COT Report: 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2024-05-14

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 2024-05-14. 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: 89,414   Total Changes: +4,390   Total Traders: 29
AS OF: 2024-05-14

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
4,061
0
4.5% 0 1,555
0
1.7% 0 28,510
0
31.9% 0
Asset Manager/
Institutional
278
0
0.3% 0 0
0
0.0% 0 0
0
0.0% 0
Leveraged
Funds
3,575
+65
4.0% 0 37,814
+2,285
42.3% 5 20,690
+2,100
23.1% 0
Other
Reportables
32,283
+2,225
36.1% 11 839
+5
0.9% 6 0
0
0.0% 0
Nonreportable
Positions
17
0
0.0%   6
0
0.0%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short