COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-04-29
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 2025-04-29. 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: 63,864 Total Changes: +1,404 Total Traders: 46
CFTC Code: #344605
Open Interest: 63,864 Total Changes: +1,404 Total Traders: 46
AS OF: 2025-04-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
12,867 0 |
20.1% | 5 | 12,370 +223 |
19.4% | 0 | 1,618 0 |
2.5% | 0 |
| Asset Manager/ Institutional |
65 0 |
0.1% | 0 | 43 +6 |
0.1% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
3,830 -1,189 |
6.0% | 0 | 25,297 -4,892 |
39.6% | 10 | 9,371 +36 |
14.7% | 0 |
| Other Reportables |
36,103 +2,557 |
56.5% | 13 | 15,074 +6,026 |
23.6% | 10 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
10 0 |
0.0% | 91 +5 |
0.1% | |||||
