COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2024-12-31
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 2024-12-31. 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: 2024-12-31
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 44,642 | |||||||
| 36,061 | 21,713 | 8,581 | 0 | 14,306 | 44,642 | 44,600 | 0 | 42 |
| Changes | (Change In Open Interest: +320 ) | |||||||
| +391 | +125 | -71 | 0 | +268 | +320 | +322 | 0 | -2 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 80.8% | 48.6% | 19.2% | 0.0% | 32.0% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 23) | |||||||
| 7 | 15 | 2 | 0 | 1 | 7 | 18 | ||
