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.
| 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 | ||
