2 Year Eris Swap COT Report
Latest data as of 2022-05-31. Source: CFTC Commitments of Traders, legacy futures-only.
Large speculators were net long 54,661 contracts in 2 Year Eris Swap futures as of 2022-05-31, down 15 from the prior week. Commercial hedgers were net short 54,632 contracts, with total open interest of 161,471 contracts. The COT index stands at 99.8.
| Open interest | 161,471 |
| Non-commercial long | 114,314 |
| Non-commercial short | 59,653 |
| Non-commercial net | 54,661 |
| Commercial long | 0 |
| Commercial short | 54,632 |
| Commercial net | -54,632 |
| WoW change in non-commercial net | -15 |
| COT index | 99.8 |
Last 52 weeks
| Date | Open interest | Non-commercial net | Commercial net |
|---|---|---|---|
| 2022-05-31 | 0 | 54,661 | -54,632 |
| 2022-05-24 | 0 | 54,676 | -54,632 |
| 2022-05-17 | 0 | 47,907 | -47,863 |
| 2022-05-10 | 0 | 47,926 | -47,911 |
| 2022-05-03 | 0 | 48,897 | -48,882 |
| 2022-04-26 | 0 | 48,882 | -48,882 |
| 2022-04-19 | 0 | 51,549 | -51,549 |
| 2022-04-12 | 0 | 47,914 | -47,914 |
| 2022-04-05 | 0 | 47,063 | -47,063 |
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Full history via APIGet a free API key
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.