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

Futures Only Positions as of 2020-11-17

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 2020-11-17. 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 2020-11-17
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 3,190,461
412,393 794,642 103,514 2,379,263 1,995,274 2,895,170 2,893,430 295,291 297,031
Changes (Change In Open Interest: +15,446 )
+18,128 -14,595 -6,193 +9,631 +26,928 +21,566 +6,140 -6,120 +9,306
Percent of Open Interest for Each Category of Traders
12.9% 24.9% 3.2% 74.6% 62.5% 90.7% 90.7% 9.3% 9.3%
Number of Traders in Each Category (Total Traders: 301)
55 48 37 140 148 210 218    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short