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 974,337 contracts on 29 September 2026, compared to 966,026 on 22 September 2026.
Sample. There are 717 observations overall in the weekly series shown in the figure above. The period covered by the series extends from January 2013 to September 2026.
History. Here's a snapshot of a few descriptive statistics we computed on the full sample: positions were equal on average to 548,738 contracts; they recorded their maximum of 1,005,631 on 25 August 2026; they hit a trough of 104,646 on 19 March 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-09-15 | 938846.0 |
| 2026-09-22 | 966026.0 |
| 2026-09-29 | 974337.0 |
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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.