COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-06-17
Below is the Commitments of Traders (COT) report for 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 2 YEAR ERIS SOFR SWAP is as of 2025-06-17. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #342603
Open Interest: 47,608 Total Changes: -3,040 Total Traders: 31
CFTC Code: #342603
Open Interest: 47,608 Total Changes: -3,040 Total Traders: 31
AS OF: 2025-06-17
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
4,650 +2,350 |
9.8% | 0 | 300 0 |
0.6% | 0 | 0 0 |
0.0% | 0 |
| Asset Manager/ Institutional |
65 0 |
0.1% | 0 | 59 +9 |
0.1% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
11,202 -1,053 |
23.5% | 0 | 18,914 -978 |
39.7% | 7 | 14,750 -2,563 |
31.0% | 0 |
| Other Reportables |
16,893 +209 |
35.5% | 4 | 13,489 +2,486 |
28.3% | 12 | 30 -2,000 |
0.1% | 0 |
| Nonreportable Positions |
18 +17 |
0.0% | 66 +6 |
0.1% | |||||
