Alberta Basis Swap COT Report
Latest data as of 2009-02-24. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 10,030 contracts in Alberta Basis Swap futures as of 2009-02-24, down 214 from the prior week. Commercial hedgers were net long 6,431 contracts, with total open interest of 50,086 contracts. The COT index stands at 76.5.
| Open interest | 50,086 |
| Non-commercial long | 2,052 |
| Non-commercial short | 12,082 |
| Non-commercial net | -10,030 |
| Commercial long | 27,453 |
| Commercial short | 21,022 |
| Commercial net | 6,431 |
| WoW change in non-commercial net | -214 |
| COT index | 76.5 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2009-02-24 | 0 | -10,030 | 6,431 |
| 2009-02-17 | 0 | -9,816 | 6,431 |
| 2009-02-10 | 0 | -9,816 | 6,431 |
| 2009-02-03 | 0 | -9,816 | 6,431 |
| 2009-01-27 | 0 | -11,316 | 7,673 |
| 2009-01-20 | 0 | -11,316 | 7,642 |
| 2009-01-13 | 0 | -13,245 | 10,345 |
| 2009-01-06 | 0 | -7,206 | 4,108 |
| 2008-12-30 | 0 | -11,605 | 8,001 |
| 2008-12-22 | 0 | -12,796 | 9,896 |
| 2008-12-16 | 0 | -13,397 | 10,676 |
| 2008-12-09 | 0 | -14,713 | 11,051 |
| 2008-12-02 | 0 | -10,929 | 6,748 |
| 2008-11-25 | 0 | -12,060 | 6,424 |
| 2008-11-18 | 0 | -11,112 | 6,055 |
| 2008-11-11 | 0 | -13,255 | 7,834 |
| 2008-11-04 | 0 | -12,825 | 8,046 |
| 2008-10-28 | 0 | -11,076 | 3,586 |
| 2008-10-21 | 0 | -8,070 | 1,821 |
| 2008-10-14 | 0 | -8,344 | -1,269 |
| 2008-10-07 | 0 | -8,712 | -654 |
| 2008-09-30 | 0 | -12,433 | 6,397 |
| 2008-09-23 | 0 | -15,896 | 9,857 |
| 2008-09-16 | 0 | -11,303 | 5,101 |
| 2008-09-09 | 0 | -13,088 | 9,382 |
| 2008-09-02 | 0 | -12,816 | 11,308 |
| 2008-08-26 | 0 | -15,872 | 11,858 |
| 2008-08-19 | 0 | -16,656 | 12,091 |
| 2008-08-12 | 0 | -18,082 | 14,186 |
| 2008-08-05 | 0 | -18,819 | 15,181 |
| 2008-07-29 | 0 | -23,434 | 18,795 |
| 2008-07-22 | 0 | -21,042 | 16,638 |
| 2008-07-15 | 0 | -20,836 | 17,283 |
| 2008-07-08 | 0 | -21,547 | 17,556 |
| 2008-07-01 | 0 | -20,215 | 16,162 |
| 2008-06-24 | 0 | -22,789 | 17,021 |
| 2008-06-17 | 0 | -21,458 | 15,305 |
| 2008-06-10 | 0 | -23,768 | 15,222 |
| 2008-06-03 | 0 | -29,778 | 21,452 |
| 2008-05-27 | 0 | -32,624 | 22,154 |
| 2008-05-20 | 0 | -30,919 | 21,234 |
| 2008-05-13 | 0 | -29,299 | 20,326 |
| 2008-05-06 | 0 | -28,596 | 21,360 |
| 2008-04-29 | 0 | -30,602 | 22,677 |
| 2008-04-22 | 0 | -25,851 | 17,594 |
| 2008-04-15 | 0 | -24,701 | 16,523 |
| 2008-04-08 | 0 | -25,317 | 15,691 |
| 2008-04-01 | 0 | -20,138 | 10,194 |
| 2008-03-25 | 0 | -18,503 | 7,168 |
| 2008-03-18 | 0 | -18,807 | 7,782 |
| 2008-03-11 | 0 | -18,315 | 6,804 |
| 2008-03-04 | 0 | -18,561 | 7,788 |
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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.