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
08/08/2023
4,816,393
(+64,697)
3,630,517
(+88,440)
442,034
(+83,188)
1,672,341
(+56,449)
383,036
(-13,353)
338,605
(-10,357)
5,711,857
(+134,532, +2.44%) 		+1,185,876 (-23,743, -2.0%) 97.42%
08/01/2023
4,751,696
(+183,590)
3,542,077
(+67,061)
358,846
(+6,284)
1,615,892
(+125,479)
396,389
(+12,758)
348,962
(+10,092)
5,557,476
(+202,632, +3.82%) 		+1,209,619 (+116,529, +10.7%) 100.0%
07/25/2023
4,568,106
(+27,578)
3,475,016
(+33,502)
352,562
(-3,404)
1,490,413
(-11,042)
383,631
(+6,893)
338,870
(+8,607)
5,348,725
(+31,067, +0.59%) 		+1,093,090 (-5,924, -0.5%) 99.27%
07/18/2023
4,540,528
(+130,308)
3,441,514
(+29,238)
355,966
(-69,813)
1,501,455
(+19,592)
376,738
(-309)
330,263
(+11,356)
5,333,980
(+60,186, +1.15%) 		+1,099,014 (+101,070, +10.1%) 100.0%
07/11/2023
4,410,220
(+112,235)
3,412,276
(+140,978)
425,779
(+77,549)
1,481,863
(+103,819)
377,047
(+3,654)
318,907
(-51,359)
5,257,885
(+193,438, +3.85%) 		+997,944 (-28,743, -2.8%) 96.1%
07/03/2023
4,297,985
(+62,252)
3,271,298
(+10,224)
348,230
(-15,361)
1,378,044
(+15,965)
373,393
(+18,872)
370,266
(+39,574)
5,080,610
(+65,763, +1.33%) 		+1,026,687 (+52,028, +5.3%) 100.0%
06/27/2023
4,235,733
(+106,243)
3,261,074
(+62,755)
363,591
(-30,866)
1,362,079
(+8,796)
354,521
(-9,045)
330,692
(-5,219)
5,022,642
(+66,332, +1.36%) 		+974,659 (+43,488, +4.7%) 93.55%
06/20/2023
4,129,490
(-28,301)
3,198,319
(+62,461)
394,457
(+41,231)
1,353,283
(-35,339)
363,566
(+10,790)
335,911
(-3,402)
4,948,670
(+23,720, +0.49%) 		+931,171 (-90,762, -8.9%) 87.61%
06/13/2023
4,157,791
(+72,742)
3,135,858
(+67,460)
353,226
(+26,431)
1,388,622
(+34,768)
352,776
(-6,406)
339,313
(-9,461)
4,917,172
(+92,767, +1.94%) 		+1,021,933 (+5,282, +0.5%) 100.0%
06/06/2023
4,085,049
(+20,513)
3,068,398
(-73,678)
326,795
(-11,454)
1,353,854
(+31,768)
359,182
(-9,477)
348,774
(+41,492)
4,850,014
(-418, -0.01%) 		+1,016,651 (+94,191, +10.2%) 100.0%
05/30/2023
4,064,536
(-121,492)
3,142,076
(-161,345)
338,249
(-85,104)
1,322,086
(-35,336)
368,659
(-28,173)
307,282
(-38,088)
4,871,724
(-234,769, -4.69%) 		+922,460 (+39,853, +4.5%) 100.0%
05/23/2023
4,186,028
(+8,886)
3,303,421
(-1,006)
423,353
(-12,612)
1,357,422
(-2,456)
396,832
(+28,193)
345,370
(+27,929)
5,105,531
(+24,467, +0.49%) 		+882,607 (+9,892, +1.1%) 100.0%
05/16/2023
4,177,142
(+30,207)
3,304,427
(+29,794)
435,965
(-41,802)
1,359,878
(-28,531)
368,639
(+7,473)
317,441
(-5,385)
5,100,803
(-4,122, -0.08%) 		+872,715 (+413, 0.0%) 98.54%
05/09/2023
4,146,935
(+174,988)
3,274,633
(+184,036)
477,767
(+128,386)
1,388,409
(+128,798)
361,166
(+317)
322,826
(-9,143)
5,086,319
(+303,691, +6.49%) 		+872,302 (-9,048, -1.0%) 98.47%
05/02/2023
3,971,947
(+125,515)
3,090,597
(+81,374)
349,381
(+41,741)
1,259,611
(+82,683)
360,849
(+1,177)
331,969
(+4,376)
4,760,542
(+168,433, +3.73%) 		+881,350 (+44,141, +5.3%) 100.0%
04/25/2023
3,846,432
(+71,309)
3,009,223
(-49,267)
307,640
(+37,577)
1,176,928
(+152,363)
359,672
(-7,101)
327,593
(-1,311)
4,576,091
(+101,785, +2.31%) 		+837,209 (+120,576, +16.8%) 100.0%
04/18/2023
3,775,123
(+66,165)
3,058,490
(+72,234)
270,063
(-42,013)
1,024,565
(-49,492)
366,773
(+1,495)
328,904
(+2,905)
4,472,642
(+25,647, +0.58%) 		+716,633 (-6,069, -0.8%) 88.16%
04/11/2023
3,708,958
(-82,233)
2,986,256
(-49,965)
312,076
(+35,644)
1,074,057
(+16,386)
365,278
(-1,075)
325,999
(-14,085)
4,446,566
(-47,664, -1.07%) 		+722,702 (-32,268, -4.3%) 89.41%
04/04/2023
3,791,191
(+179,884)
3,036,221
(+53,092)
276,432
(-66,809)
1,057,671
(+32,075)
366,353
(-10,744)
340,084
(+17,164)
4,493,575
(+102,331, +2.36%) 		+754,970 (+126,792, +20.2%) 96.07%
03/28/2023
3,611,307
(+24,714)
2,983,129
(+22,981)
343,241
(-45,759)
1,025,596
(+5,028)
377,097
(+41,373)
322,920
(-7,681)
4,378,900
(+20,328, +0.47%) 		+628,178 (+1,733, +0.3%) 69.9%
03/21/2023
3,586,593
(+53,947)
2,960,148
(+12,445)
389,000
(-34,700)
1,020,568
(+39,656)
335,724
(-7,198)
330,601
(-40,052)
4,350,302
(+12,049, +0.28%) 		+626,445 (+41,502, +7.1%) 69.54%
03/14/2023
3,532,646
(+6,885)
2,947,703
(+154,798)
423,700
(+110,790)
980,912
(+12,122)
342,922
(+8,538)
370,653
(-40,707)
4,350,652
(+126,213, +3.02%) 		+584,943 (-147,913, -20.2%) 60.98%
03/07/2023
3,525,761
(+58,499)
2,792,905
(+31,959)
312,910
(+17,110)
968,790
(+20,113)
334,384
(+4,400)
411,360
(+27,937)
4,232,280
(+80,009, +1.95%) 		+732,856 (+26,540, +3.8%) 91.5%
02/28/2023
3,467,262
(-67,141)
2,760,946
(-142,076)
295,800
(-35,529)
948,677
(+18,099)
329,984
(-71,572)
383,423
(-50,265)
4,182,168
(-174,242, -4.08%) 		+706,316 (+74,935, +11.9%) 86.03%
02/21/2023
3,534,403
(+40,336)
2,903,022
(+25,555)
331,329
(-10,075)
930,578
(-217)
401,556
(+76,145)
433,688
(+81,068)
4,387,851
(+106,406, +2.56%) 		+631,381 (+14,781, +2.4%) 70.56%
02/14/2023
3,494,067
(-36,147)
2,877,467
(-14,084)
341,404
(+44,408)
930,795
(-34,743)
325,411
(+5,908)
352,620
(+62,996)
4,292,464
(+14,169, +0.34%) 		+616,600 (-22,063, -3.5%) 67.51%
02/07/2023
3,530,214
(-8,503)
2,891,551
(+75,779)
296,996
(+72,011)
965,538
(+7,597)
319,503
(-20,795)
289,624
(-40,663)
4,241,276
(+42,713, +1.04%) 		+638,663 (-84,282, -11.7%) 72.06%
01/31/2023
3,538,717
(+49,412)
2,815,772
(-39,713)
224,985
(-34,993)
957,941
(+59,226)
340,298
(-14,131)
330,287
(-19,225)
4,177,919
(+288, +0.01%) 		+722,945 (+89,125, +14.1%) 89.46%
01/24/2023
3,489,305
(-49,322)
2,855,485
(+6,431)
259,978
(+39,328)
898,715
(-2,590)
354,429
(+12,645)
349,512
(-1,190)
4,162,628
(+2,651, +0.06%) 		+633,820 (-55,753, -8.1%) 71.06%
01/17/2023
3,538,627
(+66,694)
2,849,054
(+34,765)
220,650
(-15,318)
901,305
(+42,186)
341,784
(+15,664)
350,702
(-9,911)
4,159,392
(+67,040, +1.66%) 		+689,573 (+31,929, +4.9%) 82.57%
01/10/2023
3,471,933
(-81,549)
2,814,289
(-30,135)
235,968
(-54,253)
859,119
(-84,021)
326,120
(+9,003)
360,613
(-12,643)
4,095,328
(-126,799, -3.05%) 		+657,644 (-51,414, -7.3%) 75.98%
01/03/2023
3,553,482
(+21,820)
2,844,424
(+36,991)
290,221
(+51,202)
943,140
(+48,593)
317,117
(+7,231)
373,256
(-5,331)
4,213,262
(+80,253, +1.97%) 		+709,058 (-15,171, -2.1%) 86.59%
12/27/2022
3,531,662
(-6,747)
2,807,433
(-13,036)
239,019
(-1,573)
894,547
(-8,639)
309,886
(-6,808)
378,587
(+6,547)
4,134,572
(-15,128, -0.37%) 		+724,229 (+6,289, +0.9%) 89.72%
12/20/2022
3,538,409
(+18,643)
2,820,469
(+74,725)
240,592
(-753)
903,186
(-29,696)
316,694
(+11,904)
372,040
(-15,235)
4,144,602
(+29,794, +0.73%) 		+717,940 (-56,082, -7.2%) 88.43%
12/13/2022
3,519,766
(-17,647)
2,745,744
(-21,445)
241,345
(+12,344)
932,882
(+45,275)
304,790
(+1,210)
387,275
(-27,923)
4,114,021
(-4,093, -0.1%) 		+774,022 (+3,798, +0.5%) 100.0%
12/06/2022
3,537,413
(-6,695)
2,767,189
(-158,397)
229,001
(-87,985)
887,607
(+41,272)
303,580
(-6,282)
415,198
(+16,163)
4,130,322
(-100,962, -2.42%) 		+770,224 (+151,702, +24.5%) 100.0%
11/29/2022
3,544,108
(+1,045)
2,925,586
(-16,916)
316,986
(-17,484)
846,335
(-11,789)
309,862
(-54,870)
399,035
(-42,604)
4,303,419
(-71,309, -1.68%) 		+618,522 (+17,961, +3.0%) 77.97%
11/22/2022
3,543,063
(-89,147)
2,942,502
(-57,501)
334,470
(+25,097)
858,124
(+1,133)
364,732
(+53,798)
441,639
(+46,116)
4,326,518
(-10,252, -0.24%) 		+600,561 (-31,646, -5.0%) 73.71%
11/15/2022
3,632,210
(+43,785)
3,000,003
(+23,924)
309,373
(+4,305)
856,991
(+52,468)
310,934
(-16,100)
395,523
(-44,402)
4,333,912
(+31,990, +0.76%) 		+632,207 (+19,861, +3.2%) 81.21%
11/08/2022
3,588,425
(+28,724)
2,976,079
(+46,275)
305,068
(+91,889)
804,523
(+54,357)
327,034
(+13,092)
439,925
(+33,073)
4,281,320
(+133,705, +3.27%) 		+612,346 (-17,551, -2.8%) 76.51%
11/01/2022
3,559,701
(+80,490)
2,929,804
(-3,250)
213,179
(-26,134)
750,166
(+49,108)
313,942
(-6,397)
406,852
(+2,101)
4,140,760
(+47,959, +1.19%) 		+629,897 (+83,740, +15.3%) 80.67%
10/25/2022
3,479,211
(+44,594)
2,933,054
(+85,276)
239,313
(+19,531)
701,058
(-6,301)
320,339
(+9,014)
404,751
(-5,836)
4,087,748
(+73,139, +1.84%) 		+546,157 (-40,682, -6.9%) 60.82%
10/18/2022
3,434,617
(-21,572)
2,847,778
(-6,726)
219,782
(-23,990)
707,359
(-20,333)
311,325
(+7,584)
410,587
(-10,919)
4,000,027
(-37,978, -0.95%) 		+586,839 (-14,846, -2.5%) 70.46%
10/11/2022
3,456,189
(+30,498)
2,854,504
(+53,986)
243,772
(+9,354)
727,692
(+10,242)
303,741
(+7,593)
421,506
(-16,783)
4,040,583
(+47,445, +1.2%) 		+601,685 (-23,488, -3.8%) 73.98%
10/04/2022
3,425,691
(+60,007)
2,800,518
(+2,322)
234,418
(-52,074)
717,450
(-11,008)
296,148
(-4,511)
438,289
(+12,108)
3,995,725
(+3,422, +0.09%) 		+625,173 (+57,685, +10.2%) 79.55%
09/27/2022
3,365,684
(-764)
2,798,196
(+71,476)
286,492
(+20,040)
728,458
(-31,798)
300,659
(+9,626)
426,181
(-10,776)
3,999,390
(+28,902, +0.74%) 		+567,488 (-72,240, -11.3%) 65.88%
09/20/2022
3,366,448
(+965)
2,726,720
(+38,186)
266,452
(-10,216)
760,256
(-37,871)
291,033
(-8,622)
436,957
(-18,188)
3,974,321
(-17,873, -0.45%) 		+639,728 (-37,221, -5.5%) 82.99%
09/13/2022
3,365,483
(-10,060)
2,688,534
(-27,660)
276,668
(+12,284)
798,127
(+27,852)
299,655
(-5,051)
455,145
(-3,019)
3,982,527
(-2,827, -0.07%) 		+676,949 (+17,600, +2.7%) 91.82%
09/06/2022
3,375,543
(-20,349)
2,716,194
(+14,683)
264,384
(+36,959)
770,275
(-22,606)
304,706
(-7,585)
458,164
(+16,948)
4,009,309
(+9,025, +0.23%) 		+659,349 (-35,032, -5.0%) 87.64%
08/30/2022
3,395,892
(-8,291)
2,701,511
(-66,359)
227,425
(-58,646)
792,881
(+3,285)
312,291
(-2,409)
441,216
(-6,272)
4,037,085
(-69,346, -1.73%) 		+694,381 (+58,068, +9.1%) 95.95%
Price data: Database (5,304 records) Futures Continuous
COT data: CFTC • Updated weekly on Fridays