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.
| 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 | ||
