COT reports: Compensated (spread) positions held by asset managers in 5-year Treasury futures: UST 5Y NOTE - CHICAGO BOARD OF TRADE (number of contracts) - United States - CFTC - Weekly
This series is part of the dataset: 5-year Treasury notes COT reports (CFTC)
Download Full Dataset (.xlsx)Latest updates. According to the Commitments of Traders (COT) reports published by the Commodity Futures Trading Commission (CFTC), compensated (spread) positions held by asset managers in 5-year Treasury futures of the kind "UST 5Y NOTE - CHICAGO BOARD OF TRADE" were 1,008,473 contracts on 13 October 2026, versus 962,773 on 6 October.
Sample. This weekly time series has 719 data points in total. The period covered by the series goes from January 2013 to October 2026.
History. Here are a few descriptive statistics computed on the full sample: positions had an average value of 549,953 contracts; they achieved a maximum of 1,008,473 contracts on 13 October 2026; they reached their minimum of 104,646 contracts on 19 March 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-29 | 974,337 |
| 2026-10-06 | 962,773 |
| 2026-10-13 | 1,008,473 |
Tip. One of the pluses of using FetchSeries is that we provide complete metadata. Check it below to gain insights on the properties of the series that you use in your research.
Not for investment purposes. Content hosted on this web site is not not supposed to be used for investment purposes or any other financial decision. Users should seek expert advice and do independent analysis before making any financial commitments.
Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by asset managers in futures on 5-year Treasury notes |
| Country | United States |
| Economic concept | Stock |
| Data type | Quantity |
| Seasonally adjusted | No |
| Deflation method | Not applicable |
| Rescaling | None |
| Measure type | Level |
| Frequency | Weekly |
| Unit | Number of contracts |
| Source | Commodity Futures Trading Commission (CFTC) |
| Source type | Government agency |
| Data licence | Public domain information |
| Other information | Specific future: "UST 5Y NOTE - CHICAGO BOARD OF TRADE |
| FSR temporal aggregation code | LW1 |
Series in the same data set
Discover the other time series included in this data set.