Tco Basis Swap COT Report
Latest data as of 2011-09-27. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 768 contracts in Tco Basis Swap futures as of 2011-09-27, up 0 from the prior week. Commercial hedgers were net short 4,405 contracts, with total open interest of 35,748 contracts. The COT index stands at 58.3.
| Open interest | 35,748 |
| Non-commercial long | 0 |
| Non-commercial short | 768 |
| Non-commercial net | -768 |
| Commercial long | 27,178 |
| Commercial short | 31,583 |
| Commercial net | -4,405 |
| WoW change in non-commercial net | 0 |
| COT index | 58.3 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2011-09-27 | 0 | -768 | -4,405 |
| 2011-09-20 | 0 | -768 | -4,489 |
| 2011-09-13 | 0 | -768 | -4,489 |
| 2011-09-06 | 0 | -768 | -4,489 |
| 2011-08-30 | 0 | -768 | -5,313 |
| 2011-08-23 | 0 | -768 | -5,313 |
| 2011-08-16 | 0 | -768 | -5,313 |
| 2011-08-09 | 0 | -768 | -5,313 |
| 2011-08-02 | 0 | -768 | -5,313 |
| 2011-07-26 | 0 | 0 | -6,161 |
| 2011-07-19 | 0 | 0 | -6,001 |
| 2011-07-12 | 0 | 0 | -6,001 |
| 2011-07-05 | 0 | 0 | -6,001 |
| 2011-06-28 | 0 | 0 | -6,849 |
| 2011-06-21 | 0 | 0 | -6,849 |
| 2011-06-14 | 0 | 0 | -6,849 |
| 2011-06-07 | 0 | 0 | -6,849 |
| 2011-05-31 | 0 | 0 | -7,673 |
| 2011-05-24 | 0 | 0 | -7,673 |
| 2011-05-17 | 0 | 0 | -7,673 |
| 2011-05-10 | 0 | 0 | -7,673 |
| 2011-05-03 | 0 | 0 | -7,673 |
| 2011-04-26 | 0 | 0 | -8,141 |
| 2011-04-19 | 0 | 0 | -8,141 |
| 2011-04-12 | 0 | 0 | -8,141 |
| 2011-04-05 | 0 | 0 | -7,661 |
| 2011-03-29 | 0 | 0 | -3,167 |
| 2011-03-22 | 0 | 0 | -3,271 |
| 2011-03-15 | 0 | 0 | -7,095 |
| 2011-03-08 | 0 | 0 | -7,095 |
| 2011-03-01 | 0 | 0 | -7,150 |
| 2011-02-22 | 0 | 0 | -6,598 |
| 2011-02-15 | 0 | 0 | -6,598 |
| 2011-02-08 | 0 | 0 | -6,233 |
| 2011-02-01 | 0 | 0 | -6,253 |
| 2011-01-25 | 0 | 0 | -6,557 |
| 2011-01-18 | 0 | 0 | -7,965 |
| 2011-01-11 | 0 | 0 | -7,233 |
| 2011-01-04 | 0 | 0 | -7,233 |
| 2010-12-28 | 0 | 0 | -7,132 |
| 2010-12-21 | 0 | 0 | -7,132 |
| 2010-12-14 | 0 | 0 | -7,132 |
| 2010-12-07 | 0 | 0 | -7,132 |
| 2010-11-30 | 0 | 0 | -6,919 |
| 2010-11-23 | 0 | 0 | -6,919 |
| 2010-11-16 | 0 | 0 | -6,919 |
| 2010-11-09 | 0 | 0 | -6,919 |
| 2010-11-02 | 0 | 0 | -6,919 |
| 2010-10-26 | 0 | 0 | -6,619 |
| 2010-10-19 | 0 | 0 | -6,619 |
| 2010-10-12 | 0 | 0 | -6,619 |
| 2010-10-05 | 0 | 0 | -6,619 |
Related markets
- 1% Fuel Oil Nwe Crack Spr
- 1-Month Libor Rate
- 10 Year Deliverable Ir
- 10 Year Eris Sofr Swap
- 10 Year Eris Swap
- 1000 Troy Ounce Silver
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.