COT Reports

Commitments of Traders

Contracts: 460
Financial Reports: 27,862
Disaggregated Reports: 134,218
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: 2021/04/06

Report Date:
2015/12/29

Dealer Intermediary

Positions

  • Long48,913
  • Short176,573
  • Net
    -127,660
  • Spreading21,428

Change

  • Long-9,213
  • Short+32,064
  • Spreading-5,225

Open Interest

  • Long1.4%
  • Short4.9%
  • Spreading0.6%

Traders

  • Long12
  • Short26
  • Spreading6

Asset Mger / Inst

Positions

  • Long1,642,930
  • Short1,178,700
  • Net
    +464,230
  • Spreading651,042

Change

  • Long+18,026
  • Short+43,877
  • Spreading-20,366

Open Interest

  • Long45.9%
  • Short33%
  • Spreading18.2%

Traders

  • Long82
  • Short71
  • Spreading82

Leveraged Funds

Positions

  • Long558,993
  • Short868,992
  • Net
    -309,999
  • Spreading92,842

Change

  • Long-81,717
  • Short-163,917
  • Spreading+129

Open Interest

  • Long15.6%
  • Short24.3%
  • Spreading2.6%

Traders

  • Long39
  • Short61
  • Spreading27

Other Reportables

Positions

  • Long284,970
  • Short177,614
  • Net
    +107,356
  • Spreading2,623

Change

  • Long+2,515
  • Short-279
  • Spreading+66

Open Interest

  • Long8%
  • Short5%
  • Spreading0.1%

Traders

  • Long12
  • Short23
  • Spreading

Non Reportable

Positions

  • Long271,735
  • Short405,662
  • Net
    -133,927
  • Spreading0

Change

  • Long-5,662
  • Short+12,204
  • Spreading0

Open Interest

  • Long7.6%
  • Short11.3%
  • Spreading0%

Traders

  • Long-
  • Short-
  • Spreading-

Historical Data

Time Range:
5 Years

Positions - Net

Positions - Lo/Sh/Sp

Volume