COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2024-04-09
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 2024-04-09. 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: 38,629 Total Changes: -153 Total Traders: 27
CFTC Code: #344605
Open Interest: 38,629 Total Changes: -153 Total Traders: 27
AS OF: 2024-04-09
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
7,133 0 |
18.5% | 0 | 0 0 |
0.0% | 0 | 1,253 0 |
3.2% | 0 |
| Asset Manager/ Institutional |
60 0 |
0.2% | 0 | 0 0 |
0.0% | 0 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
9,921 +932 |
25.7% | 0 | 21,667 -507 |
56.1% | 7 | 9,579 -130 |
24.8% | 0 |
| Other Reportables |
10,621 -620 |
27.5% | 5 | 6,030 +470 |
15.6% | 8 | 18 0 |
0.0% | 0 |
| Nonreportable Positions |
44 -335 |
0.1% | 82 +14 |
0.2% | |||||
