Dtcc Repo-Us Treasury <30 Yr COT Report
Latest data as of 2014-06-03. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 15,329 contracts in Dtcc Repo-Us Treasury <30 Yr futures as of 2014-06-03, down 972 from the prior week. Commercial hedgers were net long 15,504 contracts, with total open interest of 81,039 contracts. The COT index stands at 27.1.
| Open interest | 81,039 |
| Non-commercial long | 495 |
| Non-commercial short | 15,824 |
| Non-commercial net | -15,329 |
| Commercial long | 77,904 |
| Commercial short | 62,400 |
| Commercial net | 15,504 |
| WoW change in non-commercial net | -972 |
| COT index | 27.1 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2014-06-03 | 0 | -15,329 | 15,504 |
| 2014-05-27 | 0 | -14,357 | 14,545 |
| 2014-05-20 | 0 | -10,868 | 14,921 |
| 2014-05-13 | 0 | -13,735 | 13,913 |
| 2014-05-06 | 0 | -12,748 | 12,808 |
| 2014-04-29 | 0 | -10,648 | 10,828 |
| 2014-04-22 | 0 | -12,143 | 12,123 |
| 2014-04-15 | 0 | -11,016 | 11,122 |
| 2014-04-08 | 0 | -10,459 | 10,637 |
| 2014-04-01 | 0 | -6,012 | 6,190 |
| 2014-03-25 | 0 | -8,084 | 8,295 |
| 2014-03-18 | 0 | -6,531 | 6,742 |
| 2014-03-11 | 0 | -6,113 | 6,324 |
| 2014-03-04 | 0 | -3,636 | 3,149 |
| 2014-02-25 | 0 | -2,846 | 3,015 |
| 2014-02-18 | 0 | -2,694 | 2,914 |
| 2014-02-11 | 0 | -1,678 | 1,678 |
| 2014-02-04 | 0 | -1,389 | 1,469 |
| 2014-01-28 | 0 | -3,240 | 3,270 |
| 2014-01-21 | 0 | -4,047 | 4,076 |
| 2014-01-14 | 0 | -4,330 | 4,330 |
| 2014-01-07 | 0 | -3,362 | 3,362 |
| 2013-12-31 | 0 | -5,474 | 5,462 |
| 2013-12-24 | 0 | -4,693 | 4,644 |
| 2013-12-17 | 0 | -3,676 | 3,578 |
| 2013-12-10 | 0 | -2,733 | 2,754 |
| 2013-12-03 | 0 | -2,034 | 2,044 |
| 2013-11-26 | 0 | -2,071 | 2,074 |
| 2013-11-19 | 0 | -1,484 | 1,475 |
| 2013-11-12 | 0 | -2,827 | 2,899 |
| 2013-11-05 | 0 | -2,831 | 2,897 |
| 2013-10-29 | 0 | -2,646 | 2,697 |
| 2013-10-22 | 0 | -4,345 | 4,388 |
| 2013-10-15 | 0 | -860 | 860 |
| 2013-10-08 | 0 | 438 | -497 |
| 2013-10-01 | 0 | 819 | -519 |
| 2013-09-24 | 0 | -1,547 | 1,559 |
| 2013-09-17 | 0 | -1,099 | 596 |
| 2013-09-10 | 0 | -2,791 | 2,807 |
| 2013-09-03 | 0 | -1,431 | 1,447 |
| 2013-08-27 | 0 | -2,405 | 2,483 |
| 2013-08-20 | 0 | -3,058 | 3,105 |
| 2013-08-13 | 0 | -3,180 | 3,227 |
| 2013-08-06 | 0 | -3,728 | 3,753 |
| 2013-07-30 | 0 | -2,711 | 2,732 |
| 2013-07-23 | 0 | -3,111 | 3,093 |
| 2013-07-16 | 0 | -3,474 | 3,368 |
| 2013-07-09 | 0 | -1,790 | 1,842 |
| 2013-07-02 | 0 | -1,796 | 1,856 |
| 2013-06-25 | 0 | -4,044 | 4,235 |
| 2013-06-18 | 0 | -3,332 | 3,380 |
| 2013-06-11 | 0 | -4,591 | 4,642 |
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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.