Sumas Basis Swap COT Report
Latest data as of 2007-02-27. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 1,151 contracts in Sumas Basis Swap futures as of 2007-02-27, up 5,800 from the prior week. Commercial hedgers were net short 4,127 contracts, with total open interest of 30,034 contracts. The COT index stands at 62.7.
| Open interest | 30,034 |
| Non-commercial long | 2,126 |
| Non-commercial short | 3,277 |
| Non-commercial net | -1,151 |
| Commercial long | 17,995 |
| Commercial short | 22,122 |
| Commercial net | -4,127 |
| WoW change in non-commercial net | 5,800 |
| COT index | 62.7 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2007-02-27 | 0 | -1,151 | -4,127 |
| 2006-10-17 | 0 | -6,951 | 991 |
| 2006-09-26 | 0 | -7,107 | 2,981 |
| 2006-09-19 | 0 | -7,107 | 2,766 |
| 2006-09-12 | 0 | -6,956 | 2,704 |
| 2006-09-05 | 0 | -6,778 | 2,076 |
| 2006-08-29 | 0 | -5,768 | 670 |
| 2006-08-22 | 0 | -5,128 | 114 |
| 2006-08-15 | 0 | -5,826 | -369 |
| 2006-08-08 | 0 | -5,946 | -249 |
| 2006-08-01 | 0 | -5,946 | -189 |
| 2006-07-25 | 0 | -5,741 | 96 |
| 2006-07-18 | 0 | -5,565 | 1,005 |
| 2006-07-11 | 0 | -4,300 | -1,238 |
| 2006-07-03 | 0 | -4,646 | -1,630 |
| 2006-06-27 | 0 | -2,878 | -3,055 |
| 2006-06-20 | 0 | -3,213 | -2,086 |
| 2006-06-13 | 0 | -2,417 | -1,200 |
| 2006-06-06 | 0 | -1,350 | -1,480 |
| 2006-05-30 | 0 | -2,386 | -942 |
| 2006-05-23 | 0 | -1,704 | -1,251 |
| 2006-05-16 | 0 | -151 | -2,465 |
| 2006-05-09 | 0 | 349 | -3,055 |
| 2006-05-02 | 0 | 1,633 | -3,373 |
| 2006-04-25 | 0 | 1,880 | -3,800 |
| 2006-04-18 | 0 | 2,498 | -4,540 |
| 2006-02-28 | 0 | -726 | -5,267 |
| 2006-02-21 | 0 | -1,339 | -3,742 |
| 2006-02-14 | 0 | -4,029 | -1,079 |
| 2006-02-07 | 0 | -4,093 | -929 |
| 2006-01-31 | 0 | -4,931 | -380 |
| 2006-01-24 | 0 | -4,772 | 551 |
| 2006-01-17 | 0 | -5,715 | 1,825 |
| 2006-01-10 | 0 | -5,009 | 1,852 |
| 2006-01-03 | 0 | -4,318 | 3,908 |
| 2005-12-27 | 0 | -6,029 | 4,908 |
| 2005-12-20 | 0 | -5,874 | 5,360 |
| 2005-12-13 | 0 | -6,218 | 7,177 |
| 2005-12-06 | 0 | -5,350 | 4,369 |
| 2005-11-29 | 0 | -6,074 | 5,504 |
| 2005-11-22 | 0 | -6,936 | 6,335 |
| 2005-11-15 | 0 | -9,107 | 9,534 |
| 2005-11-08 | 0 | -9,768 | 9,117 |
| 2005-11-01 | 0 | -8,400 | 7,642 |
| 2005-10-25 | 0 | -8,534 | 7,645 |
| 2005-10-18 | 0 | -8,846 | 9,092 |
| 2005-10-11 | 0 | -10,542 | 10,184 |
| 2005-10-04 | 0 | -11,555 | 10,163 |
| 2005-09-27 | 0 | -11,425 | 12,129 |
| 2005-09-20 | 0 | -11,457 | 12,076 |
| 2005-09-13 | 0 | -11,953 | 12,218 |
| 2005-09-06 | 0 | -16,623 | 14,176 |
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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.