COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-04-15
Below is the Commitments of Traders (COT) report for 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 5 YEAR ERIS SOFR SWAP is as of 2025-04-15. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-344605
FUTURES ONLY POSITIONS
Code-344605
AS OF: 2025-04-15
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 64,345 | |||||||
| 53,345 | 47,253 | 10,990 | 0 | 6,016 | 64,335 | 64,259 | 10 | 86 |
| Changes | (Change In Open Interest: -1,154 ) | |||||||
| -1,204 | -739 | +50 | 0 | -485 | -1,154 | -1,174 | 0 | +20 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 82.9% | 73.4% | 17.1% | 0.0% | 9.3% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 42) | |||||||
| 20 | 20 | 4 | 0 | 2 | 22 | 24 | ||
