COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-04-29
Below is the Commitments of Traders (COT) report for 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 5 YEAR ERIS SOFR SWAP is as of 2025-04-29. 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
FUTURES ONLY POSITIONS
Code-344605
FUTURES ONLY POSITIONS
Code-344605
AS OF: 2025-04-29
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 63,864 | |||||||
| 52,865 | 47,441 | 10,989 | 0 | 5,343 | 63,854 | 63,773 | 10 | 91 |
| Changes | (Change In Open Interest: +1,404 ) | |||||||
| +1,368 | +2,143 | +36 | 0 | -780 | +1,404 | +1,399 | 0 | +5 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 82.8% | 74.3% | 17.2% | 0.0% | 8.4% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 46) | |||||||
| 22 | 22 | 3 | 0 | 2 | 24 | 25 | ||
