US Treasury 5 Y Note

Futures Continuous shy.us
Open Interest 6,212,973 (-8,339, -0.14%)
Commercial Net 1,250,703 (-45,515, -3.5%)
Large Spec Net -1,301,269 (+48,908)
Small Traders Net 50,566 (-3,393)
COT Index 22.69% As of 06/23/2026
Last Update 06/23 Weekly Report
US Treasury 5 Y Note Price
Futures Continuous • D / W / M
US Treasury 5 Y Note Valuation
vs Bonds, Gold, DXY
COT Positioning Chart
Net positions over time
US Treasury 5 Y Note COT Index
Current positioning
0% = Lowest in 3 years | 50% = Middle | 100% = Highest
COT Positioning Trends
Line chart trends
Filter Historical Data
Historical COT Data
50 records with weekly changes
Date Commercials Large Speculators Small Traders Open Interest Net Commercial COT Index
Long Short Long Short Long Short
07/23/2024
5,399,400
(-64,762)
4,071,986
(+27,941)
498,393
(+3,520)
2,021,654
(-49,393)
459,839
(+15,088)
263,992
(-24,702)
6,455,578
(-46,154, -0.72%)
+1,327,414 (-92,703, -6.5%) 90.22%
07/16/2024
5,464,162
(+93,503)
4,044,045
(+81,584)
494,873
(+40,770)
2,071,047
(+50,343)
444,751
(+7,185)
288,694
(+9,531)
6,503,048
(+141,458, +2.26%)
+1,420,117 (+11,919, +0.8%) 98.28%
07/09/2024
5,370,659
(+36,527)
3,962,461
(+24,656)
454,103
(+28,384)
2,020,704
(+57,013)
437,566
(+12,611)
279,163
(-4,147)
6,356,121
(+77,522, +1.25%)
+1,408,198 (+11,871, +0.9%) 97.24%
07/02/2024
5,334,132
(+88,077)
3,937,805
(+4,725)
425,719
(-2,642)
1,963,691
(+49,133)
424,955
(-33,928)
283,310
(-2,351)
6,267,434
(+51,507, +0.84%)
+1,396,327 (+83,352, +6.3%) 96.21%
06/25/2024
5,246,055
(-32,428)
3,933,080
(-58,900)
428,361
(+6,706)
1,914,558
(+39,503)
458,883
(+21,011)
285,661
(+14,686)
6,200,123
(-4,711, -0.08%)
+1,312,975 (+26,472, +2.1%) 88.96%
06/18/2024
5,278,483
(-55,886)
3,991,980
(+22,050)
421,655
(+16,054)
1,875,055
(-27,970)
437,872
(+6,495)
270,975
(-27,417)
6,202,016
(-33,337, -0.54%)
+1,286,503 (-77,936, -5.7%) 86.66%
06/11/2024
5,334,369
(+25,769)
3,969,930
(+101,279)
405,601
(+16,484)
1,903,025
(-59,129)
431,377
(+3,700)
298,392
(+3,803)
6,259,966
(+45,953, +0.75%)
+1,364,439 (-75,510, -5.2%) 93.44%
06/04/2024
5,308,600
(-121,587)
3,868,651
(-256,595)
389,117
(-1,519)
1,962,154
(+194,401)
427,677
(-57,637)
294,589
(-118,549)
6,248,427
(-180,743, -2.87%)
+1,439,949 (+135,008, +10.3%) 100.0%
05/28/2024
5,430,187
(+59,354)
4,125,246
(+72,823)
390,636
(-55,478)
1,767,753
(-101,166)
485,314
(+51,351)
413,138
(+83,570)
6,644,814
(+55,227, +0.88%)
+1,304,941 (-13,469, -1.0%) 97.18%
05/21/2024
5,370,833
(+86,489)
4,052,423
(+10,450)
446,114
(-23,219)
1,868,919
(+73,481)
433,963
(+21,474)
329,568
(+813)
6,431,140
(+84,744, +1.37%)
+1,318,410 (+76,039, +6.1%) 98.47%
05/14/2024
5,284,344
(+245,361)
4,041,973
(+62,417)
469,333
(-13,697)
1,795,438
(+148,559)
412,489
(-17,366)
328,755
(+3,322)
6,235,670
(+214,298, +3.6%)
+1,242,371 (+182,944, +17.3%) 91.19%
05/07/2024
5,038,983
(+6,529)
3,979,556
(-1,589)
483,030
(+48,170)
1,646,879
(+65,421)
429,855
(+6,970)
325,433
(-2,163)
6,059,408
(+61,669, +1.05%)
+1,059,427 (+8,118, +0.8%) 73.68%
04/30/2024
5,032,454
(+86,249)
3,981,145
(+5,896)
434,860
(-24,128)
1,581,458
(+32,181)
422,885
(-4,055)
327,596
(+19,989)
6,015,556
(+58,066, +1.0%)
+1,051,309 (+80,353, +8.3%) 72.91%
04/23/2024
4,946,205
(-54,498)
3,975,249
(+47,059)
458,988
(-2,626)
1,549,277
(-106,559)
426,940
(-4,680)
307,607
(-2,304)
5,960,804
(-61,804, -1.05%)
+970,956 (-101,557, -9.5%) 65.22%
04/16/2024
5,000,703
(-69,118)
3,928,190
(-6,494)
461,614
(+7,878)
1,655,836
(-37,320)
431,620
(+17,575)
309,911
(+149)
6,016,477
(-43,665, -0.74%)
+1,072,513 (-62,624, -5.5%) 74.94%
04/09/2024
5,069,821
(-85,544)
3,934,684
(-37,026)
453,736
(+79,704)
1,693,156
(+34,823)
414,045
(+3,621)
309,762
(-16)
6,070,390
(-2,219, -0.04%)
+1,135,137 (-48,518, -4.1%) 80.93%
04/02/2024
5,155,365
(+179,451)
3,971,710
(+37,790)
374,032
(-28,643)
1,658,333
(+106,148)
410,424
(-5,330)
309,778
(+1,540)
6,088,816
(+145,478, +2.51%)
+1,183,655 (+141,661, +13.6%) 85.57%
03/26/2024
4,975,914
(+68,386)
3,933,920
(+96,331)
402,675
(+7,481)
1,552,185
(-66)
415,754
(+9,163)
308,238
(-11,235)
5,941,972
(+85,030, +1.49%)
+1,041,994 (-27,945, -2.6%) 72.01%
03/19/2024
4,907,528
(-84,600)
3,837,589
(-5,397)
395,194
(+39,520)
1,552,251
(-65,557)
406,591
(+1,789)
319,473
(+27,663)
5,838,981
(-43,291, -0.75%)
+1,069,939 (-79,203, -6.9%) 74.69%
03/12/2024
4,992,128
(+13,957)
3,842,986
(+45,928)
355,674
(-3,799)
1,617,808
(-33,552)
404,802
(+2,091)
291,810
(-127)
5,857,325
(+12,249, +0.21%)
+1,149,142 (-31,971, -2.7%) 82.27%
03/05/2024
4,978,171
(-96,485)
3,797,058
(-218,795)
359,473
(-22,923)
1,651,360
(+73,571)
402,711
(-25,356)
291,937
(+460)
5,815,202
(-144,764, -2.46%)
+1,181,113 (+122,310, +11.6%) 85.33%
02/27/2024
5,074,656
(+57,092)
4,015,853
(+144,549)
382,396
(-40,605)
1,577,789
(-78,512)
428,067
(+41,832)
291,477
(-7,718)
6,059,054
(+58,319, +1.0%)
+1,058,803 (-87,457, -7.6%) 73.62%
02/20/2024
5,017,564
(+21,364)
3,871,304
(+90,494)
423,001
(+5,443)
1,656,301
(-77,550)
386,235
(-11,027)
299,195
(+2,836)
6,000,253
(+15,780, +0.27%)
+1,146,260 (-69,130, -5.7%) 81.99%
02/13/2024
4,996,200
(+69,647)
3,780,810
(+29,382)
417,558
(-10,765)
1,733,851
(+8,361)
397,262
(-8,430)
296,359
(+12,709)
5,900,715
(+50,452, +0.88%)
+1,215,390 (+40,265, +3.4%) 88.61%
02/06/2024
4,926,553
(-32,332)
3,751,428
(-165,402)
428,323
(-46,281)
1,725,490
(+57,908)
405,692
(-20,573)
283,650
(+8,308)
5,833,253
(-99,186, -1.69%)
+1,175,125 (+133,070, +12.8%) 84.76%
01/30/2024
4,958,885
(-51,484)
3,916,830
(-21,889)
474,604
(-6,902)
1,667,582
(-45,113)
426,265
(-8,877)
275,342
(-261)
5,937,929
(-67,263, -1.13%)
+1,042,055 (-29,595, -2.8%) 72.02%
01/23/2024
5,010,369
(+71,361)
3,938,719
(+45,594)
481,506
(+11,246)
1,712,695
(+45,598)
435,142
(+2,574)
275,603
(-6,011)
5,998,809
(+85,181, +1.46%)
+1,071,650 (+25,767, +2.5%) 74.85%
01/16/2024
4,939,008
(+97,085)
3,893,125
(+59,799)
470,260
(+26,959)
1,667,097
(+53,614)
432,568
(-5,642)
281,614
(+4,989)
5,913,271
(+118,402, +2.07%)
+1,045,883 (+37,286, +3.7%) 72.39%
01/09/2024
4,841,923
(-32,128)
3,833,326
(+105,967)
443,301
(+55,189)
1,613,483
(-64,089)
438,210
(+8,273)
276,625
(-10,544)
5,798,901
(+31,334, +0.55%)
+1,008,597 (-138,095, -12.0%) 68.82%
01/02/2024
4,874,051
(+51,108)
3,727,359
(+42,744)
388,112
(-18,171)
1,677,572
(-42,152)
429,937
(-12,676)
287,169
(+19,669)
5,797,316
(+20,261, +0.36%)
+1,146,692 (+8,364, +0.7%) 82.03%
12/26/2023
4,822,943
(-6,984)
3,684,615
(+95,857)
406,283
(+7,955)
1,719,724
(-66,826)
442,613
(+17,197)
267,500
(-10,863)
5,742,599
(+18,168, +0.32%)
+1,138,328 (-102,841, -8.3%) 81.23%
12/19/2023
4,829,927
(+39,459)
3,588,758
(+5,161)
398,328
(-61,883)
1,786,550
(-13,781)
425,416
(-2,200)
278,363
(-16,004)
5,721,077
(-24,624, -0.43%)
+1,241,169 (+34,298, +2.8%) 91.08%
12/12/2023
4,790,468
(-73,995)
3,583,597
(+11,713)
460,211
(+47,187)
1,800,331
(-42,120)
427,616
(-11,148)
294,367
(-7,549)
5,737,034
(-37,956, -0.66%)
+1,206,871 (-85,708, -6.6%) 87.79%
12/05/2023
4,864,463
(-130,523)
3,571,884
(-172,221)
413,024
(-45,955)
1,842,451
(-15,028)
438,764
(-7,361)
301,916
(+3,410)
5,775,249
(-183,839, -3.12%)
+1,292,579 (+41,698, +3.3%) 96.0%
11/28/2023
4,994,986
(-64,040)
3,744,105
(+2,355)
458,979
(-9,537)
1,857,479
(-79,670)
446,125
(+7,904)
298,506
(+11,642)
6,081,130
(-65,673, -1.1%)
+1,250,881 (-66,395, -5.0%) 92.01%
11/21/2023
5,059,026
(+1,048)
3,741,750
(-24,945)
468,516
(+19,649)
1,937,149
(+72,042)
438,221
(+1,433)
286,864
(-24,967)
6,172,960
(+22,130, +0.37%)
+1,317,276 (+25,993, +2.0%) 98.36%
11/14/2023
5,057,978
(+5,388)
3,766,695
(+48,527)
448,867
(+15,296)
1,865,107
(+8,152)
436,788
(+23,216)
311,831
(-12,779)
6,084,468
(+43,900, +0.74%)
+1,291,283 (-43,139, -3.2%) 95.87%
11/07/2023
5,052,590
(+261,670)
3,718,168
(+38,189)
433,571
(-35,474)
1,856,955
(+196,321)
413,572
(+10,470)
324,610
(+2,156)
6,019,834
(+236,666, +4.18%)
+1,334,422 (+223,481, +20.1%) 100.0%
10/31/2023
4,790,920
(+223,854)
3,679,979
(+59,714)
469,045
(-55,692)
1,660,634
(+126,994)
403,102
(+8,038)
322,454
(-10,508)
5,746,137
(+176,200, +3.21%)
+1,110,941 (+164,140, +17.3%) 89.28%
10/24/2023
4,567,066
(-196,056)
3,620,265
(-78,239)
524,737
(+42,862)
1,533,640
(-79,322)
395,064
(-2,502)
332,962
(+1,865)
5,571,039
(-155,696, -2.76%)
+946,801 (-117,817, -11.1%) 71.44%
10/17/2023
4,763,122
(+14,879)
3,698,504
(-18,842)
481,875
(-56,282)
1,612,962
(-27,544)
397,566
(+936)
331,097
(+5,919)
5,702,366
(-40,467, -0.71%)
+1,064,618 (+33,721, +3.3%) 84.24%
10/10/2023
4,748,243
(+91,037)
3,717,346
(+87,384)
538,157
(+32,591)
1,640,506
(+41,468)
396,630
(-6,446)
325,178
(-11,670)
5,746,430
(+117,182, +2.11%)
+1,030,897 (+3,653, +0.4%) 80.58%
10/03/2023
4,657,206
(+46,646)
3,629,962
(-15,993)
505,566
(+12,825)
1,599,038
(+80,515)
403,076
(-1,184)
336,848
(-6,235)
5,630,744
(+58,287, +1.06%)
+1,027,244 (+62,639, +6.5%) 80.18%
09/26/2023
4,610,560
(+72,517)
3,645,955
(+49,107)
492,741
(-16,479)
1,518,523
(+2,357)
404,260
(+10,080)
343,083
(+14,654)
5,579,726
(+66,118, +1.22%)
+964,605 (+23,410, +2.5%) 73.37%
09/19/2023
4,538,043
(+73,966)
3,596,848
(+87,215)
509,220
(+43,941)
1,516,166
(+19,857)
394,180
(-11,618)
328,429
(-783)
5,511,115
(+106,289, +1.99%)
+941,195 (-13,249, -1.4%) 70.83%
09/12/2023
4,464,077
(-60,929)
3,509,633
(-45,960)
465,279
(+41,122)
1,496,309
(+15,884)
405,798
(-9,112)
329,212
(+1,157)
5,391,830
(-28,919, -0.54%)
+954,444 (-14,969, -1.5%) 72.27%
09/05/2023
4,525,006
(+56,735)
3,555,593
(-25,840)
424,157
(+34,844)
1,480,425
(+86,489)
414,910
(-35,550)
328,055
(-4,620)
5,415,832
(+56,029, +1.06%)
+969,413 (+82,575, +9.3%) 73.89%
08/29/2023
4,468,271
(-267,559)
3,581,433
(-168,060)
389,313
(-123,681)
1,393,936
(-162,640)
450,460
(+27,302)
332,675
(-33,238)
5,381,737
(-363,938, -6.42%)
+886,838 (-99,499, -10.1%) 64.92%
08/22/2023
4,735,830
(-68,312)
3,749,493
(+55,546)
512,994
(+59,969)
1,556,576
(-87,744)
423,158
(+11,346)
365,913
(+35,201)
5,810,640
(+3,003, +0.05%)
+986,337 (-123,858, -11.2%) 75.73%
08/15/2023
4,804,142
(-12,251)
3,693,947
(+63,430)
453,025
(+10,991)
1,644,320
(-28,021)
411,812
(+28,776)
330,712
(-7,893)
5,768,718
(+27,516, +0.49%)
+1,110,195 (-75,681, -6.4%) 89.19%
Price data: Database (5,304 records) Futures Continuous
COT data: CFTC • Updated weekly on Fridays