COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-05-27
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 2025-05-27. 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: 2025-05-27
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 42,523 | |||||||
| 28,255 | 24,223 | 13,424 | 843 | 4,823 | 42,522 | 42,470 | 1 | 53 |
| Changes | (Change In Open Interest: +434 ) | |||||||
| -411 | +2,265 | +2 | +843 | -1,833 | +434 | +434 | 0 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 66.4% | 57.0% | 31.6% | 2.0% | 11.3% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 30) | |||||||
| 9 | 19 | 4 | 1 | 1 | 12 | 22 | ||
