COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-04-08
Below is the Commitments of Traders (COT) report for 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 5 YEAR ERIS SOFR SWAP is as of 2025-04-08. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #344605
Open Interest: 65,499 Total Changes: +2,838 Total Traders: 41
CFTC Code: #344605
Open Interest: 65,499 Total Changes: +2,838 Total Traders: 41
AS OF: 2025-04-08
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
12,867 0 |
19.6% | 5 | 12,147 0 |
18.5% | 0 | 1,618 0 |
2.5% | 0 |
| Asset Manager/ Institutional |
65 0 |
0.1% | 0 | 39 0 |
0.1% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
5,160 +1,352 |
7.9% | 0 | 37,127 +3,887 |
56.7% | 10 | 9,322 -305 |
14.2% | 0 |
| Other Reportables |
36,457 +1,791 |
55.7% | 12 | 5,180 -749 |
7.9% | 8 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
10 0 |
0.0% | 66 +5 |
0.1% | |||||
