Ventura Basis Swap COT Report
Latest data as of 2010-09-28. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 784 contracts in Ventura Basis Swap futures as of 2010-09-28, up 120 from the prior week. Commercial hedgers were net long 2,073 contracts, with total open interest of 39,416 contracts. The COT index stands at 58.2.
| Open interest | 39,416 |
| Non-commercial long | 3,113 |
| Non-commercial short | 2,329 |
| Non-commercial net | 784 |
| Commercial long | 28,667 |
| Commercial short | 26,594 |
| Commercial net | 2,073 |
| WoW change in non-commercial net | 120 |
| COT index | 58.2 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2010-09-28 | 0 | 784 | 2,073 |
| 2010-09-21 | 0 | 664 | 2,041 |
| 2010-09-14 | 0 | 1,556 | 939 |
| 2010-09-07 | 0 | 1,938 | 557 |
| 2010-08-31 | 0 | 4,336 | -551 |
| 2010-08-24 | 0 | 4,032 | -247 |
| 2010-08-17 | 0 | 4,988 | -1,563 |
| 2010-08-10 | 0 | 4,152 | -204 |
| 2009-08-25 | 0 | 8,456 | -4,936 |
| 2009-08-18 | 0 | 11,289 | -7,185 |
| 2009-08-11 | 0 | 9,158 | -5,697 |
| 2009-08-04 | 0 | 4,435 | -1,326 |
| 2009-07-28 | 0 | -5,307 | 8,329 |
| 2009-07-21 | 0 | -5,735 | 8,514 |
| 2009-07-14 | 0 | -7,284 | 10,303 |
| 2009-07-07 | 0 | -7,586 | 10,357 |
| 2009-06-30 | 0 | -8,495 | 11,586 |
| 2009-06-23 | 0 | -10,207 | 13,236 |
| 2009-06-16 | 0 | -10,063 | 13,092 |
| 2009-06-09 | 0 | -6,542 | 9,029 |
| 2009-06-02 | 0 | -6,948 | 9,740 |
| 2009-05-26 | 0 | -6,208 | 8,664 |
| 2009-05-19 | 0 | -6,440 | 10,401 |
| 2009-05-12 | 0 | -6,834 | 10,317 |
| 2009-05-05 | 0 | -9,188 | 10,577 |
| 2009-04-28 | 0 | -6,759 | 7,652 |
| 2009-04-21 | 0 | -6,031 | 6,955 |
| 2009-04-14 | 0 | -5,149 | 6,067 |
| 2009-04-07 | 0 | -5,533 | 8,133 |
| 2009-03-31 | 0 | -4,857 | 5,980 |
| 2009-03-24 | 0 | -5,548 | 6,165 |
| 2009-03-17 | 0 | -5,904 | 7,259 |
| 2009-03-10 | 0 | -7,616 | 8,992 |
| 2009-02-24 | 0 | -11,301 | 8,927 |
| 2009-02-17 | 0 | -12,660 | 10,348 |
| 2009-02-10 | 0 | -13,755 | 11,981 |
| 2009-02-03 | 0 | -13,832 | 10,023 |
| 2009-01-27 | 0 | -12,484 | 11,695 |
| 2009-01-20 | 0 | -13,483 | 12,953 |
| 2009-01-13 | 0 | -9,561 | 9,006 |
| 2009-01-06 | 0 | -10,605 | 10,942 |
| 2008-12-30 | 0 | -9,747 | 9,734 |
| 2008-12-22 | 0 | -10,933 | 11,305 |
| 2008-12-16 | 0 | -10,329 | 10,701 |
| 2008-12-09 | 0 | -8,820 | 9,467 |
| 2008-12-02 | 0 | -7,677 | 8,264 |
| 2008-11-25 | 0 | -7,373 | 6,684 |
| 2008-11-18 | 0 | -7,035 | 8,014 |
| 2008-11-11 | 0 | -6,303 | 6,962 |
| 2008-11-04 | 0 | -3,643 | 2,795 |
| 2008-10-28 | 0 | -3,288 | 2,120 |
| 2008-10-21 | 0 | -2,279 | 2,578 |
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.