COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-05-27
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 2025-05-27. 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: 122,336 Total Changes: +5,195 Total Traders: 47
CFTC Code: #344605
Open Interest: 122,336 Total Changes: +5,195 Total Traders: 47
AS OF: 2025-05-27
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
12,887 0 |
10.5% | 5 | 12,447 +100 |
10.2% | 0 | 1,618 0 |
1.3% | 0 |
| Asset Manager/ Institutional |
65 0 |
0.1% | 0 | 50 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
1,105 +400 |
0.9% | 0 | 70,772 -1,105 |
57.9% | 11 | 20,231 +4,295 |
16.5% | 0 |
| Other Reportables |
86,420 +500 |
70.6% | 13 | 17,117 +1,912 |
14.0% | 11 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
10 0 |
0.0% | 101 -7 |
0.1% | |||||
