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

Futures Only Positions as of 2019-09-10

5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344601
Open Interest: 52,608   Total Changes: +514   Total Traders: 23

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
15,961
-1,785
30.3% 0 130
-100
0.2% 0 16,597
0
31.5% 0
Asset Manager/
Institutional
0
0
0.0% 0 180
+20
0.3% 0 0
0
0.0% 0
Leveraged
Funds
2,654
+1,300
5.0% 0 16,367
-250
31.1% 9 13,620
+999
25.9% 0
Other
Reportables
780
0
1.5% 0 2,710
-125
5.2% 4 2,996
0
5.7% 0
Nonreportable
Positions
0
0
0.0%   8
-30
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short