COT Report: 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2024-12-03
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 2024-12-03. 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: 131,263 Total Changes: +1,939 Total Traders: 31
CFTC Code: #343603
Open Interest: 131,263 Total Changes: +1,939 Total Traders: 31
AS OF: 2024-12-03
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
6,363 0 |
4.8% | 0 | 3,294 0 |
2.5% | 0 | 26,710 0 |
20.3% | 0 |
| Asset Manager/ Institutional |
308 0 |
0.2% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
6,518 0 |
5.0% | 0 | 81,246 +1,905 |
61.9% | 0 | 18,664 +9 |
14.2% | 0 |
| Other Reportables |
72,689 +1,950 |
55.4% | 14 | 1,307 +25 |
1.0% | 5 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
11 -20 |
0.0% | 42 0 |
0.0% | |||||
