Permian Basis Swap COT Report
Latest data as of 2010-09-28. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 485 contracts in Permian Basis Swap futures as of 2010-09-28, up 124 from the prior week. Commercial hedgers were net long 4,617 contracts, with total open interest of 32,412 contracts. The COT index stands at 74.6.
| Open interest | 32,412 |
| Non-commercial long | 655 |
| Non-commercial short | 170 |
| Non-commercial net | 485 |
| Commercial long | 26,215 |
| Commercial short | 21,598 |
| Commercial net | 4,617 |
| WoW change in non-commercial net | 124 |
| COT index | 74.6 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2010-09-28 | 0 | 485 | 4,617 |
| 2010-09-21 | 0 | 361 | 4,741 |
| 2010-09-14 | 0 | 665 | 4,621 |
| 2010-09-07 | 0 | 665 | 4,621 |
| 2010-08-31 | 0 | 202 | 5,316 |
| 2010-08-24 | 0 | -530 | 5,316 |
| 2010-08-17 | 0 | -450 | 4,639 |
| 2010-08-10 | 0 | -299 | 4,488 |
| 2010-08-03 | 0 | -559 | 3,830 |
| 2010-07-27 | 0 | 178 | 3,474 |
| 2010-07-20 | 0 | 677 | 3,482 |
| 2010-07-13 | 0 | -155 | 3,902 |
| 2010-07-06 | 0 | -1,166 | 4,913 |
| 2010-06-29 | 0 | -1,240 | 6,114 |
| 2010-06-22 | 0 | -442 | 4,121 |
| 2010-06-15 | 0 | -314 | 4,121 |
| 2010-06-08 | 0 | -562 | 4,298 |
| 2010-06-01 | 0 | -562 | 4,666 |
| 2010-05-25 | 0 | -864 | 3,726 |
| 2010-05-18 | 0 | -988 | 3,366 |
| 2010-05-11 | 0 | -1,022 | 2,880 |
| 2010-05-04 | 0 | -1,146 | 3,004 |
| 2010-04-27 | 0 | -242 | 2,203 |
| 2010-04-20 | 0 | -1,042 | 2,817 |
| 2010-04-13 | 0 | 2,012 | -237 |
| 2010-04-06 | 0 | 2,012 | -237 |
| 2010-03-30 | 0 | 5,103 | -2,820 |
| 2010-02-23 | 0 | 4,094 | 952 |
| 2009-11-24 | 0 | 2,461 | 5,177 |
| 2009-11-17 | 0 | 2,461 | 5,177 |
| 2009-11-03 | 0 | 1,443 | 7,416 |
| 2009-10-27 | 0 | -682 | 9,110 |
| 2009-10-20 | 0 | -202 | 9,294 |
| 2009-09-29 | 0 | -580 | 9,054 |
| 2009-09-22 | 0 | -806 | 7,635 |
| 2009-09-15 | 0 | -2,011 | 10,760 |
| 2009-09-08 | 0 | -2,164 | 10,444 |
| 2009-09-01 | 0 | -2,736 | 9,490 |
| 2009-08-25 | 0 | -5,165 | 13,244 |
| 2009-08-18 | 0 | -5,562 | 12,747 |
| 2009-08-11 | 0 | -3,952 | 12,148 |
| 2009-08-04 | 0 | -4,015 | 12,211 |
| 2009-07-28 | 0 | -11,101 | 17,207 |
| 2009-07-21 | 0 | -8,062 | 15,819 |
| 2009-07-14 | 0 | -7,280 | 15,990 |
| 2009-07-07 | 0 | -9,056 | 17,205 |
| 2009-06-30 | 0 | -10,762 | 18,773 |
| 2009-06-23 | 0 | -10,481 | 19,102 |
| 2009-06-16 | 0 | -11,408 | 19,601 |
| 2009-06-09 | 0 | -11,862 | 19,745 |
| 2009-06-02 | 0 | -11,774 | 19,347 |
| 2009-05-26 | 0 | -8,364 | 15,810 |
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Frequently asked questions
- What is the COT report?
- The Commitments of Traders (COT) report is a weekly publication by the CFTC that breaks down open interest in futures markets by trader category, including non-commercial (speculator) and commercial (hedger) positions.
- When is the COT report released?
- The COT report is released every Friday at 3:30 pm ET, with positions measured as of the prior Tuesday.
- What does non-commercial net mean?
- Non-commercial net is the number of long contracts held by large speculators minus their short contracts. A positive value means speculators are net long; a negative value means they are net short.