COT Report: 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2017-09-19

10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE
Code-246605
FUTURES ONLY POSITIONS AS OF 2017-09-19
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(NOTIONAL VALUE OF $100,000) Open Interest: 27,378
12,812 5,286 3 14,508 22,017 27,323 27,306 55 72
Changes (Change In Open Interest: -10,235 )
-9,548 -207 -1,122 +435 -8,942 -10,235 -10,271 0 +36
Percent of Open Interest for Each Category of Traders
46.8% 19.3% 0.0% 53.0% 80.4% 99.8% 99.7% 0.2% 0.3%
Number of Traders in Each Category (Total Traders: 46)
10 12 1 7 19 17 32    

Long vs. Short

Net Positions


Positions: Long



Positions: Short