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
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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short