Demarc Basis Swap COT Report
Latest data as of 2009-11-24. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 4,078 contracts in Demarc Basis Swap futures as of 2009-11-24, up 571 from the prior week. Commercial hedgers were net long 4,666 contracts, with total open interest of 30,687 contracts. The COT index stands at 9.9.
| Open interest | 30,687 |
| Non-commercial long | 0 |
| Non-commercial short | 4,078 |
| Non-commercial net | -4,078 |
| Commercial long | 26,323 |
| Commercial short | 21,657 |
| Commercial net | 4,666 |
| WoW change in non-commercial net | 571 |
| COT index | 9.9 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2009-11-24 | 0 | -4,078 | 4,666 |
| 2009-11-17 | 0 | -4,649 | 5,665 |
| 2009-11-09 | 0 | -3,164 | 4,006 |
| 2009-11-03 | 0 | -3,208 | 4,050 |
| 2009-10-27 | 0 | -3,010 | 4,733 |
| 2009-10-20 | 0 | -4,816 | 6,454 |
| 2009-10-13 | 0 | -4,665 | 6,454 |
| 2009-09-29 | 0 | -5,095 | 7,604 |
| 2009-09-22 | 0 | -4,789 | 6,820 |
| 2009-09-15 | 0 | -6,342 | 8,559 |
| 2009-09-08 | 0 | -6,211 | 8,273 |
| 2009-09-01 | 0 | -5,032 | 6,792 |
| 2009-08-25 | 0 | -5,453 | 7,668 |
| 2009-08-18 | 0 | -5,481 | 7,612 |
| 2009-08-11 | 0 | -5,509 | 7,732 |
| 2009-08-04 | 0 | -5,743 | 8,398 |
| 2009-07-28 | 0 | -6,205 | 8,971 |
| 2009-07-21 | 0 | -7,010 | 10,051 |
| 2009-07-14 | 0 | -5,500 | 8,239 |
| 2009-07-07 | 0 | -5,497 | 8,236 |
| 2009-06-30 | 0 | -5,602 | 8,440 |
| 2009-06-23 | 0 | -5,714 | 8,552 |
| 2009-06-16 | 0 | -4,405 | 7,092 |
| 2009-02-24 | 0 | -3,032 | 4,847 |
| 2009-02-17 | 0 | -5,897 | 7,434 |
| 2009-02-10 | 0 | -6,325 | 8,012 |
| 2009-02-03 | 0 | -5,549 | 8,142 |
| 2009-01-27 | 0 | -3,717 | 4,441 |
| 2008-12-30 | 0 | -1,018 | 2,878 |
| 2008-12-22 | 0 | -2,226 | 4,086 |
| 2008-12-16 | 0 | -2,405 | 4,397 |
| 2008-12-09 | 0 | -2,130 | 4,122 |
| 2008-12-02 | 0 | -4,094 | 4,810 |
| 2008-11-25 | 0 | -4,444 | 4,630 |
| 2008-11-18 | 0 | -2,480 | 890 |
| 2008-11-11 | 0 | -2,244 | 890 |
| 2008-11-04 | 0 | -2,424 | 890 |
| 2008-10-28 | 0 | -1,868 | 372 |
| 2008-10-21 | 0 | -2,144 | 1,644 |
| 2008-10-14 | 0 | -2,098 | 3,618 |
| 2008-10-07 | 0 | -324 | 1,156 |
| 2008-09-30 | 0 | -4,888 | 5,815 |
| 2008-09-23 | 0 | -2,763 | 5,111 |
| 2008-09-16 | 0 | -3,685 | 6,319 |
| 2008-09-09 | 0 | -3,429 | 6,423 |
| 2008-09-02 | 0 | -3,586 | 6,742 |
| 2008-08-26 | 0 | -3,920 | 6,864 |
| 2008-08-19 | 0 | -2,931 | 7,415 |
| 2008-08-12 | 0 | -1,257 | 5,801 |
| 2008-08-05 | 0 | -1,211 | 5,815 |
| 2008-07-29 | 0 | -2,089 | 7,451 |
| 2008-07-22 | 0 | -936 | 6,178 |
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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.