COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-02-11
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 2025-02-11. 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: 51,502 Total Changes: -567 Total Traders: 39
CFTC Code: #344605
Open Interest: 51,502 Total Changes: -567 Total Traders: 39
AS OF: 2025-02-11
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
12,292 +50 |
23.9% | 5 | 11,457 0 |
22.2% | 0 | 1,618 0 |
3.1% | 0 |
| Asset Manager/ Institutional |
65 0 |
0.1% | 0 | 39 0 |
0.1% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
6,584 -1,012 |
12.8% | 0 | 21,395 -259 |
41.5% | 10 | 10,058 0 |
19.5% | 0 |
| Other Reportables |
20,875 +395 |
40.5% | 10 | 6,878 -308 |
13.4% | 8 | 0 0 |
0.0% | 0 |
| Nonreportable Positions |
10 0 |
0.0% | 57 0 |
0.1% | |||||
