Cinergy Cal Month Lmp Swap COT Report
Latest data as of 2011-08-30. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 80 contracts in Cinergy Cal Month Lmp Swap futures as of 2011-08-30, up 0 from the prior week. Commercial hedgers were net short 736 contracts, with total open interest of 9,425 contracts. The COT index stands at 45.8.
| Open interest | 9,425 |
| Non-commercial long | 350 |
| Non-commercial short | 430 |
| Non-commercial net | -80 |
| Commercial long | 6,823 |
| Commercial short | 7,559 |
| Commercial net | -736 |
| WoW change in non-commercial net | 0 |
| COT index | 45.8 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2011-08-30 | 0 | -80 | -736 |
| 2011-08-23 | 0 | -80 | -1,336 |
| 2011-08-16 | 0 | -80 | -1,336 |
| 2011-08-09 | 0 | -80 | -1,336 |
| 2011-08-02 | 0 | -80 | -1,336 |
| 2011-07-26 | 0 | -134 | -1,318 |
| 2011-07-19 | 0 | -134 | -1,318 |
| 2011-07-12 | 0 | -134 | -1,288 |
| 2011-07-05 | 0 | -134 | -1,288 |
| 2011-06-28 | 0 | -248 | -1,242 |
| 2011-06-21 | 0 | -248 | -1,242 |
| 2011-06-14 | 0 | -248 | -1,242 |
| 2011-06-07 | 0 | -248 | -1,242 |
| 2011-05-31 | 0 | -382 | -1,096 |
| 2011-05-24 | 0 | -302 | -1,156 |
| 2011-05-17 | 0 | -302 | -756 |
| 2011-05-10 | 0 | -302 | -756 |
| 2011-05-03 | 0 | -302 | -618 |
| 2011-04-26 | 0 | -676 | -350 |
| 2011-04-19 | 0 | -676 | -350 |
| 2011-04-12 | 0 | -676 | -604 |
| 2011-04-05 | 0 | -676 | -642 |
| 2011-03-29 | 0 | -720 | -472 |
| 2011-03-22 | 0 | -720 | -472 |
| 2011-03-15 | 0 | -720 | -472 |
| 2011-03-08 | 0 | -720 | -516 |
| 2011-03-01 | 0 | -720 | -516 |
| 2011-02-22 | 0 | -764 | 174 |
| 2011-02-15 | 0 | -764 | 156 |
| 2011-02-08 | 0 | -764 | 294 |
| 2011-02-01 | 0 | -764 | 462 |
| 2011-01-25 | 0 | -808 | 548 |
| 2011-01-18 | 0 | -808 | 548 |
| 2011-01-11 | 0 | -808 | 548 |
| 2011-01-04 | 0 | -808 | 548 |
| 2010-12-28 | 0 | -728 | 334 |
| 2010-12-21 | 0 | 232 | -606 |
| 2010-12-14 | 0 | 232 | -606 |
| 2010-12-07 | 0 | 112 | -486 |
| 2010-11-30 | 0 | 112 | -26 |
| 2010-11-23 | 0 | 112 | -42 |
| 2010-11-16 | 0 | 112 | -42 |
| 2010-11-09 | 0 | 112 | -54 |
| 2010-11-02 | 0 | 112 | -230 |
| 2010-10-26 | 0 | 112 | -73 |
| 2010-10-19 | 0 | 132 | -65 |
| 2010-10-12 | 0 | 132 | -69 |
| 2010-10-05 | 0 | 132 | -67 |
| 2010-09-28 | 0 | 172 | 145 |
| 2010-09-21 | 0 | 172 | 143 |
| 2010-09-14 | 0 | 172 | 239 |
| 2010-09-07 | 0 | 172 | -403 |
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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.