COT Report: 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2017-07-18

10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246605
Open Interest: 30,800   Total Changes: +1,185   Total Traders: 49

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
4,927
+607
16.0% 0 5,026
+208
16.3% 6 0
0
0.0% 0
Asset Manager/
Institutional
296
+4
1.0% 0 13,387
+79
43.5% 12 90
0
0.3% 0
Leveraged
Funds
16,661
+121
54.1% 6 8,071
+848
26.2% 10 0
0
0.0% 0
Other
Reportables
8,741
+478
28.4% 6 4,096
+66
13.3% 4 39
0
0.1% 0
Nonreportable
Positions
46
-25
0.1%   91
-16
0.3%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short