Below is the Commitments of Traders (COT) report for UST 5Y NOTE - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for UST 5Y NOTE is as of 2022-06-21. 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: 3,854,228 | |||||||
373,807 | 477,898 | 67,914 | 3,119,594 | 2,830,101 | 3,561,315 | 3,375,913 | 292,913 | 478,315 |
Changes | (Change In Open Interest: -35,194 ) | |||||||
-794 | -87,774 | -2,750 | -21,855 | +61,333 | -25,399 | -29,191 | -9,795 | -6,003 |
Percent of Open Interest for Each Category of Traders | ||||||||
9.7% | 12.4% | 1.8% | 80.9% | 73.4% | 92.4% | 87.6% | 7.6% | 12.4% |
Number of Traders in Each Category | (Total Traders: 334) | |||||||
43 | 64 | 30 | 153 | 177 | 213 | 254 |