Interest Rate Swaps COT Report
Latest data as of 1991-12-13. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 432 contracts in Interest Rate Swaps futures as of 1991-12-13, up 0 from the prior week. Commercial hedgers were net long 431 contracts, with total open interest of 442 contracts. The COT index stands at 0.0.
| Open interest | 442 |
| Non-commercial long | 0 |
| Non-commercial short | 432 |
| Non-commercial net | -432 |
| Commercial long | 431 |
| Commercial short | 0 |
| Commercial net | 431 |
| WoW change in non-commercial net | 0 |
| COT index | 0.0 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 1991-12-13 | 0 | -432 | 431 |
| 1991-11-29 | 0 | -432 | 451 |
| 1991-11-15 | 0 | -432 | 451 |
| 1991-10-31 | 0 | -428 | 451 |
| 1991-09-30 | 0 | -243 | 226 |
| 1991-08-30 | 0 | 145 | -113 |
| 1991-08-15 | 0 | 145 | -111 |
| 1991-07-31 | 0 | 149 | -111 |
| 1991-07-15 | 0 | 98 | -66 |
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Full history via APIGet a free API key
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.