Henry Hub Basis Swap COT Report
Latest data as of 2011-01-25. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 0 contracts in Henry Hub Basis Swap futures as of 2011-01-25, down 279 from the prior week. Commercial hedgers were net long 322 contracts, with total open interest of 57,612 contracts. The COT index stands at 46.6.
| Open interest | 57,612 |
| Non-commercial long | 0 |
| Non-commercial short | 0 |
| Non-commercial net | 0 |
| Commercial long | 57,580 |
| Commercial short | 57,258 |
| Commercial net | 322 |
| WoW change in non-commercial net | -279 |
| COT index | 46.6 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2011-01-25 | 0 | 0 | 322 |
| 2010-12-28 | 0 | 279 | 151 |
| 2010-11-30 | 0 | 248 | -486 |
| 2010-11-23 | 0 | 620 | -1,106 |
| 2010-11-16 | 0 | 0 | -486 |
| 2010-11-09 | 0 | 0 | 246 |
| 2010-10-19 | 0 | 840 | -310 |
| 2010-10-12 | 0 | 840 | -310 |
| 2010-10-05 | 0 | 840 | -310 |
| 2010-09-28 | 0 | 840 | 218 |
| 2010-09-21 | 0 | 840 | 34 |
| 2010-09-14 | 0 | 840 | 158 |
| 2010-09-07 | 0 | 840 | 158 |
| 2010-08-31 | 0 | 840 | 686 |
| 2010-08-24 | 0 | 840 | 686 |
| 2010-08-17 | 0 | 840 | 446 |
| 2010-08-10 | 0 | 840 | 446 |
| 2010-08-03 | 0 | 840 | 446 |
| 2010-07-27 | 0 | 0 | 1,208 |
| 2010-07-20 | 0 | 0 | 1,394 |
| 2010-07-13 | 0 | 0 | 1,394 |
| 2010-07-06 | 0 | 0 | 1,088 |
| 2010-06-29 | 0 | 0 | 1,502 |
| 2010-06-22 | 0 | 0 | 1,134 |
| 2010-06-15 | 0 | 0 | 1,134 |
| 2010-06-08 | 0 | 0 | 1,134 |
| 2010-06-01 | 0 | 0 | 1,134 |
| 2010-05-25 | 0 | 720 | 458 |
| 2010-05-18 | 0 | 0 | 1,178 |
| 2010-05-11 | 0 | 0 | 1,178 |
| 2010-05-04 | 0 | 0 | 1,178 |
| 2010-04-27 | 0 | 0 | 1,100 |
| 2010-04-20 | 0 | 0 | 1,224 |
| 2010-04-13 | 0 | 0 | 1,224 |
| 2010-04-06 | 0 | 0 | 1,224 |
| 2010-03-30 | 0 | 0 | 1,238 |
| 2010-03-23 | 0 | 0 | 1,328 |
| 2010-03-16 | 0 | 0 | 1,328 |
| 2010-03-09 | 0 | 0 | 1,328 |
| 2010-03-02 | 0 | 0 | 1,328 |
| 2010-02-23 | 0 | -620 | 2,041 |
| 2010-02-16 | 0 | -620 | 2,041 |
| 2010-02-09 | 0 | -620 | 2,041 |
| 2010-02-02 | 0 | -620 | 2,041 |
| 2010-01-26 | 0 | -1,180 | 2,685 |
| 2010-01-19 | 0 | -1,180 | 2,331 |
| 2010-01-12 | 0 | -1,180 | 2,331 |
| 2010-01-05 | 0 | -1,180 | 2,331 |
| 2009-12-29 | 0 | -1,800 | 4,134 |
| 2009-12-22 | 0 | -1,800 | 3,780 |
| 2009-12-15 | 0 | -1,800 | 5,240 |
| 2009-12-08 | 0 | -1,800 | 5,240 |
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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.