COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-04-08
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 2025-04-08. 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: 28,281 Total Changes: +454 Total Traders: 25
CFTC Code: #342603
Open Interest: 28,281 Total Changes: +454 Total Traders: 25
AS OF: 2025-04-08
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
1,750 0 |
6.2% | 0 | 100 0 |
0.4% | 0 | 0 0 |
0.0% | 0 |
| Asset Manager/ Institutional |
157 0 |
0.6% | 0 | 60 0 |
0.2% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
19,630 +512 |
69.4% | 0 | 15,124 +247 |
53.5% | 6 | 5,183 0 |
18.3% | 0 |
| Other Reportables |
1,561 -58 |
5.5% | 4 | 7,762 +207 |
27.4% | 8 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
0 0 |
0.0% | 52 0 |
0.2% | |||||
