Waha Basis Swap COT Report
Latest data as of 2012-09-25. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 1,495 contracts in Waha Basis Swap futures as of 2012-09-25, up 124 from the prior week. Commercial hedgers were net long 4,199 contracts, with total open interest of 22,328 contracts. The COT index stands at 53.5.
| Open interest | 22,328 |
| Non-commercial long | 365 |
| Non-commercial short | 1,860 |
| Non-commercial net | -1,495 |
| Commercial long | 18,805 |
| Commercial short | 14,606 |
| Commercial net | 4,199 |
| WoW change in non-commercial net | 124 |
| COT index | 53.5 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2012-09-25 | 0 | -1,495 | 4,199 |
| 2012-09-18 | 0 | -1,619 | 4,323 |
| 2012-09-11 | 0 | -1,619 | 4,323 |
| 2012-09-04 | 0 | -3,363 | 6,525 |
| 2012-08-28 | 0 | -3,363 | 6,285 |
| 2012-08-21 | 0 | -3,363 | 6,285 |
| 2012-08-14 | 0 | -3,363 | 6,285 |
| 2012-08-07 | 0 | -3,324 | 6,202 |
| 2012-07-31 | 0 | -5,124 | 7,649 |
| 2012-07-24 | 0 | -5,124 | 7,463 |
| 2012-07-17 | 0 | -5,124 | 7,463 |
| 2012-07-10 | 0 | -5,134 | 7,463 |
| 2012-07-03 | 0 | -5,378 | 7,463 |
| 2012-06-26 | 0 | -7,180 | 9,378 |
| 2012-06-19 | 0 | -7,180 | 9,402 |
| 2012-06-12 | 0 | -7,180 | 9,402 |
| 2012-06-05 | 0 | -7,180 | 9,402 |
| 2012-05-29 | 0 | -7,482 | 9,474 |
| 2012-05-22 | 0 | -7,442 | 9,474 |
| 2012-05-15 | 0 | -9,242 | 11,274 |
| 2012-05-08 | 0 | -9,242 | 11,274 |
| 2012-05-01 | 0 | -11,664 | 12,973 |
| 2012-04-24 | 0 | -11,664 | 12,725 |
| 2012-04-17 | 0 | -11,664 | 12,725 |
| 2012-04-10 | 0 | -11,664 | 12,725 |
| 2012-04-03 | 0 | -11,199 | 12,260 |
| 2012-03-27 | 0 | -13,747 | 14,458 |
| 2012-03-20 | 0 | -13,597 | 14,188 |
| 2012-03-13 | 0 | -13,597 | 14,188 |
| 2012-03-06 | 0 | -13,597 | 14,188 |
| 2012-02-28 | 0 | -14,452 | 14,927 |
| 2011-03-01 | 0 | 3,643 | -9,980 |
| 2011-02-22 | 0 | 3,071 | -9,152 |
| 2011-02-01 | 0 | -878 | -4,509 |
| 2011-01-25 | 0 | -940 | -4,509 |
| 2010-12-28 | 0 | 1,119 | -5,230 |
| 2010-12-21 | 0 | 1,119 | -5,230 |
| 2010-12-14 | 0 | 1,035 | -5,230 |
| 2010-12-07 | 0 | 2,319 | -6,526 |
| 2010-11-30 | 0 | 1,620 | -7,687 |
| 2010-11-23 | 0 | 1,666 | -7,625 |
| 2010-11-16 | 0 | 2,054 | -8,053 |
| 2010-11-09 | 0 | 2,929 | -8,407 |
| 2010-11-02 | 0 | 3,785 | -9,263 |
| 2010-10-26 | 0 | 4,661 | -10,598 |
| 2010-10-19 | 0 | 4,357 | -10,526 |
| 2010-10-12 | 0 | 4,989 | -11,044 |
| 2010-10-05 | 0 | 3,757 | -10,964 |
| 2010-09-28 | 0 | 2,913 | -10,043 |
| 2010-09-21 | 0 | 4,049 | -10,667 |
| 2010-09-14 | 0 | 2,111 | -8,719 |
| 2010-09-07 | 0 | 2,621 | -9,209 |
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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.