COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2024-09-10
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 2024-09-10. 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: 26,200 Total Changes: -141 Total Traders: 22
CFTC Code: #342603
Open Interest: 26,200 Total Changes: -141 Total Traders: 22
AS OF: 2024-09-10
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
0 0 |
0.0% | 0 | 300 0 |
1.1% | 0 | 0 0 |
0.0% | 0 |
| Asset Manager/ Institutional |
57 0 |
0.2% | 0 | 48 +6 |
0.2% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
16,206 -998 |
61.9% | 0 | 8,316 -385 |
31.7% | 5 | 9,050 +805 |
34.5% | 0 |
| Other Reportables |
877 +52 |
3.3% | 0 | 8,462 -573 |
32.3% | 8 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
10 0 |
0.0% | 24 +6 |
0.1% | |||||
