COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-01-07
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 2025-01-07. 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: 43,773 Total Changes: -3,709 Total Traders: 35
CFTC Code: #344605
Open Interest: 43,773 Total Changes: -3,709 Total Traders: 35
AS OF: 2025-01-07
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
7,342 +180 |
16.8% | 4 | 11,103 +331 |
25.4% | 0 | 1,618 0 |
3.7% | 0 |
| Asset Manager/ Institutional |
65 0 |
0.1% | 0 | 40 0 |
0.1% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
4,364 -4,264 |
10.0% | 0 | 13,557 -3,733 |
31.0% | 9 | 10,058 0 |
23.0% | 0 |
| Other Reportables |
20,316 +375 |
46.4% | 8 | 7,340 -307 |
16.8% | 8 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
10 0 |
0.0% | 57 0 |
0.1% | |||||
