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

Futures Only Positions as of 2019-11-05

5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344601
Open Interest: 50,494   Total Changes: -434   Total Traders: 22

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
12,119
0
24.0% 0 80
+80
0.2% 0 17,032
0
33.7% 0
Asset Manager/
Institutional
0
0
0.0% 0 160
0
0.3% 0 0
0
0.0% 0
Leveraged
Funds
6,454
-25
12.8% 0 19,174
-88
38.0% 9 11,026
-426
21.8% 0
Other
Reportables
3,600
0
7.1% 0 2,710
0
5.4% 4 246
0
0.5% 0
Nonreportable
Positions
17
+17
0.0%   66
0
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short