COT Report: 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2018-01-16

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246606
Open Interest: 21,566   Total Changes: +1,613   Total Traders: 37

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
1,975
+95
9.2% 4 5,700
+862
26.4% 4 0
0
0.0% 0
Asset Manager/
Institutional
69
0
0.3% 0 4,355
+135
20.2% 8 496
+1
2.3% 0
Leveraged
Funds
18,376
+1,562
85.2% 5 8,002
+601
37.1% 9 0
0
0.0% 0
Other
Reportables
604
0
2.8% 0 2,926
+17
13.6% 4 18
-5
0.1% 0
Nonreportable
Positions
28
-40
0.1%   69
+2
0.3%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short