COT Report: 10 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 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 10 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.
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-343603
FUTURES ONLY POSITIONS
Code-343603
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: 101,046 | |||||||
| 57,476 | 57,456 | 43,559 | 0 | 0 | 101,035 | 101,015 | 11 | 31 |
| Changes | (Change In Open Interest: -33,150 ) | |||||||
| -33,150 | -33,150 | 0 | 0 | 0 | -33,150 | -33,150 | 0 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 56.9% | 56.9% | 43.1% | 0.0% | 0.0% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 31) | |||||||
| 21 | 10 | 4 | 0 | 0 | 24 | 11 | ||
