COT Reports

Commitments of Traders

Contracts: 465
Financial Reports: 28,796
Disaggregated Reports: 137,960
Search Contract
Futures Only
Report Date

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

Contract Code: 044601

Futures Only

Type:
Futures Only

COT Report: 2021/06/08

Report Date:
2015/12/29

Dealer Intermediary

Positions

  • Long68,804
  • Short153,216
  • Net
    -84,412
  • Spreading19,680

Change

  • Long-2,316
  • Short+31,539
  • Spreading-4,686

Open Interest

  • Long2%
  • Short4.4%
  • Spreading0.6%

Traders

  • Long10
  • Short32
  • Spreading12

Asset Mger / Inst

Positions

  • Long1,788,274
  • Short1,107,539
  • Net
    +680,735
  • Spreading584,488

Change

  • Long+33,563
  • Short+2,182
  • Spreading-34,114

Open Interest

  • Long51.3%
  • Short31.8%
  • Spreading16.8%

Traders

  • Long76
  • Short66
  • Spreading75

Leveraged Funds

Positions

  • Long381,493
  • Short915,698
  • Net
    -534,205
  • Spreading93,241

Change

  • Long-4,028
  • Short-12,370
  • Spreading-22,400

Open Interest

  • Long10.9%
  • Short26.3%
  • Spreading2.7%

Traders

  • Long34
  • Short75
  • Spreading30

Other Reportables

Positions

  • Long233,511
  • Short227,786
  • Net
    +5,725
  • Spreading213

Change

  • Long+6,020
  • Short+30,884
  • Spreading0

Open Interest

  • Long6.7%
  • Short6.5%
  • Spreading0%

Traders

  • Long9
  • Short24
  • Spreading

Non Reportable

Positions

  • Long318,034
  • Short385,877
  • Net
    -67,843
  • Spreading0

Change

  • Long+14,818
  • Short-4,178
  • Spreading0

Open Interest

  • Long9.1%
  • Short11.1%
  • Spreading0%

Traders

  • Long-
  • Short-
  • Spreading-

Historical Data

Time Range:
5 Years

Positions - Net

Positions - Lo/Sh/Sp

Volume