COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2023-12-05
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 2023-12-05. 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: 31,791 Total Changes: -1,131 Total Traders: 27
CFTC Code: #344605
Open Interest: 31,791 Total Changes: -1,131 Total Traders: 27
AS OF: 2023-12-05
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
6,858 0 |
21.6% | 0 | 0 0 |
0.0% | 0 | 1,253 0 |
3.9% | 0 |
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 469 0 |
1.5% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
350 -950 |
1.1% | 0 | 22,399 -1,127 |
70.5% | 9 | 2,839 0 |
8.9% | 0 |
| Other Reportables |
20,491 -181 |
64.5% | 6 | 4,769 -5 |
15.0% | 7 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
0 0 |
0.0% | 62 +1 |
0.2% | |||||
