COT reports: Short 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), short positions held by asset managers in 5-year Treasury futures of the kind "UST 5Y NOTE - CHICAGO BOARD OF TRADE" were 917,790 contracts on 31 March 2026, compared to 997,165 on 24 March.
Sample. The weekly time series shown in the plot has 691 records overall. The time period covered by the series stretches from January 2013 to March 2026.
History. Here’s a quick look at a few simple statistics we computed on the whole sample: positions were equal on average to 715,010 contracts; they registered a minimum of 355,304 on 22 November 2016; they reached a maximum of 1,389,819 on 20 February 2024.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-03-17 | 933906.0 |
| 2026-03-24 | 997165.0 |
| 2026-03-31 | 917790.0 |
Nugget of wisdom. Our metadata often comprise links to the original sources of the data we provide. You can use these links to find additional information.
Not for investment purposes. Data series and other information published on this web site are not meant for investment purposes or any other financial decision. Users should obtain expert advice and perform their own independent due diligence before taking any financial risk.
Series Metadata
| Field | Value |
|---|---|
| Description | Short 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.