Michcon Basis Swap COT Report
Latest data as of 2010-11-30. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 1,415 contracts in Michcon Basis Swap futures as of 2010-11-30, up 0 from the prior week. Commercial hedgers were net short 2,980 contracts, with total open interest of 45,564 contracts. The COT index stands at 67.8.
| Open interest | 45,564 |
| Non-commercial long | 0 |
| Non-commercial short | 1,415 |
| Non-commercial net | -1,415 |
| Commercial long | 35,187 |
| Commercial short | 38,167 |
| Commercial net | -2,980 |
| WoW change in non-commercial net | 0 |
| COT index | 67.8 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2010-11-30 | 0 | -1,415 | -2,980 |
| 2010-11-23 | 0 | -1,415 | -2,980 |
| 2010-11-16 | 0 | -1,495 | -2,472 |
| 2010-11-09 | 0 | -1,495 | -2,584 |
| 2010-11-02 | 0 | -1,495 | -2,584 |
| 2010-10-26 | 0 | -2,477 | -4,244 |
| 2010-10-19 | 0 | -1,625 | -4,905 |
| 2010-10-12 | 0 | -1,185 | -5,333 |
| 2010-09-28 | 0 | 224 | -3,512 |
| 2010-09-21 | 0 | 340 | -3,210 |
| 2010-09-14 | 0 | 663 | -3,485 |
| 2010-09-07 | 0 | 725 | -2,778 |
| 2010-08-31 | 0 | 1,143 | -3,683 |
| 2010-08-24 | 0 | 228 | -3,381 |
| 2010-08-17 | 0 | 653 | -3,473 |
| 2010-08-10 | 0 | 197 | -3,017 |
| 2010-08-03 | 0 | 201 | -3,023 |
| 2010-07-27 | 0 | 551 | -941 |
| 2010-07-20 | 0 | 715 | -851 |
| 2010-07-13 | 0 | 739 | -497 |
| 2010-07-06 | 0 | 743 | -497 |
| 2010-06-29 | 0 | 1,095 | 148 |
| 2010-06-22 | 0 | 1,111 | 86 |
| 2010-06-15 | 0 | 812 | 86 |
| 2010-06-08 | 0 | 598 | 86 |
| 2010-06-01 | 0 | -116 | -888 |
| 2010-05-25 | 0 | 197 | -1,300 |
| 2010-05-18 | 0 | 355 | -3,583 |
| 2010-05-11 | 0 | 375 | -3,301 |
| 2010-05-04 | 0 | 395 | -3,417 |
| 2010-04-27 | 0 | 2,797 | -6,163 |
| 2010-04-20 | 0 | 2,911 | -5,759 |
| 2010-04-13 | 0 | 2,477 | -5,325 |
| 2010-04-06 | 0 | 2,477 | -5,325 |
| 2010-03-30 | 0 | 2,701 | -5,124 |
| 2010-03-23 | 0 | 2,515 | -5,428 |
| 2010-03-16 | 0 | 2,407 | -5,260 |
| 2010-03-09 | 0 | 2,181 | -5,064 |
| 2010-03-02 | 0 | 1,983 | -5,132 |
| 2010-02-23 | 0 | 602 | 1,941 |
| 2010-02-16 | 0 | 796 | 1,630 |
| 2010-02-09 | 0 | 1,700 | 2,708 |
| 2010-02-02 | 0 | 2,907 | 1,020 |
| 2010-01-26 | 0 | 2,127 | -1,029 |
| 2010-01-19 | 0 | 3,055 | -2,780 |
| 2010-01-12 | 0 | 1,859 | -1,560 |
| 2010-01-05 | 0 | 2,647 | -1,913 |
| 2009-12-29 | 0 | 3,003 | -157 |
| 2009-12-22 | 0 | 3,093 | -247 |
| 2009-12-15 | 0 | 3,015 | -287 |
| 2009-12-08 | 0 | 2,772 | -46 |
| 2009-12-01 | 0 | 2,858 | -647 |
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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.