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
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%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short