COT Report: 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2024-04-30
Below is the Commitments of Traders (COT) report for 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 10 YEAR ERIS SOFR SWAP is as of 2024-04-30. 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 100,000 USD notional principal
CFTC Code: #343603
Open Interest: 82,024 Total Changes: -2,301 Total Traders: 24
CFTC Code: #343603
Open Interest: 82,024 Total Changes: -2,301 Total Traders: 24
AS OF: 2024-04-30
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
4,061 0 |
5.0% | 0 | 1,555 0 |
1.9% | 0 | 28,510 0 |
34.8% | 0 |
| Asset Manager/ Institutional |
278 0 |
0.3% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
3,510 -255 |
4.3% | 0 | 32,561 -1,445 |
39.7% | 0 | 18,590 -856 |
22.7% | 0 |
| Other Reportables |
27,058 -1,190 |
33.0% | 9 | 802 0 |
1.0% | 5 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
17 0 |
0.0% | 6 0 |
0.0% | |||||
