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

Futures Only Positions as of 2018-12-18

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246606
Open Interest: 13,383   Total Changes: -4,226   Total Traders: 27

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
3,778
-1,019
28.2% 0 2,236
-2,256
16.7% 0 0
-1,190
0.0% 0
Asset Manager/
Institutional
525
0
3.9% 0 2,423
-183
18.1% 8 17
-4
0.1% 0
Leveraged
Funds
9,037
-1,993
67.5% 0 6,085
-1,028
45.5% 7 0
-17
0.0% 0
Other
Reportables
0
0
0.0% 0 407
+200
3.0% 0 0
0
0.0% 0
Nonreportable
Positions
26
-3
0.2%   2,215
+252
16.6%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short