 145 | 166 | 213 | 232 |