COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2023-05-23
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 2023-05-23. 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: 20,480 Total Changes: -3,557 Total Traders: 21
CFTC Code: #344605
Open Interest: 20,480 Total Changes: -3,557 Total Traders: 21
AS OF: 2023-05-23
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
3,200 0 |
15.6% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Asset Manager/ Institutional |
45 +45 |
0.2% | 0 | 572 0 |
2.8% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
397 -850 |
1.9% | 0 | 16,983 -3,551 |
82.9% | 8 | 8 -2 |
0.0% | 0 |
| Other Reportables |
16,830 -2,750 |
82.2% | 0 | 2,895 -4 |
14.1% | 5 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
0 0 |
0.0% | 22 0 |
0.1% | |||||
