COT Report: 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2023-09-19
Below is the Commitments of Traders (COT) report for 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 10 YEAR ERIS SOFR SWAP is as of 2023-09-19. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #343603
Open Interest: 71,841 Total Changes: -693 Total Traders: 23
CFTC Code: #343603
Open Interest: 71,841 Total Changes: -693 Total Traders: 23
AS OF: 2023-09-19
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,788 +45 |
3.9% | 0 | 95 -1,434 |
0.1% | 0 | 31,343 -45 |
43.6% | 0 |
| Asset Manager/ Institutional |
40 0 |
0.1% | 0 | 168 0 |
0.2% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
4,095 -65 |
5.7% | 0 | 16,306 -566 |
22.7% | 5 | 21,529 -101 |
30.0% | 0 |
| Other Reportables |
12,043 -453 |
16.8% | 6 | 886 +37 |
1.2% | 5 | 0 -74 |
0.0% | 0 |
| Nonreportable Positions |
3 0 |
0.0% | 1,514 +1,490 |
2.1% | |||||
