COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2025-07-01
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 2025-07-01. 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: 2025-07-01
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 92,364 | |||||||
| 57,993 | 54,251 | 23,809 | 10,552 | 14,254 | 92,354 | 92,314 | 10 | 50 |
| Changes | (Change In Open Interest: -33,237 ) | |||||||
| +16,253 | -26,978 | +2,735 | -52,225 | -8,994 | -33,237 | -33,237 | 0 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 62.8% | 58.7% | 25.8% | 11.4% | 15.4% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 52) | |||||||
| 23 | 20 | 4 | 3 | 7 | 27 | 30 | ||
