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Swap dealer

A COT category for banks and dealers that use futures to hedge over-the-counter swap exposure, typically the other side of commodity index products.

When a pension fund buys exposure to a commodity index through a swap, the dealer on the other side hedges by buying futures. Its futures position therefore reflects client demand for passive commodity exposure, not the dealer's own view.

Separating this group out was the main reason the disaggregated-cot exists. Counting an index-hedging bank as a "commercial" made the old report misleading, because it mixed hedging of paper exposure with hedging of physical barrels and bushels.

Example: a dealer showing a net long of 90,000 crude contracts is usually not bullish at all; it is short 90,000 contracts' worth of swaps to index investors and delta-hedging in the futures market.

Related: disaggregated-cot, commitments-of-traders, goldman-roll, commercial-trader, managed-money

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