COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-06-17
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 2025-06-17. 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: 127,844 Total Changes: +40,952 Total Traders: 52
CFTC Code: #344605
Open Interest: 127,844 Total Changes: +40,952 Total Traders: 52
AS OF: 2025-06-17
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
9,967 -14,950 |
7.8% | 5 | 25,775 +11,300 |
20.2% | 4 | 5,568 +3,950 |
4.4% | 0 |
| Asset Manager/ Institutional |
40 0 |
0.0% | 0 | 9,170 +9,110 |
7.2% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
3,571 -836 |
2.8% | 0 | 59,014 +26,625 |
46.2% | 11 | 19,419 -849 |
15.2% | 0 |
| Other Reportables |
89,269 +53,637 |
69.8% | 14 | 8,848 -9,183 |
6.9% | 12 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
10 0 |
0.0% | 50 -1 |
0.0% | |||||
