COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-05-27
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 2025-05-27. 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: 42,523 Total Changes: +434 Total Traders: 30
CFTC Code: #342603
Open Interest: 42,523 Total Changes: +434 Total Traders: 30
AS OF: 2025-05-27
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
850 0 |
2.0% | 0 | 780 0 |
1.8% | 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 |
11,139 +133 |
26.2% | 0 | 18,703 +5 |
44.0% | 7 | 13,394 +2 |
31.5% | 0 |
| Other Reportables |
16,952 +299 |
39.9% | 5 | 9,503 +427 |
22.3% | 9 | 30 0 |
0.1% | 0 |
| Nonreportable Positions |
1 0 |
0.0% | 53 0 |
0.1% | |||||
