Interest Rate Swaps 5Yr COT Report
Latest data as of 2013-05-28. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 18 contracts in Interest Rate Swaps 5Yr futures as of 2013-05-28, down 99 from the prior week. Commercial hedgers were net short 60 contracts, with total open interest of 4,264 contracts. The COT index stands at 37.5.
| Open interest | 4,264 |
| Non-commercial long | 1,209 |
| Non-commercial short | 1,191 |
| Non-commercial net | 18 |
| Commercial long | 2,967 |
| Commercial short | 3,027 |
| Commercial net | -60 |
| WoW change in non-commercial net | -99 |
| COT index | 37.5 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2013-05-28 | 0 | 18 | -60 |
| 2013-05-14 | 0 | 117 | -225 |
| 2013-04-30 | 0 | -647 | 596 |
| 2013-04-23 | 0 | -780 | 702 |
| 2013-04-16 | 0 | -706 | 617 |
| 2013-04-09 | 0 | -649 | 581 |
| 2013-03-26 | 0 | -306 | 250 |
| 2013-03-05 | 0 | -382 | 344 |
| 2013-02-26 | 0 | -446 | 396 |
| 2013-02-19 | 0 | -244 | 189 |
| 2013-02-12 | 0 | -217 | 107 |
| 2013-02-05 | 0 | -168 | 75 |
| 2013-01-29 | 0 | -382 | 287 |
| 2013-01-22 | 0 | -825 | 673 |
| 2013-01-15 | 0 | -1,172 | 1,062 |
| 2013-01-08 | 0 | -934 | 858 |
| 2012-12-31 | 0 | -983 | 860 |
| 2012-12-24 | 0 | -589 | 443 |
| 2012-12-18 | 0 | -280 | 125 |
| 2012-12-11 | 0 | -481 | 368 |
| 2012-12-04 | 0 | -705 | 516 |
| 2012-11-27 | 0 | -856 | 692 |
| 2012-11-20 | 0 | -991 | 784 |
| 2012-11-13 | 0 | -922 | 663 |
| 2012-11-06 | 0 | -826 | 641 |
| 2012-10-30 | 0 | -21 | -212 |
| 2012-10-23 | 0 | 67 | -317 |
| 2012-10-16 | 0 | 190 | -425 |
| 2012-10-09 | 0 | 315 | -531 |
| 2012-10-02 | 0 | 414 | -659 |
| 2012-09-25 | 0 | 267 | -472 |
| 2012-09-18 | 0 | -443 | 313 |
| 2012-09-11 | 0 | 145 | -308 |
| 2012-09-04 | 0 | -1,026 | 856 |
| 2012-08-28 | 0 | -1,089 | 987 |
| 2012-08-21 | 0 | -976 | 724 |
| 2012-08-14 | 0 | -1,053 | 822 |
| 2012-08-07 | 0 | -86 | -190 |
| 2012-07-31 | 0 | -1,009 | 741 |
| 2012-07-24 | 0 | -1,592 | 1,299 |
| 2012-07-17 | 0 | -1,655 | 1,322 |
| 2012-07-10 | 0 | -1,154 | 840 |
| 2012-07-03 | 0 | -1,393 | 1,110 |
| 2012-06-26 | 0 | -1,987 | 1,719 |
| 2012-06-19 | 0 | 411 | -651 |
| 2012-06-12 | 0 | 10 | -132 |
| 2012-06-05 | 0 | 464 | -751 |
| 2012-05-29 | 0 | 250 | -527 |
| 2012-05-22 | 0 | 360 | -570 |
| 2012-05-15 | 0 | 440 | -613 |
| 2012-05-08 | 0 | 744 | -953 |
| 2012-05-01 | 0 | 546 | -768 |
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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.