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

Futures Only Positions as of 2018-10-09

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246606
Open Interest: 17,035   Total Changes: +521   Total Traders: 30

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
2,272
-156
13.3% 0 4,256
+785
25.0% 5 0
0
0.0% 0
Asset Manager/
Institutional
927
0
5.4% 0 2,427
0
14.2% 7 9
0
0.1% 0
Leveraged
Funds
13,813
+669
81.1% 0 7,242
-311
42.5% 7 0
0
0.0% 0
Other
Reportables
0
0
0.0% 0 1,498
+68
8.8% 0 0
0
0.0% 0
Nonreportable
Positions
14
+8
0.1%   1,603
-21
9.4%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short