COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-04-29
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 2025-04-29. 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: 42,980 Total Changes: +7,074 Total Traders: 28
CFTC Code: #342603
Open Interest: 42,980 Total Changes: +7,074 Total Traders: 28
AS OF: 2025-04-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
850 0 |
2.0% | 0 | 200 +100 |
0.5% | 0 | 0 0 |
0.0% | 0 |
| Asset Manager/ Institutional |
157 0 |
0.4% | 0 | 60 0 |
0.1% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
12,835 -15,308 |
29.9% | 0 | 13,693 -448 |
31.9% | 8 | 12,562 +7,382 |
29.2% | 0 |
| Other Reportables |
16,531 +14,980 |
38.5% | 4 | 16,382 +19 |
38.1% | 9 | 30 +20 |
0.1% | 0 |
| Nonreportable Positions |
15 0 |
0.0% | 53 +1 |
0.1% | |||||
