COT reports: Compensated (spread) positions held by leveraged money 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 leveraged money managers in 5-year Treasury futures of the kind "UST 5Y NOTE - CHICAGO BOARD OF TRADE" stood at 301,189 contracts on 31 March 2026, compared to 267,989 on 24 March 2026.
Sample. The weekly series shown in the plot has 691 data points in total. The time span covered by the series extends from January 2013 to March 2026.
History. Here are a few simple statistics we calculated on the full sample: positions had a mean value of 134,810 contracts; they reached their highest level of 731,291 on 18 February 2025; they recorded a bottom of 13,894 on 8 October 2013.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 288420.0 |
| 2026-03-24 | 267989.0 |
| 2026-03-31 | 301189.0 |
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Series Metadata
| Field | Value |
|---|---|
| Description | Compensated (spread) positions held by leveraged money 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.