COT Report: 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2019-03-19

5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344601
Open Interest: 74,159   Total Changes: -373   Total Traders: 20

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
1,830
0
2.5% 0 4,680
-614
6.3% 0 32,430
+149
43.7% 0
Asset Manager/
Institutional
0
0
0.0% 0 220
0
0.3% 0 0
0
0.0% 0
Leveraged
Funds
18,283
-339
24.7% 0 8,045
+240
10.8% 4 21,334
-188
28.8% 0
Other
Reportables
30
0
0.0% 0 7,175
+40
9.7% 8 246
0
0.3% 0
Nonreportable
Positions
6
+5
0.0%   29
0
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short