COT Report: 10 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 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 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.
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #343603
Open Interest: 130,731 Total Changes: +1,838 Total Traders: 32
CFTC Code: #343603
Open Interest: 130,731 Total Changes: +1,838 Total Traders: 32
AS OF: 2024-09-10
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
4,202 0 |
3.2% | 0 | 6,364 -400 |
4.9% | 0 | 28,468 0 |
21.8% | 0 |
| Asset Manager/ Institutional |
310 +11 |
0.2% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
4,845 +105 |
3.7% | 0 | 74,759 +627 |
57.2% | 4 | 20,191 +1,601 |
15.4% | 0 |
| Other Reportables |
72,695 +133 |
55.6% | 15 | 924 +10 |
0.7% | 5 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
20 -12 |
0.0% | 25 0 |
0.0% | |||||
