COT Reports

Commitments of Traders

Contracts: 465
Financial Reports: 28,796
Disaggregated Reports: 137,960
Search Contract
Futures Only
Report Date

5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE

Contract Code: 246606

Futures Only

Type:
Futures Only

COT Report: 2020/03/03

Report Date:
2015/12/08

Dealer Intermediary

Positions

  • Long125
  • Short11,534
  • Net
    -11,409
  • Spreading0

Change

  • Long-23
  • Short-149
  • Spreading0

Open Interest

  • Long0.3%
  • Short26%
  • Spreading0%

Traders

  • Long
  • Short4
  • Spreading0

Asset Mger / Inst

Positions

  • Long1,541
  • Short370
  • Net
    +1,171
  • Spreading115

Change

  • Long+248
  • Short-105
  • Spreading0

Open Interest

  • Long3.5%
  • Short0.8%
  • Spreading0.3%

Traders

  • Long
  • Short5
  • Spreading

Leveraged Funds

Positions

  • Long16,087
  • Short4,331
  • Net
    +11,756
  • Spreading26,446

Change

  • Long-440
  • Short+11
  • Spreading+10,216

Open Interest

  • Long36.3%
  • Short9.8%
  • Spreading59.7%

Traders

  • Long4
  • Short5
  • Spreading

Other Reportables

Positions

  • Long0
  • Short0
  • Net
    0
  • Spreading0

Change

  • Long0
  • Short0
  • Spreading0

Open Interest

  • Long0%
  • Short0%
  • Spreading0%

Traders

  • Long0
  • Short0
  • Spreading0

Non Reportable

Positions

  • Long1
  • Short1,519
  • Net
    -1,518
  • Spreading0

Change

  • Long+1
  • Short+29
  • Spreading0

Open Interest

  • Long0%
  • Short3.4%
  • Spreading0%

Traders

  • Long-
  • Short-
  • Spreading-

Historical Data

Time Range:
5 Years

Positions - Net

Positions - Lo/Sh/Sp

Volume