COT Report: 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2018-11-27

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE
Code-246606
FUTURES ONLY POSITIONS AS OF 2018-11-27
Non-Commercial Commercial Total Non-Reportable
Long Short Spreads Long Short Long Short Long Short
(NOTIONAL VALUE OF $100,000) Open Interest: 16,926
14,229 6,722 12 2,652 8,614 16,893 15,348 33 1,578
Changes (Change In Open Interest: +429 )
+433 +114 0 0 -86 +433 +28 -4 +401
Percent of Open Interest for Each Category of Traders
84.1% 39.7% 0.1% 15.7% 50.9% 99.8% 90.7% 0.2% 9.3%
Number of Traders in Each Category (Total Traders: 30)
6 11 1 3 10 10 21    

Long vs. Short

Net Positions


Positions: Long



Positions: Short