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

Futures Only Positions as of 2018-12-11

10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246605
Open Interest: 28,630   Total Changes: -1,218   Total Traders: 34

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
1,112
-811
3.9% 0 5,701
-331
19.9% 4 30
+30
0.1% 0
Asset Manager/
Institutional
1,175
-68
4.1% 0 8,076
+59
28.2% 11 2
+2
0.0% 0
Leveraged
Funds
16,678
-645
58.3% 0 10,523
-804
36.8% 7 140
-23
0.5% 0
Other
Reportables
9,480
+320
33.1% 4 1,136
0
4.0% 0 0
0
0.0% 0
Nonreportable
Positions
13
-23
0.0%   3,022
-151
10.6%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short