Henry Hub Index Swap COT Report
Latest data as of 2009-09-29. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 4,588 contracts in Henry Hub Index Swap futures as of 2009-09-29, up 5,580 from the prior week. Commercial hedgers were net short 4,588 contracts, with total open interest of 82,486 contracts. The COT index stands at 76.9.
| Open interest | 82,486 |
| Non-commercial long | 6,572 |
| Non-commercial short | 1,984 |
| Non-commercial net | 4,588 |
| Commercial long | 75,170 |
| Commercial short | 79,758 |
| Commercial net | -4,588 |
| WoW change in non-commercial net | 5,580 |
| COT index | 76.9 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2009-09-29 | 0 | 4,588 | -4,588 |
| 2009-09-22 | 0 | -992 | 896 |
| 2009-06-30 | 0 | -6,764 | 6,996 |
| 2008-11-25 | 0 | 0 | 1,214 |
| 2007-12-31 | 0 | -1,010 | 824 |
| 2007-11-27 | 0 | 9,429 | -11,439 |
| 2007-10-30 | 0 | 5,900 | -5,164 |
| 2007-09-25 | 0 | 4,778 | -4,746 |
| 2007-08-28 | 0 | 2,832 | -3,381 |
| 2007-07-31 | 0 | 10 | -285 |
| 2007-07-24 | 0 | -796 | 212 |
| 2007-07-17 | 0 | -1,292 | 832 |
| 2007-07-10 | 0 | -1,912 | 1,452 |
| 2007-06-26 | 0 | -1,292 | 247 |
| 2007-05-29 | 0 | -10,592 | 10,097 |
| 2007-04-24 | 0 | -9,792 | 9,451 |
| 2007-03-27 | 0 | -12,498 | 12,500 |
| 2007-02-27 | 0 | -12,783 | 12,717 |
| 2007-01-30 | 0 | 2,860 | -2,314 |
| 2006-12-26 | 0 | 4,104 | -2,729 |
| 2006-11-28 | 0 | -1,476 | 2,701 |
| 2006-10-31 | 0 | -3,038 | 3,520 |
| 2006-10-24 | 0 | -2,678 | 2,176 |
| 2006-09-26 | 0 | 2,376 | -3,414 |
| 2006-09-19 | 0 | -2,212 | 1,240 |
| 2006-09-12 | 0 | -3,328 | 1,922 |
| 2006-09-05 | 0 | -3,080 | 1,190 |
| 2006-08-29 | 0 | -3,826 | 3,690 |
| 2006-08-22 | 0 | -2,934 | 1,590 |
| 2006-08-15 | 0 | -3,866 | 3,258 |
| 2006-07-25 | 0 | -4,766 | 3,960 |
| 2006-07-18 | 0 | -3,836 | 3,340 |
| 2006-06-27 | 0 | -6,502 | 4,933 |
| 2006-06-20 | 0 | -6,564 | 5,429 |
| 2006-05-30 | 0 | -2,448 | 433 |
| 2006-05-23 | 0 | -4,668 | 4,048 |
| 2006-05-16 | 0 | -3,288 | 2,800 |
| 2006-05-09 | 0 | -7,398 | 6,174 |
| 2006-04-25 | 0 | -9,412 | 8,832 |
| 2006-04-18 | 0 | -9,288 | 8,800 |
| 2006-03-28 | 0 | -5,524 | 6,278 |
| 2006-02-28 | 0 | -7,514 | 7,982 |
| 2006-01-31 | 0 | 2,353 | -2,645 |
| 2005-11-29 | 0 | 9,807 | -11,273 |
| 2005-09-27 | 0 | -527 | 637 |
| 2005-08-30 | 0 | 3,274 | -3,200 |
| 2005-07-26 | 0 | 930 | -8 |
| 2005-06-28 | 0 | 3,038 | -3,038 |
| 2005-05-31 | 0 | 1,770 | -2,452 |
| 2005-04-26 | 0 | 1,860 | -3,638 |
| 2005-03-29 | 0 | -90 | 886 |
| 2004-11-30 | 0 | 2,968 | -3,731 |
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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.