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

Futures Only Positions as of 2017-09-19

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE
Code-246606
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: 20,118
16,606 4,916 49 3,376 15,109 20,031 20,074 87 44
Changes (Change In Open Interest: -2,772 )
+5,643 +355 -1,921 -6,535 -1,187 -2,813 -2,753 +41 -19
Percent of Open Interest for Each Category of Traders
82.5% 24.4% 0.2% 16.8% 75.1% 99.6% 99.8% 0.4% 0.2%
Number of Traders in Each Category (Total Traders: 31)
12 7 1 3 10 16 17    

Long vs. Short

Net Positions


Positions: Long



Positions: Short