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
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 | ||
