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

Futures Only Positions as of 2018-01-16

10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246605
Open Interest: 26,210   Total Changes: +586   Total Traders: 47

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
6,918
+853
26.4% 0 6,150
+583
23.5% 6 0
0
0.0% 0
Asset Manager/
Institutional
57
0
0.2% 0 8,444
+56
32.2% 13 118
-5
0.5% 0
Leveraged
Funds
5,906
-355
22.5% 6 7,166
+8
27.3% 9 0
0
0.0% 0
Other
Reportables
13,172
+85
50.3% 5 4,170
-60
15.9% 5 0
0
0.0% 0
Nonreportable
Positions
39
+8
0.1%   162
+4
0.6%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short