Positions as of Tue 1 Feb 2022 - report month 2022-02
| Market | CBT 5-YEAR U.S. TREASURY NOTES |
| Months in dataset | 100 |
| Coverage | 2013-11 to 2022-02 |
| Months with a suppressed bank count | 3 |
| Latest US bank net, contracts | -8,070 |
| Latest non-US bank net, contracts | -75,490 |
| Latest all-bank net, contracts | -83,560 |
Bank positions, last 24 months
| Month | US banks | US long | US short | US net | Non-US banks | Non-US long | Non-US short | Non-US net | All banks | All net |
|---|---|---|---|---|---|---|---|---|---|---|
| 2022-02 | 4 | 5,542 | 13,612 | -8,070 | 36 | 31,162 | 106,652 | -75,490 | 40 | -83,560 |
| 2022-01 | 5 | 4,941 | 10,569 | -5,628 | 25 | 31,483 | 56,889 | -25,406 | 30 | -31,034 |
| 2021-12 | 6 | 9,119 | 14,106 | -4,987 | 31 | 29,919 | 74,687 | -44,768 | 37 | -49,755 |
| 2021-11 | 5 | 14,197 | 12,243 | +1,954 | 27 | 32,705 | 72,370 | -39,665 | 32 | -37,711 |
| 2021-10 | 4 | 14,817 | 8,085 | +6,732 | 21 | 42,547 | 74,063 | -31,516 | 25 | -24,784 |
| 2021-09 | 4 | 20,926 | 10,578 | +10,348 | 21 | 42,236 | 45,250 | -3,014 | 25 | +7,334 |
| 2021-08 | 6 | 5,400 | 14,716 | -9,316 | 24 | 32,332 | 55,422 | -23,090 | 30 | -32,406 |
| 2021-07 | 4 | 15,397 | 10,117 | +5,280 | 25 | 33,490 | 63,580 | -30,090 | 29 | -24,810 |
| 2021-06 | suppressed | 11,618 | 11,346 | +272 | suppressed | 46,403 | 37,966 | +8,437 | 29 | +8,709 |
| 2021-05 | 4 | 8,109 | 10,800 | -2,691 | 24 | 38,410 | 37,296 | +1,114 | 28 | -1,577 |
| 2021-04 | 4 | 9,691 | 20,476 | -10,785 | 27 | 24,706 | 68,273 | -43,567 | 31 | -54,352 |
| 2021-03 | 4 | 13,370 | 23,210 | -9,840 | 21 | 55,126 | 29,257 | +25,869 | 25 | +16,029 |
| 2021-02 | 4 | 12,654 | 4,534 | +8,120 | 20 | 38,109 | 53,512 | -15,403 | 24 | -7,283 |
| 2021-01 | 4 | 13,806 | 4,949 | +8,857 | 20 | 49,211 | 15,824 | +33,387 | 24 | +42,244 |
| 2020-12 | 4 | 10,294 | 7,451 | +2,843 | 18 | 34,479 | 22,551 | +11,928 | 22 | +14,771 |
| 2020-11 | 4 | 10,461 | 6,450 | +4,011 | 20 | 32,795 | 30,573 | +2,222 | 24 | +6,233 |
| 2020-10 | 4 | 24,199 | 7,723 | +16,476 | 23 | 59,129 | 24,817 | +34,312 | 27 | +50,788 |
| 2020-09 | 4 | 6,433 | 7,151 | -718 | 18 | 58,507 | 29,650 | +28,857 | 22 | +28,139 |
| 2020-08 | 5 | 27,740 | 23,992 | +3,748 | 20 | 81,260 | 50,573 | +30,687 | 25 | +34,435 |
| 2020-07 | 5 | 7,491 | 30,951 | -23,460 | 21 | 83,204 | 57,134 | +26,070 | 26 | +2,610 |
| 2020-06 | 5 | 10,219 | 14,486 | -4,267 | 16 | 46,363 | 65,792 | -19,429 | 21 | -23,696 |
| 2020-05 | 5 | 11,044 | 33,737 | -22,693 | 18 | 48,349 | 83,598 | -35,249 | 23 | -57,942 |
| 2020-04 | 5 | 14,784 | 39,048 | -24,264 | 20 | 48,712 | 119,906 | -71,194 | 25 | -95,458 |
| 2020-03 | 5 | 34,986 | 42,801 | -7,815 | 22 | 69,392 | 139,009 | -69,617 | 27 | -77,432 |
Net is gross long minus gross short; the report publishes gross positions and the net is computed here. A suppressed bank count means the group held fewer than four banks that month; the split was withheld, not zero. Months where the split was withheld are part of the record and stay in the table.
Source: CFTC Bank Participation Report, monthly, futures. Positions as of Tue 1 Feb 2022.