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 Tresasury 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" stood at 990,948 contracts on 18 August 2026, versus 961,806 on 11 August 2026.
Sample. This weekly time series has 711 observations in total. The series covers the time period stretching from January 2013 to August 2026.
History. Have a look at a few descriptive statistics we computed on the full sample: positions averaged 545,469 contracts; they reached their highest level of 990,948 on 18 August 2026; they registered a minimum of 104,646 on 19 March 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-08-04 | 916885.0 |
| 2026-08-11 | 961806.0 |
| 2026-08-18 | 990948.0 |
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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.