COT Report: 5 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 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 2025-05-27. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-344605
FUTURES ONLY POSITIONS
Code-344605
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: 122,336 | |||||||
| 42,309 | 94,937 | 21,849 | 58,168 | 5,449 | 122,326 | 122,235 | 10 | 101 |
| Changes | (Change In Open Interest: +5,195 ) | |||||||
| -7,268 | +1,431 | +4,295 | +8,168 | -524 | +5,195 | +5,202 | 0 | -7 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 34.6% | 77.6% | 17.9% | 47.5% | 4.5% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 47) | |||||||
| 19 | 23 | 4 | 3 | 2 | 24 | 27 | ||
