Cheddar Cheese COT Report
Latest data as of 1995-04-04. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 0 contracts in Cheddar Cheese futures as of 1995-04-04, up 0 from the prior week. Commercial hedgers were net long 85 contracts, with total open interest of 272 contracts. The COT index stands at 50.0.
| Open interest | 272 |
| Non-commercial long | 0 |
| Non-commercial short | 0 |
| Non-commercial net | 0 |
| Commercial long | 186 |
| Commercial short | 101 |
| Commercial net | 85 |
| WoW change in non-commercial net | 0 |
| COT index | 50.0 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 1995-04-04 | 0 | 0 | 85 |
| 1995-03-28 | 0 | 0 | 66 |
| 1995-03-21 | 0 | 0 | 63 |
| 1995-03-14 | 0 | 0 | 63 |
| 1995-03-07 | 0 | 0 | 53 |
| 1995-02-28 | 0 | 0 | 74 |
| 1995-02-21 | 0 | 0 | 70 |
| 1995-02-14 | 0 | 0 | 67 |
| 1995-02-07 | 0 | 0 | 67 |
| 1995-01-31 | 0 | 0 | 55 |
| 1995-01-24 | 0 | 0 | 55 |
| 1995-01-17 | 0 | 0 | 53 |
| 1995-01-10 | 0 | 0 | 93 |
| 1995-01-03 | 0 | 0 | 124 |
| 1994-12-27 | 0 | 0 | 92 |
| 1994-12-20 | 0 | 0 | 92 |
| 1994-12-13 | 0 | 0 | 89 |
| 1994-12-06 | 0 | 0 | 79 |
| 1994-11-29 | 0 | 0 | 57 |
| 1994-11-01 | 0 | 0 | 74 |
| 1994-10-25 | 0 | 0 | 93 |
| 1994-10-18 | 0 | 0 | 94 |
| 1994-10-11 | 0 | 0 | 118 |
| 1994-10-04 | 0 | 0 | 135 |
| 1994-09-27 | 0 | 0 | 112 |
| 1994-09-20 | 0 | 0 | 83 |
| 1994-09-13 | 0 | 0 | 54 |
| 1994-09-06 | 0 | 0 | 54 |
| 1994-08-30 | 0 | 0 | -13 |
| 1994-08-23 | 0 | 0 | 8 |
| 1994-08-16 | 0 | 0 | -3 |
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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.