1-Month Libor Rate COT Report
Latest data as of 2009-04-07. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 8,012 contracts in 1-Month Libor Rate futures as of 2009-04-07, up 1,315 from the prior week. Commercial hedgers were net short 12,786 contracts, with total open interest of 41,622 contracts. The COT index stands at 18.1.
| Open interest | 41,622 |
| Non-commercial long | 8,662 |
| Non-commercial short | 650 |
| Non-commercial net | 8,012 |
| Commercial long | 23,414 |
| Commercial short | 36,200 |
| Commercial net | -12,786 |
| WoW change in non-commercial net | 1,315 |
| COT index | 18.1 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2009-04-07 | 0 | 8,012 | -12,786 |
| 2009-03-31 | 0 | 6,697 | -10,141 |
| 2009-03-24 | 0 | 4,110 | -7,672 |
| 2008-02-19 | 0 | 8,931 | -6,314 |
| 2008-02-12 | 0 | 4,974 | -5,750 |
| 2008-02-05 | 0 | 5,370 | -4,511 |
| 2007-12-11 | 0 | 10,430 | -11,772 |
| 2007-12-04 | 0 | 11,369 | -12,438 |
| 2007-11-27 | 0 | 10,659 | -10,036 |
| 2007-11-13 | 0 | 1,928 | -3,913 |
| 2007-11-06 | 0 | 1,351 | -2,848 |
| 2007-10-30 | 0 | -290 | 559 |
| 2007-10-23 | 0 | 452 | -689 |
| 2007-10-16 | 0 | -7,567 | 6,603 |
| 2007-10-09 | 0 | -874 | -4,352 |
| 2007-10-02 | 0 | 4,273 | -8,363 |
| 2007-09-25 | 0 | -208 | -3,063 |
| 2007-09-18 | 0 | -3,162 | 2,236 |
| 2007-09-11 | 0 | -3,609 | 2,115 |
| 2007-09-04 | 0 | -3,419 | 2,464 |
| 2007-08-28 | 0 | -33 | 710 |
| 2007-08-21 | 0 | -6,315 | 5,353 |
| 2007-08-07 | 0 | -18,376 | 19,375 |
| 2007-07-31 | 0 | -14,086 | 13,499 |
| 2007-07-24 | 0 | -15,798 | 15,486 |
| 2007-07-17 | 0 | -15,118 | 13,299 |
| 2007-07-10 | 0 | -14,650 | 11,428 |
| 2007-07-03 | 0 | -16,218 | 12,758 |
| 2007-06-26 | 0 | -19,713 | 15,749 |
| 2007-06-19 | 0 | -20,631 | 15,982 |
| 2007-06-12 | 0 | -16,935 | 17,992 |
| 2007-06-05 | 0 | -16,835 | 17,564 |
| 2007-05-29 | 0 | 1,476 | -1,348 |
| 2007-05-22 | 0 | 716 | -650 |
| 2007-05-08 | 0 | 9,512 | -8,990 |
| 2007-05-01 | 0 | 12,617 | -12,859 |
| 2007-04-24 | 0 | 13,411 | -15,268 |
| 2007-04-17 | 0 | 13,181 | -14,506 |
| 2007-04-10 | 0 | 6,493 | -6,715 |
| 2007-04-03 | 0 | 7,744 | -10,016 |
| 2007-03-27 | 0 | 3,855 | -5,331 |
| 2007-03-20 | 0 | 1,902 | -2,036 |
| 2007-03-13 | 0 | 8,124 | -9,341 |
| 2007-03-06 | 0 | 10,335 | -10,115 |
| 2007-02-20 | 0 | 4,998 | -4,351 |
| 2007-02-13 | 0 | 4,515 | -5,599 |
| 2007-02-06 | 0 | 6,697 | -7,197 |
| 2007-01-30 | 0 | 6,926 | -7,192 |
| 2007-01-16 | 0 | 12,174 | -12,267 |
| 2007-01-09 | 0 | 12,461 | -11,366 |
| 2007-01-03 | 0 | 9,294 | -10,702 |
| 2006-11-07 | 0 | 3,549 | -4,955 |
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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.