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

Futures Only Positions as of 2018-04-17

10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246605
Open Interest: 29,755   Total Changes: +328   Total Traders: 47

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
18,842
+470
63.3% 0 4,217
-96
14.2% 7 0
0
0.0% 0
Asset Manager/
Institutional
58
0
0.2% 0 8,924
-163
30.0% 14 79
-48
0.3% 0
Leveraged
Funds
1,480
0
5.0% 4 12,373
+645
41.6% 11 0
0
0.0% 0
Other
Reportables
9,009
-100
30.3% 0 3,808
-22
12.8% 5 264
0
0.9% 0
Nonreportable
Positions
23
+6
0.1%   90
+12
0.3%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short