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

Futures Only Positions as of 2017-09-19

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code: #246606
Open Interest: 20,118   Total Changes: -2,772   Total Traders: 31

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
2,931
-6,496
14.6% 0 721
-20
3.6% 0 0
0
0.0% 0
Asset Manager/
Institutional
495
-33
2.5% 0 7,898
-1,275
39.3% 6 127
0
0.6% 0
Leveraged
Funds
16,275
+5,540
80.9% 8 7,346
+425
36.5% 5 0
-1,966
0.0% 0
Other
Reportables
154
+97
0.8% 0 3,933
+38
19.5% 4 49
+45
0.2% 0
Nonreportable
Positions
87
+41
0.4%   44
-19
0.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short