Nw Pipe Rockies Basis Swap COT Report
Latest data as of 2011-11-29. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 431 contracts in Nw Pipe Rockies Basis Swap futures as of 2011-11-29, up 0 from the prior week. Commercial hedgers were net short 55 contracts, with total open interest of 57,794 contracts. The COT index stands at 78.2.
| Open interest | 57,794 |
| Non-commercial long | 3,995 |
| Non-commercial short | 3,564 |
| Non-commercial net | 431 |
| Commercial long | 45,786 |
| Commercial short | 45,841 |
| Commercial net | -55 |
| WoW change in non-commercial net | 0 |
| COT index | 78.2 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2011-11-29 | 0 | 431 | -55 |
| 2011-11-22 | 0 | 431 | -55 |
| 2011-11-15 | 0 | 431 | -55 |
| 2011-11-08 | 0 | 587 | -163 |
| 2011-11-01 | 0 | 159 | 265 |
| 2011-10-25 | 0 | 175 | 410 |
| 2011-10-18 | 0 | -305 | 1,082 |
| 2011-10-11 | 0 | -165 | 942 |
| 2011-10-04 | 0 | -121 | 942 |
| 2011-09-27 | 0 | -18 | 769 |
| 2011-09-20 | 0 | 88 | -1,095 |
| 2011-09-13 | 0 | 88 | -1,095 |
| 2011-08-30 | 0 | 102 | 143 |
| 2011-08-23 | 0 | 102 | 228 |
| 2011-06-28 | 0 | 4,548 | -2,373 |
| 2011-06-21 | 0 | 4,548 | -2,373 |
| 2011-06-14 | 0 | 5,156 | -2,981 |
| 2011-06-07 | 0 | 5,156 | -2,981 |
| 2011-05-31 | 0 | 5,398 | -3,381 |
| 2011-05-24 | 0 | 1,134 | -2,041 |
| 2011-05-17 | 0 | 1,226 | -2,145 |
| 2011-05-10 | 0 | 922 | -1,841 |
| 2011-05-03 | 0 | 862 | -1,811 |
| 2011-04-26 | 0 | 856 | -2,889 |
| 2011-04-19 | 0 | 900 | -2,929 |
| 2011-04-12 | 0 | 900 | -2,929 |
| 2011-04-05 | 0 | 938 | -2,929 |
| 2011-03-29 | 0 | 866 | -3,285 |
| 2010-12-28 | 0 | -872 | 2,709 |
| 2010-12-21 | 0 | -872 | 2,709 |
| 2010-12-14 | 0 | -952 | 2,709 |
| 2010-12-07 | 0 | -892 | 2,649 |
| 2010-11-30 | 0 | -575 | -1,194 |
| 2010-11-23 | 0 | -575 | -1,194 |
| 2010-11-16 | 0 | -699 | -1,194 |
| 2010-11-09 | 0 | -1,103 | -766 |
| 2010-11-02 | 0 | -1,165 | -766 |
| 2010-10-26 | 0 | -1,243 | -874 |
| 2010-10-19 | 0 | -1,648 | -874 |
| 2010-10-12 | 0 | -1,644 | -874 |
| 2010-10-05 | 0 | -1,858 | -612 |
| 2010-09-28 | 0 | -1,521 | -919 |
| 2010-09-21 | 0 | -2,187 | -857 |
| 2010-09-14 | 0 | -2,645 | -399 |
| 2010-09-07 | 0 | -3,167 | 123 |
| 2010-08-31 | 0 | -2,838 | -527 |
| 2010-08-24 | 0 | -2,611 | -436 |
| 2010-08-17 | 0 | -2,995 | -486 |
| 2010-08-10 | 0 | -3,431 | 52 |
| 2010-08-03 | 0 | -2,534 | -1,080 |
| 2010-07-27 | 0 | -2,388 | -2,057 |
| 2010-07-20 | 0 | -2,388 | -2,026 |
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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.