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

Futures Only Positions as of 2018-12-11

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246606
Open Interest: 17,609   Total Changes: -920   Total Traders: 28

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
4,797
-118
27.2% 0 4,492
-1,597
25.5% 4 1,190
+1,190
6.8% 0
Asset Manager/
Institutional
525
-564
3.0% 0 2,606
-17
14.8% 8 21
+9
0.1% 0
Leveraged
Funds
11,030
-1,467
62.6% 0 7,113
-823
40.4% 7 17
+17
0.1% 0
Other
Reportables
0
0
0.0% 0 207
0
1.2% 0 0
0
0.0% 0
Nonreportable
Positions
29
+13
0.2%   1,963
+301
11.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short