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" were 908,054 contracts on 31 March 2026, compared to 925,935 on 24 March 2026.
Sample. This weekly series has 691 records. The series covers the time period going from January 2013 to March 2026.
History. Check out a few statistics calculated on the full sample: positions recorded their maximum of 927,151 contracts on 28 May 2024; they reached their minimum of 104,646 on 19 March 2013; they were equal on average to 535,902.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 894767.0 |
| 2026-03-24 | 925935.0 |
| 2026-03-31 | 908054.0 |
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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.