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

Futures Only Positions as of 2018-01-09

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE
Code-246606
FUTURES ONLY POSITIONS AS OF 2018-01-09
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(NOTIONAL VALUE OF $100,000) Open Interest: 19,953
17,529 4,578 23 2,333 15,285 19,885 19,886 68 67
Changes (Change In Open Interest: -1,487 )
+79 -605 0 -1,629 -836 -1,550 -1,441 +63 -46
Percent of Open Interest for Each Category of Traders
87.9% 22.9% 0.1% 11.7% 76.6% 99.7% 99.7% 0.3% 0.3%
Number of Traders in Each Category (Total Traders: 34)
5 13 1 4 13 10 26    

Long vs. Short

Net Positions


Positions: Long



Positions: Short