COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2024-05-14

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 2024-05-14. 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: 41,552   Total Changes: -6,934   Total Traders: 29
AS OF: 2024-05-14

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
6,704
-162
16.1% 0 0
0
0.0% 0 1,253
0
3.0% 0
Asset Manager/
Institutional
60
0
0.1% 0 0
0
0.0% 0 0
0
0.0% 0
Leveraged
Funds
3,721
-1,764
9.0% 0 25,099
-2,216
60.4% 8 4,548
-5,008
10.9% 0
Other
Reportables
25,246
0
60.8% 6 10,574
+290
25.4% 9 0
0
0.0% 0
Nonreportable
Positions
20
0
0.0%   78
0
0.2%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short