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

Futures Only Positions as of 2021-10-12

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 2021-10-12. 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
FUTURES ONLY POSITIONS
Code-044601
AS OF: 2021-10-12
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 3,604,864
360,916 682,335 129,213 2,855,878 2,306,165 3,346,007 3,117,713 258,857 487,151
Changes (Change In Open Interest: +33,745 )
+15,856 +22,451 -5,917 +13,411 +11,683 +23,350 +28,217 +10,395 +5,528
Percent of Open Interest for Each Category of Traders
10.0% 18.9% 3.6% 79.2% 64.0% 92.8% 86.5% 7.2% 13.5%
Number of Traders in Each Category (Total Traders: 339)
40 66 33 147 178 203 261    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short