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 2025-02-04. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
Long | Short | Spread | |||||||
---|---|---|---|---|---|---|---|---|---|
Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
Dealer Intermediary |
9,789 0 |
9.4% | 4 | 4,417 0 |
4.2% | 0 | 24,969 0 |
24.0% | 0 |
Asset Manager/ Institutional |
360 0 |
0.3% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
Leveraged Funds |
6,441 +25 |
6.2% | 0 | 54,297 +2,570 |
52.1% | 0 | 18,640 0 |
17.9% | 0 |
Other Reportables |
43,985 +2,545 |
42.2% | 14 | 1,840 0 |
1.8% | 6 | 0 0 |
0.0% | 0 |
Nonreportable Positions |
11 0 |
0.0% | 32 0 |
0.0% |