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

Futures Only Positions as of 2017-09-19

10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246605
Open Interest: 27,378   Total Changes: -10,235   Total Traders: 46

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
6,660
+2,746
24.3% 0 4,273
-3,748
15.6% 6 0
-3,480
0.0% 0
Asset Manager/
Institutional
133
+2
0.5% 0 9,821
-1,838
35.9% 12 129
-36
0.5% 0
Leveraged
Funds
10,618
-9,102
38.8% 7 9,079
+310
33.2% 8 0
-670
0.0% 0
Other
Reportables
9,780
+748
35.7% 5 4,001
-366
14.6% 4 3
-443
0.0% 0
Nonreportable
Positions
55
0
0.2%   72
+36
0.3%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short