COT Report: 5 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 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 2025-06-24. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-344605
FUTURES ONLY POSITIONS
Code-344605
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: 125,601 | |||||||
| 41,740 | 81,229 | 21,074 | 62,777 | 23,248 | 125,591 | 125,551 | 10 | 50 |
| Changes | (Change In Open Interest: -2,243 ) | |||||||
| +368 | -282 | +37 | -2,648 | -1,998 | -2,243 | -2,243 | 0 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 33.2% | 64.7% | 16.8% | 50.0% | 18.5% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 53) | |||||||
| 21 | 23 | 4 | 4 | 6 | 27 | 31 | ||
