5 Year Eris Swap COT Report
Latest data as of 2022-03-08. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 1,088 contracts in 5 Year Eris Swap futures as of 2022-03-08, down 126 from the prior week. Commercial hedgers were net short 1,061 contracts, with total open interest of 51,777 contracts. The COT index stands at 93.5.
| Open interest | 51,777 |
| Non-commercial long | 21,882 |
| Non-commercial short | 20,794 |
| Non-commercial net | 1,088 |
| Commercial long | 0 |
| Commercial short | 1,061 |
| Commercial net | -1,061 |
| WoW change in non-commercial net | -126 |
| COT index | 93.5 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2022-03-08 | 0 | 1,088 | -1,061 |
| 2022-03-01 | 0 | 1,214 | -1,052 |
| 2022-02-22 | 0 | 1,074 | -1,052 |
| 2022-02-15 | 0 | 1,073 | -1,052 |
| 2022-01-25 | 0 | 57 | -41 |
| 2021-06-01 | 0 | 495 | -460 |
| 2020-06-02 | 0 | 7 | 0 |
| 2020-05-26 | 0 | 0 | 0 |
| 2020-05-19 | 0 | 0 | 0 |
| 2020-05-12 | 0 | 10 | 0 |
| 2020-03-24 | 0 | 18 | 0 |
| 2020-03-17 | 0 | 17 | 0 |
| 2020-03-10 | 0 | 25 | 0 |
| 2020-03-03 | 0 | -477 | 0 |
| 2020-02-25 | 0 | 53 | 0 |
| 2020-02-18 | 0 | 105 | 0 |
| 2020-02-11 | 0 | 115 | 0 |
| 2020-02-04 | 0 | 91 | 0 |
| 2020-01-28 | 0 | 65 | 0 |
| 2020-01-21 | 0 | 65 | 0 |
| 2020-01-14 | 0 | 80 | 0 |
| 2020-01-07 | 0 | 75 | 0 |
| 2019-12-31 | 0 | 68 | 0 |
| 2019-12-24 | 0 | 138 | 0 |
| 2019-12-17 | 0 | 135 | 0 |
| 2019-12-10 | 0 | 117 | 0 |
| 2019-12-03 | 0 | 8 | 0 |
| 2019-11-26 | 0 | 88 | 0 |
| 2019-11-19 | 0 | 50 | 0 |
| 2019-11-12 | 0 | 9 | 0 |
| 2019-11-05 | 0 | 49 | 0 |
| 2019-10-29 | 0 | 66 | 0 |
| 2019-10-22 | 0 | 95 | 0 |
| 2019-10-15 | 0 | 56 | 0 |
| 2019-10-08 | 0 | 21 | 0 |
| 2019-10-01 | 0 | 17 | 0 |
| 2019-09-24 | 0 | 1,006 | 0 |
| 2019-09-17 | 0 | 39 | 0 |
| 2019-09-10 | 0 | 8 | 0 |
| 2019-09-03 | 0 | 38 | 0 |
| 2019-08-27 | 0 | 38 | 0 |
| 2019-08-20 | 0 | 44 | 0 |
| 2019-08-13 | 0 | 7 | 0 |
| 2019-08-06 | 0 | 18 | 0 |
| 2019-07-30 | 0 | 8 | 0 |
| 2019-07-23 | 0 | 31 | 0 |
| 2019-07-16 | 0 | 26 | 0 |
| 2019-07-09 | 0 | -6 | 0 |
| 2019-07-02 | 0 | 14 | 0 |
| 2019-06-25 | 0 | 24 | 0 |
| 2019-06-18 | 0 | 23 | 0 |
| 2019-06-11 | 0 | -14 | 0 |
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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.