Euro Short Term Rate COT Report
Latest data as of 2026-10-06. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net short 14,450 contracts in Euro Short Term Rate futures as of 2026-10-06, down 64 from the prior week. Commercial hedgers were net long 14,383 contracts, with total open interest of 20,402 contracts. The COT index stands at 1.7.
| Open interest | 20,402 |
| Non-commercial long | 107 |
| Non-commercial short | 14,557 |
| Non-commercial net | -14,450 |
| Commercial long | 18,975 |
| Commercial short | 4,592 |
| Commercial net | 14,383 |
| WoW change in non-commercial net | -64 |
| COT index | 1.7 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2026-10-06 | 0 | -14,450 | 14,383 |
| 2026-09-29 | 0 | -14,386 | 14,310 |
| 2026-09-22 | 0 | -15,318 | 15,248 |
| 2026-09-15 | 0 | -8,478 | 8,438 |
| 2026-09-08 | 0 | -8,103 | 8,090 |
| 2026-09-01 | 0 | -7,831 | 7,836 |
| 2026-08-25 | 0 | -7,245 | 7,239 |
| 2026-08-18 | 0 | -7,052 | 7,036 |
| 2026-08-11 | 0 | -6,235 | 6,224 |
| 2026-08-04 | 0 | -5,474 | 5,466 |
| 2026-07-28 | 0 | -8,166 | 8,149 |
| 2026-07-21 | 0 | -7,830 | 7,830 |
| 2026-07-14 | 0 | -7,338 | 7,316 |
| 2026-07-07 | 0 | -6,710 | 6,668 |
| 2026-06-30 | 0 | -6,224 | 6,165 |
| 2026-06-23 | 0 | -7,757 | 7,716 |
| 2026-06-16 | 0 | -10,692 | 10,630 |
| 2026-06-09 | 0 | -10,308 | 10,246 |
| 2026-06-02 | 0 | -10,617 | 10,562 |
| 2026-05-26 | 0 | -9,839 | 9,839 |
| 2026-05-19 | 0 | -9,761 | 9,739 |
| 2026-05-12 | 0 | -9,966 | 9,917 |
| 2026-05-05 | 0 | -6,024 | 5,974 |
| 2026-04-28 | 0 | -325 | 272 |
| 2026-04-21 | 0 | 1,148 | -1,184 |
| 2026-04-14 | 0 | 1,270 | -1,306 |
| 2026-04-07 | 0 | 2,166 | -2,194 |
| 2026-03-31 | 0 | 3,196 | -3,227 |
| 2026-03-24 | 0 | 3,837 | -3,854 |
| 2026-03-17 | 0 | 7,093 | -7,103 |
| 2026-03-10 | 0 | 5,407 | -5,557 |
| 2026-03-03 | 0 | 4,451 | -4,468 |
| 2026-02-24 | 0 | 4,421 | -4,425 |
| 2026-02-17 | 0 | 3,056 | -3,043 |
| 2026-02-10 | 0 | 2,584 | -2,576 |
| 2026-02-03 | 0 | 8,005 | -7,996 |
| 2026-01-27 | 0 | 9,629 | -9,615 |
| 2026-01-20 | 0 | 7,347 | -7,349 |
| 2026-01-13 | 0 | 7,734 | -7,730 |
| 2026-01-06 | 0 | 7,162 | -7,162 |
| 2025-12-30 | 0 | 7,383 | -7,383 |
| 2025-12-23 | 0 | 7,391 | -7,381 |
| 2025-12-16 | 0 | 35,802 | -35,789 |
| 2025-12-09 | 0 | 31,290 | -31,266 |
| 2025-12-02 | 0 | 31,197 | -31,171 |
| 2025-11-25 | 0 | 32,261 | -32,233 |
| 2025-11-18 | 0 | 31,706 | -31,712 |
| 2025-11-10 | 0 | 30,513 | -30,495 |
| 2025-11-04 | 0 | 32,622 | -32,604 |
| 2025-10-28 | 0 | 32,044 | -32,026 |
| 2025-10-21 | 0 | 33,097 | -33,079 |
| 2025-10-14 | 0 | 32,579 | -32,561 |
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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.