COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-06-17
Below is the Commitments of Traders (COT) report for 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 2 YEAR ERIS SOFR SWAP is as of 2025-06-17. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-342603
FUTURES ONLY POSITIONS
Code-342603
AS OF: 2025-06-17
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 47,608 | |||||||
| 31,830 | 28,520 | 14,780 | 980 | 4,242 | 47,590 | 47,542 | 18 | 66 |
| Changes | (Change In Open Interest: -3,040 ) | |||||||
| +1,306 | +2,765 | -4,563 | +200 | -1,248 | -3,057 | -3,046 | +17 | +6 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 66.9% | 59.9% | 31.0% | 2.1% | 8.9% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 31) | |||||||
| 8 | 20 | 3 | 1 | 2 | 11 | 23 | ||
