M-3 Basis Swap COT Report
Latest data as of 2011-02-22. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 0 contracts in M-3 Basis Swap futures as of 2011-02-22, up 0 from the prior week. Commercial hedgers were net short 1,135 contracts, with total open interest of 46,097 contracts. The COT index stands at 17.5.
| Open interest | 46,097 |
| Non-commercial long | 0 |
| Non-commercial short | 0 |
| Non-commercial net | 0 |
| Commercial long | 40,526 |
| Commercial short | 41,661 |
| Commercial net | -1,135 |
| WoW change in non-commercial net | 0 |
| COT index | 17.5 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2011-02-22 | 0 | 0 | -1,135 |
| 2011-02-15 | 0 | 0 | -1,107 |
| 2011-02-08 | 0 | 0 | -1,107 |
| 2011-02-01 | 0 | 0 | -1,107 |
| 2011-01-25 | 0 | 0 | -659 |
| 2011-01-18 | 0 | 0 | -659 |
| 2011-01-11 | 0 | 0 | -659 |
| 2011-01-04 | 0 | 0 | -231 |
| 2010-12-28 | 0 | 55 | -342 |
| 2010-12-21 | 0 | 55 | -342 |
| 2010-12-14 | 0 | 86 | 1,997 |
| 2010-12-07 | 0 | 0 | 2,163 |
| 2010-11-30 | 0 | 0 | 4,035 |
| 2010-11-23 | 0 | 0 | 3,731 |
| 2010-11-16 | 0 | 0 | 3,731 |
| 2010-11-09 | 0 | 0 | 3,731 |
| 2010-11-02 | 0 | 0 | 3,731 |
| 2010-10-26 | 0 | 0 | 3,577 |
| 2010-10-19 | 0 | 0 | 3,577 |
| 2010-10-12 | 0 | 0 | 3,577 |
| 2010-10-05 | 0 | 0 | 3,577 |
| 2010-09-28 | 0 | 0 | 3,587 |
| 2010-09-21 | 0 | 0 | 3,587 |
| 2010-09-14 | 0 | 0 | 3,587 |
| 2010-09-07 | 0 | 0 | 3,587 |
| 2010-08-31 | 0 | 0 | 4,392 |
| 2010-08-24 | 0 | 0 | 4,392 |
| 2010-08-17 | 0 | 0 | 4,392 |
| 2010-08-10 | 0 | 0 | 4,392 |
| 2010-08-03 | 0 | 0 | 4,392 |
| 2010-07-27 | 0 | 0 | 4,629 |
| 2010-07-20 | 0 | 0 | 4,629 |
| 2010-07-13 | 0 | 0 | 4,381 |
| 2010-07-06 | 0 | 0 | 4,754 |
| 2010-06-29 | 0 | 0 | 4,524 |
| 2010-06-22 | 0 | 0 | 4,524 |
| 2010-06-15 | 0 | 0 | 3,920 |
| 2010-06-08 | 0 | 0 | 4,044 |
| 2010-06-01 | 0 | 0 | 4,044 |
| 2010-05-25 | 0 | 0 | 3,866 |
| 2010-05-18 | 0 | 0 | 4,106 |
| 2010-05-11 | 0 | 0 | 4,106 |
| 2010-05-04 | 0 | 0 | 1,186 |
| 2010-04-27 | 0 | 0 | 1,104 |
| 2010-04-20 | 0 | 0 | 1,104 |
| 2010-04-13 | 0 | 0 | 376 |
| 2010-04-06 | 0 | 0 | -277 |
| 2010-03-30 | 0 | 0 | -45 |
| 2010-03-23 | 0 | 0 | -290 |
| 2010-03-16 | 0 | 0 | -84 |
| 2010-03-09 | 0 | 0 | -146 |
| 2010-03-02 | 0 | 0 | -146 |
Related markets
- 1% Fuel Oil Nwe Crack Spr
- 1-Month Libor Rate
- 10 Year Deliverable Ir
- 10 Year Eris Sofr Swap
- 10 Year Eris Swap
- 1000 Troy Ounce Silver
Full history via APIGet a free API key
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.