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

Futures Only Positions as of 2025-02-04

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.

10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #343603
Open Interest: 104,195   Total Changes: +2,570   Total Traders: 33
AS OF: 2025-02-04

  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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short