5-Year Bond COT Financial Futures

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5-Year Bond
Financial Futures Contracts: – Updated Data Through: May 19 2020

Price, Net Positions & Open Interest:


Current Trader Positions as Percent of Open Interest:


Dealers Positions:

The Dealers position this week came in at a total net position of -231,515 contracts. This was a weekly change of -4,619 contracts from the total net of -226,896 contracts reported the previous week.
The Dealers Strength Index level, the score for Dealer positions compared to levels of the past three years, shows that Dealers are currently at a Bullish level with a score of 67.9 percent.

Dealers are considered the sell side of the market by the CFTC. These traders usually consist of large commercial brokerages and dealers that are in the futures markets to sell financial market instruments and/or to hedge their trading and financial liabilities.


TRADER TYPE DATA: DEALERS
– Percent of Open Interest Longs: 1.7
– Percent of Open Interest Shorts: 8.1
– Net Position: -231,515
– Gross Longs: 60,018
– Gross Shorts: 291,533
– Long to Short Ratio: 0.2 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 67.9
– Strength Index Reading (3 Year Range): Bullish
Net Position Momentum:
– 6 Week Change of Strength Index: 36.9

Asset Managers Positions:

The Asset Managers position this week was a total net position of 1,128,197 contracts. This was a weekly change of 35,286 contracts from the total net of 1,092,911 contracts reported the previous week.
The Asset Managers Strength Index level, a score that compares the levels of the past three years, shows that Asset Managers are currently at a Bearish level with a score of 24.6 percent.

Asset Managers or Institutional Traders are in the futures markets as buy side investors for large institutional type entities such as insurance companies, mutual funds, pension funds, or endowments as well as other large investment managers.


TRADER TYPE DATA: ASSET MANAGERS
– Percent of Open Interest Longs: 48.6
– Percent of Open Interest Shorts: 17.2
– Net Position: 1,128,197
– Gross Longs: 1,747,648
– Gross Shorts: 619,451
– Long to Short Ratio: 2.8 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 24.6
– Strength Index Reading (3 Year Range): Bearish
Net Position Momentum:
– 6 Week Change of Strength Index: -6.3

Leveraged Money Positions:

The Leveraged Money trader position this week totaled a net position of -948,481 contracts. This was a weekly change of -11,081 contracts from the total net of -937,400 contracts reported the previous week.
The Leveraged Money Strength Index level, a score that compares the levels of the past three years, shows that smalls are currently at a Bearish level with a score of 48.4 percent.

The Leveraged Money traders are classified by the CFTC as part of the buy side participants in the futures markets. These traders consist of Hedge funds, money managers and other commodity trading type funds that take positions which can be speculative in nature (in order to profit).


TRADER TYPE DATA: LEVERAGED MONEY
– Percent of Open Interest Longs: 10.8
– Percent of Open Interest Shorts: 37.2
– Net Position: -948,481
– Gross Longs: 389,246
– Gross Shorts: 1,337,727
– Long to Short Ratio: 0.3 to 1
NET POSITION TREND:
– COT Index Score (3 Year Range Pct): 48.4
– Strength Index Reading (3 Year Range): Bearish
Net Position Momentum:
– 6 Week Change of Strength Index: -7.1


*COT Report: The COT data, released weekly to the public each Friday, is updated through the most recent Tuesday (data is 3 days old) and shows a quick view of how large speculators or non-commercials (for-profit traders) as well as the commercial traders (hedgers & traders for business purposes) were positioned in the futures markets. The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators). Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).

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