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

Futures Only Positions as of 2018-12-11

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE
Code-246606
FUTURES ONLY POSITIONS AS OF 2018-12-11
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(NOTIONAL VALUE OF $100,000) Open Interest: 17,609
14,264 6,294 40 3,276 9,312 17,580 15,646 29 1,963
Changes (Change In Open Interest: -920 )
-703 -1,763 +28 -258 +514 -933 -1,221 +13 +301
Percent of Open Interest for Each Category of Traders
81.0% 35.7% 0.2% 18.6% 52.9% 99.8% 88.9% 0.2% 11.1%
Number of Traders in Each Category (Total Traders: 28)
6 10 4 3 10 11 22    

Long vs. Short

Net Positions


Positions: Long



Positions: Short