COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-06-24
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 2025-06-24. 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: 2025-06-24
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 46,264 | |||||||
| 28,576 | 24,834 | 16,729 | 958 | 4,635 | 46,263 | 46,198 | 1 | 66 |
| Changes | (Change In Open Interest: -1,344 ) | |||||||
| -3,254 | -3,686 | +1,949 | -22 | +393 | -1,327 | -1,344 | -17 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 61.8% | 53.7% | 36.2% | 2.1% | 10.0% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 32) | |||||||
| 8 | 21 | 3 | 1 | 2 | 11 | 24 | ||
