5 Year Deliverable Ir COT Report
Latest data as of 2020-03-03. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 14,218 contracts in 5 Year Deliverable Ir futures as of 2020-03-03, down 95 from the prior week. Commercial hedgers were net short 12,700 contracts, with total open interest of 44,315 contracts. The COT index stands at 54.9.
| Open interest | 44,315 |
| Non-commercial long | 17,459 |
| Non-commercial short | 3,241 |
| Non-commercial net | 14,218 |
| Commercial long | 334 |
| Commercial short | 13,034 |
| Commercial net | -12,700 |
| WoW change in non-commercial net | -95 |
| COT index | 54.9 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2020-03-03 | 0 | 14,218 | -12,700 |
| 2020-02-25 | 0 | 14,313 | -12,823 |
| 2020-02-18 | 0 | 15,259 | -13,904 |
| 2020-02-11 | 0 | 15,479 | -14,083 |
| 2020-02-04 | 0 | 13,099 | -11,541 |
| 2020-01-28 | 0 | 12,444 | -10,902 |
| 2020-01-21 | 0 | 12,944 | -11,381 |
| 2020-01-14 | 0 | 11,420 | -10,093 |
| 2020-01-07 | 0 | 8,315 | -6,820 |
| 2019-12-31 | 0 | 8,037 | -6,216 |
| 2019-12-24 | 0 | 5,757 | -3,942 |
| 2019-12-17 | 0 | 5,060 | -3,495 |
| 2019-12-10 | 0 | 26,355 | -24,821 |
| 2019-12-03 | 0 | 25,454 | -23,786 |
| 2019-11-26 | 0 | 24,693 | -22,989 |
| 2019-11-19 | 0 | 25,018 | -23,335 |
| 2019-11-12 | 0 | 24,647 | -23,319 |
| 2019-11-05 | 0 | 22,269 | -20,640 |
| 2019-10-29 | 0 | 21,716 | -19,844 |
| 2019-10-22 | 0 | 20,202 | -18,186 |
| 2019-10-15 | 0 | 16,435 | -14,470 |
| 2019-10-08 | 0 | 8,468 | -6,389 |
| 2019-10-01 | 0 | 7,789 | -5,807 |
| 2019-09-24 | 0 | 4,900 | -2,739 |
| 2019-09-17 | 0 | 4,789 | -2,587 |
| 2019-09-10 | 0 | 249 | 1,844 |
| 2019-09-03 | 0 | -545 | 2,617 |
| 2019-08-27 | 0 | 117 | 2,077 |
| 2019-08-20 | 0 | 249 | 1,800 |
| 2019-08-13 | 0 | 612 | 1,422 |
| 2019-08-06 | 0 | 2,290 | -571 |
| 2019-07-30 | 0 | 948 | 459 |
| 2019-07-23 | 0 | 935 | 401 |
| 2019-07-16 | 0 | 958 | 403 |
| 2019-07-09 | 0 | 1,316 | 162 |
| 2019-07-02 | 0 | 1,201 | 296 |
| 2019-06-25 | 0 | 1,384 | 276 |
| 2019-06-18 | 0 | 1,780 | -77 |
| 2019-06-11 | 0 | 12,285 | -10,721 |
| 2019-06-04 | 0 | 11,574 | -9,106 |
| 2019-05-28 | 0 | 10,233 | -8,073 |
| 2019-05-21 | 0 | 9,936 | -7,999 |
| 2019-05-14 | 0 | 9,284 | -7,876 |
| 2019-05-07 | 0 | 9,379 | -7,695 |
| 2019-04-30 | 0 | 8,830 | -7,165 |
| 2019-04-23 | 0 | 9,345 | -7,865 |
| 2019-04-16 | 0 | 9,217 | -7,770 |
| 2019-04-09 | 0 | 9,635 | -8,038 |
| 2019-04-02 | 0 | 9,361 | -7,806 |
| 2019-03-26 | 0 | 6,465 | -4,142 |
| 2019-03-19 | 0 | 5,145 | -2,654 |
| 2019-03-12 | 0 | 7,067 | -4,711 |
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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.