COT Report: 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2018-12-18

10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246605
Open Interest: 25,640   Total Changes: -2,990   Total Traders: 35

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
742
-370
2.9% 0 2,852
-2,849
11.1% 0 0
-30
0.0% 0
Asset Manager/
Institutional
1,177
+2
4.6% 0 7,892
-184
30.8% 11 0
-2
0.0% 0
Leveraged
Funds
13,276
-3,402
51.8% 0 10,500
-23
41.0% 7 140
0
0.5% 0
Other
Reportables
10,290
+810
40.1% 4 1,235
+99
4.8% 0 0
0
0.0% 0
Nonreportable
Positions
15
+2
0.1%   3,021
-1
11.8%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short