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 818,400 contracts on 3 February 2026, versus 824,799 on 27 January 2026.
Sample. There are 683 data points in the weekly time series presented in the chart above. The series covers the time span stretching from January 2013 to February 2026.
History. Check out some statistics computed on the full sample: positions had a mean value of 532,091 contracts; they hit a minimum of 104,646 on 19 March 2013; they reached a maximum of 927,151 on 28 May 2024.
Latest values
| Date | Value - Number of contracts |
|---|---|
| 2026-01-20 | 828405.0 |
| 2026-01-27 | 824799.0 |
| 2026-02-03 | 818400.0 |
Heads-up. A benefit of our web site is that we publish rich metadata. Check it below to better understand the properties of the series that you use in your work.
Not for investment purposes. Time series and other data made available on this web site are not intended for investment purposes or as a basis for making financial decisions. Users should consult professional advice and do independent analysis before pledging money to any investment.
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.