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

Futures Only Positions as of 2022-01-11

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 2022-01-11. 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: 2022-01-11
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(CONTRACTS OF $100,000 FACE VALUE) Open Interest: 3,830,246
314,572 614,229 131,618 3,129,134 2,568,936 3,575,324 3,314,783 254,922 515,463
Changes (Change In Open Interest: +128,199 )
+59,274 -43,944 +11,639 +46,253 +147,688 +117,166 +115,383 +11,033 +12,816
Percent of Open Interest for Each Category of Traders
8.2% 16.0% 3.4% 81.7% 67.1% 93.3% 86.5% 6.7% 13.5%
Number of Traders in Each Category (Total Traders: 373)
45 77 33 162 193 230 280    

Long vs. Short

Prices & Net Positions


Positions: Long



Positions: Short