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

Futures Only Positions as of 2018-06-12

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE
Code-246606
FUTURES ONLY POSITIONS AS OF 2018-06-12
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(NOTIONAL VALUE OF $100,000) Open Interest: 21,285
17,385 8,382 1,757 2,127 11,116 21,269 21,255 16 30
Changes (Change In Open Interest: +1,695 )
-803 -441 +1,757 +736 +430 +1,690 +1,746 +5 -51
Percent of Open Interest for Each Category of Traders
81.7% 39.4% 8.3% 10.0% 52.2% 99.9% 99.9% 0.1% 0.1%
Number of Traders in Each Category (Total Traders: 35)
7 13 2 3 14 11 28    

Long vs. Short

Net Positions


Positions: Long



Positions: Short