COT reports: Short 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), short positions held by asset managers in 5-year Treasury futures of the kind "UST 5Y NOTE - CHICAGO BOARD OF TRADE" were 1,276,490 contracts on 13 October 2026, compared to 1,304,245 on 6 October.
Sample. There are 719 observations in the weekly time series presented in the plot above. The series covers the period stretching from January 2013 to October 2026.
History. Here are some descriptive statistics we computed on the whole sample: positions recorded their highest level of 1,389,819 contracts on 20 February 2024; they reached a trough of 355,304 contracts on 22 November 2016; they had a mean value of 729,588 contracts.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-29 | 1,206,430 |
| 2026-10-06 | 1,304,245 |
| 2026-10-13 | 1,276,490 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Short 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.