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

Futures Only Positions as of 2018-04-17

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246606
Open Interest: 18,219   Total Changes: -458   Total Traders: 37

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
1,456
+3
8.0% 5 2,046
-285
11.2% 0 0
0
0.0% 0
Asset Manager/
Institutional
222
-35
1.2% 0 3,305
-39
18.1% 9 685
0
3.8% 0
Leveraged
Funds
15,799
-410
86.7% 5 9,650
-137
53.0% 9 0
0
0.0% 0
Other
Reportables
40
0
0.2% 0 2,481
-2
13.6% 0 0
0
0.0% 0
Nonreportable
Positions
17
-16
0.1%   52
+5
0.3%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short