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

Futures Only Positions as of 2017-07-18

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246606
Open Interest: 23,113   Total Changes: +240   Total Traders: 33

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
10,624
+1,125
46.0% 4 834
-67
3.6% 0 0
0
0.0% 0
Asset Manager/
Institutional
592
-16
2.6% 0 8,083
+72
35.0% 5 118
+20
0.5% 0
Leveraged
Funds
11,573
-702
50.1% 6 9,908
+204
42.9% 8 0
0
0.0% 0
Other
Reportables
162
-179
0.7% 0 4,077
+10
17.6% 4 9
-4
0.0% 0
Nonreportable
Positions
35
-4
0.2%   84
+5
0.4%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short