Interest Rate Swaps COT Report
Latest data as of 1992-06-15. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 80 contracts in Interest Rate Swaps futures as of 1992-06-15, up 0 from the prior week. Commercial hedgers were net long 204 contracts, with total open interest of 1,027 contracts. The COT index stands at 98.3.
| Open interest | 1,027 |
| Non-commercial long | 80 |
| Non-commercial short | 0 |
| Non-commercial net | 80 |
| Commercial long | 927 |
| Commercial short | 723 |
| Commercial net | 204 |
| WoW change in non-commercial net | 0 |
| COT index | 98.3 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 1992-06-15 | 0 | 80 | 204 |
| 1992-05-29 | 0 | 80 | 4 |
| 1992-03-31 | 0 | 0 | 0 |
| 1992-03-13 | 0 | 0 | 0 |
| 1992-02-28 | 0 | -25 | 20 |
| 1992-02-14 | 0 | -30 | 25 |
| 1992-01-31 | 0 | 20 | -20 |
| 1992-01-15 | 0 | 0 | -45 |
| 1991-12-13 | 0 | 88 | -112 |
| 1991-11-29 | 0 | 88 | -77 |
| 1991-11-15 | 0 | -17 | 23 |
| 1991-10-31 | 0 | 38 | -32 |
| 1991-10-15 | 0 | -157 | 201 |
| 1991-09-30 | 0 | -15 | 23 |
| 1991-09-16 | 0 | -394 | 277 |
| 1991-08-30 | 0 | -193 | 209 |
| 1991-08-15 | 0 | -81 | 146 |
| 1991-07-31 | 0 | -152 | 204 |
| 1991-07-15 | 0 | -6 | -27 |
| 1991-06-28 | 0 | -193 | 145 |
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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.