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
Code-246606
FUTURES ONLY POSITIONS AS OF 2017-07-18
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(NOTIONAL VALUE OF $100,000) Open Interest: 23,113
11,870 5,475 9 11,199 17,545 23,078 23,029 35 84
Changes (Change In Open Interest: +240 )
-824 +332 -4 +1,072 -93 +244 +235 -4 +5
Percent of Open Interest for Each Category of Traders
51.4% 23.7% 0.0% 48.5% 75.9% 99.8% 99.6% 0.2% 0.4%
Number of Traders in Each Category (Total Traders: 33)
9 10 1 5 10 15 20    

Long vs. Short

Net Positions


Positions: Long



Positions: Short