Chicago Basis Swap COT Report
Latest data as of 2009-03-31. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 1,327 contracts in Chicago Basis Swap futures as of 2009-03-31, down 180 from the prior week. Commercial hedgers were net long 2,112 contracts, with total open interest of 40,873 contracts. The COT index stands at 30.4.
| Open interest | 40,873 |
| Non-commercial long | 551 |
| Non-commercial short | 1,878 |
| Non-commercial net | -1,327 |
| Commercial long | 32,322 |
| Commercial short | 30,210 |
| Commercial net | 2,112 |
| WoW change in non-commercial net | -180 |
| COT index | 30.4 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2009-03-31 | 0 | -1,327 | 2,112 |
| 2009-03-24 | 0 | -1,147 | 2,052 |
| 2009-03-17 | 0 | -1,663 | 2,568 |
| 2009-03-10 | 0 | -1,148 | 4,122 |
| 2009-03-03 | 0 | -1,148 | 5,166 |
| 2009-02-24 | 0 | -1,030 | -206 |
| 2009-02-17 | 0 | -476 | 1,282 |
| 2009-02-10 | 0 | -538 | 2,113 |
| 2009-02-03 | 0 | -2,584 | 6,046 |
| 2009-01-27 | 0 | -1,548 | 4,705 |
| 2009-01-20 | 0 | -2,086 | 8,685 |
| 2009-01-13 | 0 | -4,271 | 12,594 |
| 2009-01-06 | 0 | -4,998 | 12,586 |
| 2008-12-30 | 0 | -642 | 6,771 |
| 2008-12-22 | 0 | 4,362 | 1,658 |
| 2008-12-16 | 0 | 6,613 | -411 |
| 2008-12-09 | 0 | 8,670 | -3,937 |
| 2008-12-02 | 0 | 12,852 | -4,218 |
| 2008-11-25 | 0 | 12,321 | -5,489 |
| 2008-11-18 | 0 | 11,259 | -5,741 |
| 2008-11-11 | 0 | 10,973 | -3,774 |
| 2008-11-04 | 0 | 12,029 | -2,378 |
| 2008-10-28 | 0 | 18,390 | -9,697 |
| 2008-10-21 | 0 | 18,534 | -11,939 |
| 2008-10-14 | 0 | 15,033 | -9,038 |
| 2008-10-07 | 0 | 18,683 | -13,085 |
| 2008-09-30 | 0 | 16,582 | -11,949 |
| 2008-09-23 | 0 | 16,482 | -9,677 |
| 2008-09-16 | 0 | 14,604 | -9,056 |
| 2008-09-09 | 0 | 12,011 | -6,463 |
| 2008-09-02 | 0 | 8,916 | -3,371 |
| 2008-08-26 | 0 | 10,000 | -7,866 |
| 2008-08-19 | 0 | 10,800 | -6,914 |
| 2008-08-12 | 0 | 11,005 | -6,903 |
| 2008-08-05 | 0 | 12,706 | -8,728 |
| 2008-07-29 | 0 | 11,583 | -8,850 |
| 2008-07-22 | 0 | 13,563 | -8,749 |
| 2008-07-15 | 0 | 12,138 | -6,129 |
| 2008-07-08 | 0 | 12,141 | -4,502 |
| 2008-07-01 | 0 | 11,744 | -4,411 |
| 2008-06-24 | 0 | 7,991 | -3,493 |
| 2008-06-17 | 0 | 6,656 | -1,357 |
| 2008-06-10 | 0 | 6,768 | -1,041 |
| 2008-06-03 | 0 | 6,094 | 96 |
| 2008-05-27 | 0 | 7,947 | -1,874 |
| 2008-05-20 | 0 | 4,606 | 1,694 |
| 2008-05-13 | 0 | 2,689 | 1,519 |
| 2008-05-06 | 0 | 571 | 2,890 |
| 2008-04-29 | 0 | 1,126 | 1,822 |
| 2008-04-22 | 0 | 5,553 | -1,824 |
| 2008-04-15 | 0 | 7,879 | -3,980 |
| 2008-04-08 | 0 | 11,162 | -6,734 |
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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.