Cig Basis Swap COT Report
Latest data as of 2008-09-30. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 4,087 contracts in Cig Basis Swap futures as of 2008-09-30, down 435 from the prior week. Commercial hedgers were net long 266 contracts, with total open interest of 42,365 contracts. The COT index stands at 40.9.
| Open interest | 42,365 |
| Non-commercial long | 0 |
| Non-commercial short | 4,087 |
| Non-commercial net | -4,087 |
| Commercial long | 31,421 |
| Commercial short | 31,155 |
| Commercial net | 266 |
| WoW change in non-commercial net | -435 |
| COT index | 40.9 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2008-09-30 | 0 | -4,087 | 266 |
| 2008-09-23 | 0 | -3,652 | 196 |
| 2008-08-12 | 0 | -5,172 | 910 |
| 2008-08-05 | 0 | -5,322 | 1,160 |
| 2008-07-29 | 0 | -5,563 | 1,744 |
| 2008-02-26 | 0 | 867 | -1,850 |
| 2008-02-19 | 0 | 1,513 | -508 |
| 2008-02-12 | 0 | 1,171 | -15 |
| 2008-01-29 | 0 | 1,271 | -524 |
| 2008-01-22 | 0 | 1,128 | -411 |
| 2008-01-15 | 0 | 1,073 | -411 |
| 2007-11-27 | 0 | 1,551 | -4,621 |
| 2007-11-20 | 0 | 1,245 | -4,315 |
| 2007-11-13 | 0 | 1,245 | -1,259 |
| 2007-11-06 | 0 | 977 | -684 |
| 2007-10-30 | 0 | 777 | -1,316 |
| 2007-10-23 | 0 | -1,015 | 518 |
| 2007-10-16 | 0 | -1,015 | 578 |
| 2007-10-09 | 0 | -1,407 | 970 |
| 2007-10-02 | 0 | -1,665 | 1,592 |
| 2007-09-25 | 0 | -3,007 | 3,351 |
| 2007-09-18 | 0 | -3,445 | 3,789 |
| 2007-09-11 | 0 | -3,445 | 3,789 |
| 2007-09-04 | 0 | -4,392 | 4,934 |
| 2007-08-28 | 0 | -4,678 | 5,313 |
| 2007-08-21 | 0 | -3,215 | 3,210 |
| 2007-08-14 | 0 | -2,125 | 3,032 |
| 2007-08-07 | 0 | -1,850 | 2,757 |
| 2007-07-31 | 0 | -2,183 | 2,651 |
| 2007-07-24 | 0 | -2,664 | 3,040 |
| 2007-07-17 | 0 | -3,092 | 3,468 |
| 2007-07-10 | 0 | -3,092 | 3,428 |
| 2007-07-03 | 0 | -3,265 | 3,479 |
| 2007-06-26 | 0 | -4,069 | 3,273 |
| 2007-06-19 | 0 | -4,958 | 3,503 |
| 2007-06-12 | 0 | -4,962 | 3,373 |
| 2007-06-05 | 0 | -4,962 | 3,208 |
| 2007-05-29 | 0 | -6,686 | 3,895 |
| 2007-05-22 | 0 | -6,907 | 3,871 |
| 2007-05-15 | 0 | -6,780 | 4,189 |
| 2007-05-08 | 0 | -7,450 | 4,981 |
| 2007-05-01 | 0 | -8,332 | 4,896 |
| 2007-04-24 | 0 | -7,337 | 3,495 |
| 2007-04-17 | 0 | -8,215 | -235 |
| 2007-04-10 | 0 | -8,050 | 3,217 |
| 2007-04-03 | 0 | -8,850 | 964 |
| 2007-03-27 | 0 | -9,549 | -750 |
| 2007-03-20 | 0 | -10,194 | 286 |
| 2007-03-13 | 0 | -9,719 | 111 |
| 2007-03-06 | 0 | -9,573 | -891 |
| 2007-02-27 | 0 | -8,087 | -1,967 |
| 2007-02-20 | 0 | -7,796 | -957 |
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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.