Interest Rate Futures · CBOT

5-Year T-Note (ZF)

Mid-curve US treasury rates.

Download free sample

Tick coverage: 2011-05-26 → 2026-10-26
Bar timeframes: 8 published
Catalog updated: 2026-10-26

ZF Downloads

Published Parquet files and roll records.

Bars

OHLCV bars by timeframe, with annual downloads.

ZF annual bar files · Select a file size to download
Year	10s	1m	2m	5m	30m	1h	4h	1D
2026	Free11.5 MB	3.5 MB	2.0 MB	994.2 KB	207.9 KB	116.4 KB	47.6 KB	21.5 KB
2025	13.9 MB	4.2 MB	2.4 MB	1.1 MB	249.9 KB	139.8 KB	57.7 KB	25.9 KB
2024	14.7 MB	4.4 MB	2.5 MB	1.2 MB	256.2 KB	144.3 KB	57.6 KB	25.9 KB
2023	16.4 MB	4.8 MB	2.7 MB	1.2 MB	264.6 KB	149.0 KB	58.3 KB	26.0 KB
2022	17.7 MB	5.0 MB	2.8 MB	1.2 MB	267.4 KB	150.6 KB	58.7 KB	26.2 KB
2021	12.5 MB	4.1 MB	2.3 MB	1.1 MB	244.5 KB	137.8 KB	57.2 KB	25.6 KB
2020	12.6 MB	4.1 MB	2.3 MB	1.1 MB	243.9 KB	137.1 KB	56.1 KB	25.6 KB
2019	12.7 MB	4.2 MB	2.4 MB	1.1 MB	248.4 KB	139.8 KB	57.0 KB	25.7 KB
2018	11.4 MB	3.9 MB	2.3 MB	1.1 MB	244.0 KB	138.0 KB	56.8 KB	25.8 KB
2017	11.4 MB	3.9 MB	2.2 MB	1.1 MB	241.9 KB	136.6 KB	57.1 KB	25.7 KB
2016	12.6 MB	4.1 MB	2.3 MB	1.1 MB	249.5 KB	141.2 KB	57.0 KB	25.8 KB
2015	11.6 MB	3.9 MB	2.2 MB	1.1 MB	246.9 KB	139.5 KB	57.2 KB	25.8 KB
2014	9.7 MB	3.5 MB	2.1 MB	1.0 MB	242.6 KB	137.7 KB	57.1 KB	25.7 KB
2013	9.5 MB	3.5 MB	2.1 MB	1.1 MB	242.8 KB	137.7 KB	56.4 KB	25.8 KB
2012	9.7 MB	3.5 MB	2.1 MB	1.0 MB	239.2 KB	136.5 KB	57.6 KB	26.9 KB
2011	7.9 MB	2.5 MB	1.4 MB	686.2 KB	147.4 KB	85.4 KB	35.5 KB	17.0 KB

Continuous futures data (16)

Continuous derived datasets with unadjusted prices and additive roll adjustments.

ZF back-adjusted continuous files by year
Year	Size	File
2026	356.2 MB	download
2025	405.5 MB	download
2024	417.8 MB	download
2023	403.8 MB	download
2022	370.9 MB	download
2021	201.3 MB	download
2020	225.2 MB	download
2019	265.8 MB	download
2018	245.9 MB	download
2017	195.5 MB	download
2016	223.9 MB	download
2015	229.4 MB	download
2014	208.4 MB	download
2013	184.0 MB	download
2012	147.9 MB	download
2011	108.4 MB	download

All contracts (64)

ZF per-contract tick datasets
Contract	Coverage	Rows	Size	File
ZFH27	2026-08 to 2026-10	473	13.9 KB	parquet
ZFZ26	2026-05 to 2026-10	15,465,057	94.3 MB	parquet
ZFU26	2026-03 to 2026-09	15,478,348	98.3 MB	parquet
ZFM26	2025-11 to 2026-06	21,148,114	129.9 MB	parquet
ZFH26	2025-08 to 2026-03	13,852,159	87.9 MB	parquet
ZFZ25	2025-05 to 2025-12	13,872,720	88.5 MB	parquet
ZFU25	2025-02 to 2025-09	15,259,396	96.1 MB	parquet
ZFM25	2025-01 to 2025-06	25,904,108	158.5 MB	parquet
ZFH25	2024-10 to 2025-03	15,016,279	95.5 MB	parquet
ZFZ24	2024-06 to 2024-12	18,170,965	116.2 MB	parquet
ZFU24	2024-04 to 2024-09	17,738,011	114.3 MB	parquet
ZFM24	2023-12 to 2024-06	15,806,840	103.9 MB	parquet
ZFH24	2023-09 to 2024-03	15,932,625	105.0 MB	parquet
ZFZ23	2023-06 to 2023-12	14,908,160	101.0 MB	parquet
ZFU23	2023-03 to 2023-09	14,948,171	102.3 MB	parquet
ZFM23	2023-01 to 2023-06	17,923,680	125.7 MB	parquet
ZFH23	2022-07 to 2023-03	11,865,242	85.3 MB	parquet
ZFZ22	2022-07 to 2022-12	14,423,272	104.0 MB	parquet
ZFU22	2022-04 to 2022-09	14,078,562	100.8 MB	parquet
ZFM22	2022-01 to 2022-06	15,258,914	106.8 MB	parquet
ZFH22	2021-09 to 2022-03	10,743,070	77.1 MB	parquet
ZFZ21	2021-07 to 2021-12	7,913,614	59.3 MB	parquet
ZFU21	2021-04 to 2021-09	6,635,476	50.9 MB	parquet
ZFM21	2020-12 to 2021-06	7,491,175	57.7 MB	parquet
ZFH21	2020-10 to 2021-03	5,552,286	44.5 MB	parquet
ZFZ20	2020-07 to 2020-12	4,801,026	39.7 MB	parquet
ZFU20	2020-04 to 2020-09	4,893,683	47.2 MB	parquet
ZFM20	2019-12 to 2020-06	11,304,834	102.1 MB	parquet
ZFH20	2019-10 to 2020-03	7,055,746	66.1 MB	parquet
ZFZ19	2019-06 to 2019-12	8,055,850	74.2 MB	parquet
ZFU19	2019-03 to 2019-09	9,119,529	83.7 MB	parquet
ZFM19	2019-01 to 2019-06	6,215,470	59.5 MB	parquet
ZFH19	2018-10 to 2019-03	6,595,656	62.0 MB	parquet
ZFZ18	2018-05 to 2018-12	7,101,602	64.2 MB	parquet
ZFU18	2018-02 to 2018-09	6,159,745	59.2 MB	parquet
ZFM18	2018-01 to 2018-06	6,949,602	64.8 MB	parquet
ZFH18	2017-09 to 2018-03	6,535,536	62.0 MB	parquet
ZFZ17	2017-04 to 2017-12	5,015,192	48.7 MB	parquet
ZFU17	2017-02 to 2017-09	5,014,936	48.3 MB	parquet
ZFM17	2016-11 to 2017-06	5,413,373	53.6 MB	parquet
ZFH17	2016-10 to 2017-03	6,163,101	59.7 MB	parquet
ZFZ16	2016-07 to 2016-12	6,283,335	59.9 MB	parquet
ZFU16	2016-04 to 2016-09	5,712,422	54.5 MB	parquet
ZFM16	2016-01 to 2016-06	5,950,467	55.9 MB	parquet
ZFH16	2015-10 to 2016-03	6,857,444	62.7 MB	parquet
ZFZ15	2015-07 to 2015-12	5,896,579	55.8 MB	parquet
ZFU15	2015-04 to 2015-09	7,096,493	66.4 MB	parquet
ZFM15	2015-01 to 2015-06	6,539,915	60.7 MB	parquet
ZFH15	2014-10 to 2015-03	6,715,332	62.0 MB	parquet
ZFZ14	2014-07 to 2014-12	7,030,953	64.4 MB	parquet
ZFU14	2014-04 to 2014-09	5,813,502	52.9 MB	parquet
ZFM14	2014-01 to 2014-06	6,102,434	54.0 MB	parquet
ZFH14	2013-11 to 2014-03	4,711,393	39.9 MB	parquet
ZFZ13	2013-08 to 2013-12	5,180,634	50.0 MB	parquet
ZFU13	2013-05 to 2013-09	6,634,466	62.0 MB	parquet
ZFM13	2013-02 to 2013-06	4,297,894	42.9 MB	parquet
ZFH13	2012-11 to 2013-03	3,791,953	37.4 MB	parquet
ZFZ12	2012-08 to 2012-12	4,219,349	36.0 MB	parquet
ZFU12	2012-05 to 2012-09	5,060,232	38.8 MB	parquet
ZFM12	2012-02 to 2012-06	5,886,595	44.4 MB	parquet
ZFH12	2011-11 to 2012-03	5,844,808	42.0 MB	parquet
ZFZ11	2011-08 to 2011-12	7,456,691	55.9 MB	parquet
ZFU11	2011-05 to 2011-09	4,708,845	43.2 MB	parquet
ZFM11	2011-05 to 2011-06	161,063	2.6 MB	parquet

Latest 20 rolls

Latest 20 of 62 rolls. Download the full JSON ledger.

ZF latest roll records
Session	From	To	Diff	Old volume	New volume
2026-08-31	ZFU26-CBOT	ZFZ26-CBOT	-0.125	14,203	1,777,252
2026-06-01	ZFM26-CBOT	ZFU26-CBOT	-0.109375	12,282	1,339,126
2026-03-02	ZFH26-CBOT	ZFM26-CBOT	0.054685	16,793	2,240,210
2025-12-01	ZFZ25-CBOT	ZFH26-CBOT	0.0625	15,455	1,225,708
2025-09-01	ZFU25-CBOT	ZFZ25-CBOT	0.179685	1,257	138,588
2025-06-02	ZFM25-CBOT	ZFU25-CBOT	0.101565	4,118	872,108
2025-03-03	ZFH25-CBOT	ZFM25-CBOT	0.210935	7,781	1,440,190
2024-12-02	ZFZ24-CBOT	ZFH25-CBOT	0.1875	4,949	1,202,013
2024-09-02	ZFU24-CBOT	ZFZ24-CBOT	0.5	258	99,583
2024-05-29	ZFM24-CBOT	ZFU24-CBOT	0.35156	624,795	907,771
2024-02-27	ZFH24-CBOT	ZFM24-CBOT	0.40625	644,491	662,305
2023-11-28	ZFZ23-CBOT	ZFH24-CBOT	0.5	810,870	1,041,487
2023-08-30	ZFU23-CBOT	ZFZ23-CBOT	0.52344	138,035	977,452
2023-05-31	ZFM23-CBOT	ZFU23-CBOT	0.59375	41,962	1,391,689
2023-03-01	ZFH23-CBOT	ZFM23-CBOT	0.351565	16,584	1,169,575
2022-11-30	ZFZ22-CBOT	ZFH23-CBOT	0.38281	44,285	1,595,684
2022-08-31	ZFU22-CBOT	ZFZ22-CBOT	0	34,471	919,099
2022-05-31	ZFM22-CBOT	ZFU22-CBOT	-0.44531	35,137	1,298,099
2022-03-01	ZFH22-CBOT	ZFM22-CBOT	-0.289065	20,073	1,786,338
2021-12-01	ZFZ21-CBOT	ZFH22-CBOT	-0.507815	9,500	1,066,636

ZF Instrument specifications

Exchange: CBOT
Contract listings: Quarterly · H/M/U/Z
Minimum tick: 1/32
Point value: 1000.00 USD

Methodology

Per-contract, continuous and bar files are derived datasets. Continuous datasets join contracts with documented rolls and additive adjustments; bars aggregate ticks into OHLCV.

Read the schemas, timeframe rules and HTTP documentation.

ZF Quick start

View Python example

curl -LO https://historicalfuturesdata.com/ZF/bars/10s/cme.zf.bars.10s.2026.parquet

import pandas as pd
df = pd.read_parquet("cme.zf.bars.10s.2026.parquet")

import polars as pl
df = pl.read_parquet("cme.zf.bars.10s.2026.parquet")

Frequently asked questions about ZF historical data

What period does ZF cover?

2011-05-26 → 2026-10-26. This range comes from the current instrument catalog.

Which ZF timeframes are published?

10s, 1m, 2m, 5m, 30m, 1h, 4h, 1D. The bars table lists each available annual download.

How do I get a ZF sample?

Download cme.zf.bars.10s.2026.parquet using the free sample button. No account or API key is needed for this 10-second sample.