COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE

Futures Only Positions as of 2024-06-11

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 2024-06-11. 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: 55,490   Total Changes: +14,934   Total Traders: 32
AS OF: 2024-06-11

  Long Short Spread
Positions Open Int # Traders Positions Open Int # Traders Positions Open Int # Traders
Dealer
Intermediary
6,529
0
11.8% 0 182
0
0.3% 0 1,253
0
2.3% 0
Asset Manager/
Institutional
60
0
0.1% 0 0
0
0.0% 0 0
0
0.0% 0
Leveraged
Funds
4,489
+1,023
8.1% 0 24,611
+2,187
44.4% 9 19,393
+12,981
34.9% 0
Other
Reportables
23,746
+930
42.8% 7 9,983
-234
18.0% 9 0
0
0.0% 0
Nonreportable
Positions
20
0
0.0%   68
0
0.1%        

Long vs. Short

Net Positions


Positions: Long



Positions: Short