COT Report: 5 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 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 5 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.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344605
Open Interest: 45,769 Total Changes: +1,786 Total Traders: 28
CFTC Code: #344605
Open Interest: 45,769 Total Changes: +1,786 Total Traders: 28
AS OF: 2024-04-30
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
7,028 -175 |
15.4% | 0 | 0 0 |
0.0% | 0 | 1,253 0 |
2.7% | 0 |
| Asset Manager/ Institutional |
60 0 |
0.1% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
5,068 +3,313 |
11.1% | 0 | 24,974 -1,062 |
54.6% | 7 | 9,794 -502 |
21.4% | 0 |
| Other Reportables |
22,546 -850 |
49.3% | 5 | 9,670 +3,354 |
21.1% | 9 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
20 0 |
0.0% | 78 -4 |
0.2% | |||||
