COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-06-17
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 2025-06-17. 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: 2025-06-17
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 127,844 | |||||||
| 41,372 | 81,511 | 21,037 | 65,425 | 25,246 | 127,834 | 127,794 | 10 | 50 |
| Changes | (Change In Open Interest: +40,952 ) | |||||||
| -599 | +25,097 | -849 | +42,400 | +16,705 | +40,952 | +40,953 | 0 | -1 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 32.4% | 63.8% | 16.5% | 51.2% | 19.7% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 52) | |||||||
| 20 | 23 | 4 | 4 | 6 | 26 | 31 | ||
