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

Futures Only Positions as of 2020-01-14

5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344601
Open Interest: 46,548   Total Changes: -129   Total Traders: 22

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
11,499
0
24.7% 0 50
-50
0.1% 0 16,080
0
34.5% 0
Asset Manager/
Institutional
0
0
0.0% 0 106
-160
0.2% 0 0
0
0.0% 0
Leveraged
Funds
0
0
0.0% 0 12,487
+205
26.8% 9 14,898
-144
32.0% 0
Other
Reportables
3,810
0
8.2% 0 2,586
0
5.6% 5 246
0
0.5% 0
Nonreportable
Positions
15
+15
0.0%   95
+20
0.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short