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

Futures Only Positions as of 2018-07-17

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246606
Open Interest: 14,319   Total Changes: -560   Total Traders: 31

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
3,265
-129
22.8% 0 2,047
-143
14.3% 4 0
0
0.0% 0
Asset Manager/
Institutional
708
0
4.9% 0 2,491
-278
17.4% 7 24
0
0.2% 0
Leveraged
Funds
10,278
-350
71.8% 4 7,272
-46
50.8% 8 0
-110
0.0% 0
Other
Reportables
0
0
0.0% 0 2,424
+7
16.9% 4 0
0
0.0% 0
Nonreportable
Positions
44
+29
0.3%   61
+10
0.4%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short