5 YEAR DELIVERABLE IR SWAP
CHICAGO BOARD OF TRADE · TFF report · Latest: 2020-03-03
Lev. Funds Net
11,756
Asset Mgr Net
1,171
Open Interest
44,315
COT Index (1Y)
45%
5 YEAR DELIVERABLE IR SWAP — Net Positioning
No data available
Recent Reports
| Date | OI | Lev Net | AM Net |
|---|---|---|---|
| 2020-03-03 | 44,315 | 11,756 | 1,171 |
| 2020-02-25 | 34,313 | 12,207 | 818 |
| 2020-02-18 | 32,632 | 12,763 | 700 |
| 2020-02-11 | 32,227 | 13,123 | 622 |
| 2020-02-04 | 28,946 | 10,613 | 736 |
| 2020-01-28 | 26,041 | 10,864 | -73 |
| 2020-01-21 | 25,200 | 10,925 | -73 |
| 2020-01-14 | 22,607 | 10,020 | -62 |
| 2020-01-07 | 18,621 | 8,363 | -139 |
| 2019-12-31 | 16,503 | 7,672 | 263 |
| 2019-12-24 | 14,220 | 5,396 | 263 |
| 2019-12-17 | 13,040 | 5,112 | 266 |
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