COT Report: 5 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 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 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.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344605
Open Interest: 99,557 Total Changes: +12,923 Total Traders: 36
CFTC Code: #344605
Open Interest: 99,557 Total Changes: +12,923 Total Traders: 36
AS OF: 2024-09-10
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
7,333 +90 |
7.4% | 4 | 9,867 0 |
9.9% | 0 | 1,253 0 |
1.3% | 0 |
| Asset Manager/ Institutional |
65 0 |
0.1% | 0 | 36 +1 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
1,631 +135 |
1.6% | 0 | 60,476 +345 |
60.7% | 9 | 19,447 +12,239 |
19.5% | 0 |
| Other Reportables |
69,809 +469 |
70.1% | 8 | 8,388 +334 |
8.4% | 10 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
19 -10 |
0.0% | 90 +4 |
0.1% | |||||
