Interest Rate Swaps 10Yr COT Report
Latest data as of 2013-06-04. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 3,225 contracts in Interest Rate Swaps 10Yr futures as of 2013-06-04, up 339 from the prior week. Commercial hedgers were net long 3,292 contracts, with total open interest of 11,254 contracts. The COT index stands at 16.4.
| Open interest | 11,254 |
| Non-commercial long | 3,240 |
| Non-commercial short | 6,465 |
| Non-commercial net | -3,225 |
| Commercial long | 7,844 |
| Commercial short | 4,552 |
| Commercial net | 3,292 |
| WoW change in non-commercial net | 339 |
| COT index | 16.4 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2013-06-04 | 0 | -3,225 | 3,292 |
| 2013-05-28 | 0 | -3,564 | 6,106 |
| 2013-05-21 | 0 | -3,755 | 3,806 |
| 2013-05-14 | 0 | -3,882 | 3,887 |
| 2013-05-07 | 0 | -4,126 | 4,147 |
| 2013-04-30 | 0 | -4,467 | 4,482 |
| 2013-04-23 | 0 | -4,031 | 4,049 |
| 2013-04-16 | 0 | -3,779 | 3,822 |
| 2013-04-09 | 0 | -4,085 | 4,159 |
| 2013-04-02 | 0 | -3,206 | 3,303 |
| 2013-03-26 | 0 | -3,871 | 4,001 |
| 2013-03-19 | 0 | -3,922 | 3,990 |
| 2013-03-12 | 0 | -3,101 | 3,198 |
| 2013-03-05 | 0 | -969 | 1,032 |
| 2013-02-26 | 0 | -1,815 | 1,928 |
| 2013-02-19 | 0 | -2,228 | 2,298 |
| 2013-02-12 | 0 | -2,868 | 2,914 |
| 2013-02-05 | 0 | -3,213 | 3,228 |
| 2013-01-29 | 0 | -3,967 | 3,999 |
| 2013-01-22 | 0 | -4,468 | 4,454 |
| 2013-01-15 | 0 | -4,514 | 4,475 |
| 2013-01-08 | 0 | -4,073 | 4,014 |
| 2012-12-31 | 0 | -3,967 | 3,919 |
| 2012-12-24 | 0 | -3,924 | 3,872 |
| 2012-12-18 | 0 | -3,962 | 3,879 |
| 2012-12-11 | 0 | -2,496 | 2,356 |
| 2012-12-04 | 0 | -3,279 | 3,150 |
| 2012-11-27 | 0 | -3,614 | 3,497 |
| 2012-11-20 | 0 | -3,169 | 3,029 |
| 2012-11-13 | 0 | -3,251 | 3,083 |
| 2012-11-06 | 0 | -2,969 | 2,790 |
| 2012-10-30 | 0 | -2,959 | 2,823 |
| 2012-10-23 | 0 | -3,055 | 2,940 |
| 2012-10-16 | 0 | -2,944 | 2,825 |
| 2012-10-09 | 0 | -4,735 | 4,621 |
| 2012-10-02 | 0 | -4,473 | 4,353 |
| 2012-09-25 | 0 | -4,416 | 4,294 |
| 2012-09-18 | 0 | -2,447 | 2,342 |
| 2012-09-11 | 0 | -3,903 | 3,767 |
| 2012-09-04 | 0 | -3,616 | 3,436 |
| 2012-08-28 | 0 | -2,553 | 2,363 |
| 2012-08-21 | 0 | -2,684 | 2,467 |
| 2012-08-14 | 0 | -3,210 | 2,933 |
| 2012-08-07 | 0 | -3,615 | 3,323 |
| 2012-07-31 | 0 | -2,457 | 2,174 |
| 2012-07-24 | 0 | -1,220 | 2,426 |
| 2012-07-17 | 0 | -2,186 | 1,921 |
| 2012-07-10 | 0 | -2,329 | 2,077 |
| 2012-07-03 | 0 | -2,118 | 1,904 |
| 2012-06-26 | 0 | -1,573 | 1,362 |
| 2012-06-19 | 0 | -738 | 604 |
| 2012-06-12 | 0 | -1,557 | 1,405 |
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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.