COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-05-06
Below is the Commitments of Traders (COT) report for 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 2 YEAR ERIS SOFR SWAP is as of 2025-05-06. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #342603
Open Interest: 42,702 Total Changes: -278 Total Traders: 26
CFTC Code: #342603
Open Interest: 42,702 Total Changes: -278 Total Traders: 26
AS OF: 2025-05-06
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
850 0 |
2.0% | 0 | 200 0 |
0.5% | 0 | 0 0 |
0.0% | 0 |
| Asset Manager/ Institutional |
157 0 |
0.4% | 0 | 60 0 |
0.1% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
12,459 -376 |
29.2% | 0 | 15,620 +1,927 |
36.6% | 7 | 12,562 0 |
29.4% | 0 |
| Other Reportables |
16,625 +94 |
38.9% | 4 | 14,177 -2,205 |
33.2% | 9 | 30 0 |
0.1% | 0 |
| Nonreportable Positions |
19 +4 |
0.0% | 53 0 |
0.1% | |||||
