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 934,939 contracts on 19 May 2026, compared to 849,743 on 12 May 2026.
Sample. There are 698 records in the weekly time series shown in the chart above. The series covers the period going from January 2013 to May 2026.
History. Here's a glimpse of a few descriptive statistics we calculated on the whole sample: positions averaged 539,300 contracts; they achieved a maximum of 934,939 on 19 May 2026; they reached a minimum of 104,646 on 19 March 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-05-05 | 864321.0 |
| 2026-05-12 | 849743.0 |
| 2026-05-19 | 934939.0 |
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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.