Dominion Basis Swap COT Report
Latest data as of 2009-09-29. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 0 contracts in Dominion Basis Swap futures as of 2009-09-29, up 0 from the prior week. Commercial hedgers were net short 6,966 contracts, with total open interest of 48,803 contracts. The COT index stands at 13.0.
| Open interest | 48,803 |
| Non-commercial long | 0 |
| Non-commercial short | 0 |
| Non-commercial net | 0 |
| Commercial long | 34,715 |
| Commercial short | 41,681 |
| Commercial net | -6,966 |
| WoW change in non-commercial net | 0 |
| COT index | 13.0 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2009-09-29 | 0 | 0 | -6,966 |
| 2009-09-22 | 0 | 0 | -7,822 |
| 2009-09-15 | 0 | 0 | -7,822 |
| 2009-09-08 | 0 | 0 | -7,196 |
| 2009-09-01 | 0 | 0 | -7,196 |
| 2009-08-25 | 0 | 0 | -8,016 |
| 2009-08-18 | 0 | 0 | -7,714 |
| 2009-08-11 | 0 | 0 | -7,714 |
| 2009-08-04 | 0 | 0 | -7,714 |
| 2009-07-28 | 0 | 150 | -5,966 |
| 2009-07-21 | 0 | 150 | -3,895 |
| 2009-07-14 | 0 | 150 | -3,895 |
| 2009-07-07 | 0 | 150 | -3,531 |
| 2009-06-30 | 0 | 336 | -4,629 |
| 2009-06-23 | 0 | 1,192 | -5,485 |
| 2009-06-16 | 0 | 1,192 | -5,485 |
| 2009-06-09 | 0 | 1,192 | -6,061 |
| 2009-06-02 | 0 | 1,192 | -6,061 |
| 2009-05-26 | 0 | 1,252 | -7,769 |
| 2009-05-19 | 0 | 1,252 | -7,829 |
| 2009-05-12 | 0 | 1,252 | -2,048 |
| 2009-05-05 | 0 | 1,252 | -2,301 |
| 2009-04-28 | 0 | 1,376 | -5,285 |
| 2009-04-21 | 0 | 886 | -2,471 |
| 2009-04-14 | 0 | 886 | 2,648 |
| 2009-04-07 | 0 | 458 | 3,741 |
| 2009-03-31 | 0 | 30 | 5,409 |
| 2009-03-24 | 0 | -338 | 5,352 |
| 2009-03-17 | 0 | -338 | 5,896 |
| 2009-03-10 | 0 | -338 | 5,594 |
| 2009-03-03 | 0 | -800 | 5,414 |
| 2009-02-24 | 0 | 0 | 5,413 |
| 2009-02-17 | 0 | 0 | 1,911 |
| 2009-02-10 | 0 | 0 | 2,248 |
| 2009-02-03 | 0 | 0 | 4,473 |
| 2009-01-27 | 0 | 0 | 2,691 |
| 2009-01-20 | 0 | 0 | 4,744 |
| 2009-01-13 | 0 | 0 | 4,316 |
| 2009-01-06 | 0 | 0 | 2,289 |
| 2008-12-30 | 0 | 0 | 2,293 |
| 2008-12-22 | 0 | 0 | 1,865 |
| 2008-12-16 | 0 | 0 | 1,637 |
| 2008-12-09 | 0 | 0 | 995 |
| 2008-12-02 | 0 | 0 | 1,237 |
| 2008-11-25 | 0 | 0 | 476 |
| 2008-11-18 | 0 | 0 | 293 |
| 2008-11-11 | 0 | 0 | 151 |
| 2008-11-04 | 0 | 0 | 561 |
| 2008-10-28 | 0 | -469 | 3,011 |
| 2008-10-21 | 0 | -481 | 3,205 |
| 2008-10-14 | 0 | -481 | 3,503 |
| 2008-10-07 | 0 | -864 | 1,529 |
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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.