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

Futures Only Positions as of 2019-07-09

5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344601
Open Interest: 52,495   Total Changes: -1,431   Total Traders: 24

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
18,835
+142
35.9% 0 199
-108
0.4% 0 16,597
0
31.6% 0
Asset Manager/
Institutional
0
0
0.0% 0 40
0
0.1% 0 0
0
0.0% 0
Leveraged
Funds
5,216
-1,595
9.9% 0 16,698
-1,325
31.8% 9 11,549
0
22.0% 0
Other
Reportables
30
0
0.1% 0 7,150
0
13.6% 7 246
0
0.5% 0
Nonreportable
Positions
22
+22
0.0%   16
+2
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short