2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE

Traders in Financial Futures · Futures only · CFTC market code 342601

Positions as of , the latest positions available on this page.

Latest positioning by trader group

Total open interest 161,471 contracts across all traders. -697 on the week

Contracts held, with the change since the previous weekly report.
Trader groupLongShortNetSpreading
Dealer/intermediary
11,103
-807
31,949
0
-20,846
-807
3,908
0
Asset manager/institutional
0
0
0
0
0
0
0
0
Leveraged funds
58,656
+902
62,624
+65
-3,968
+837
39,955
-792
Other reportable
44,555
0
19,712
+45
24,843
-45
3,294
0
Total reportable
161,471
-697
161,442
-682
not reportednot reported
Nonreportable
0
0
29
-15
-29
+15
not reported
Series inventory — every underlying series behind this page
Trader groupMeasureObservationsSeries key
All traders/open interestOpen interest9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.all.all.position_open_interest
Dealer/intermediaryLong9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.dealer_intermediary.long.position_long
Dealer/intermediaryShort9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.dealer_intermediary.short.position_short
Dealer/intermediaryNet9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.dealer_intermediary.net.position_net
Dealer/intermediarySpreading9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.dealer_intermediary.spreading.position_spreading
Asset manager/institutionalLong9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.asset_manager.long.position_long
Asset manager/institutionalShort9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.asset_manager.short.position_short
Asset manager/institutionalNet9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.asset_manager.net.position_net
Asset manager/institutionalSpreading9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.asset_manager.spreading.position_spreading
Leveraged fundsLong9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.leveraged_funds.long.position_long
Leveraged fundsShort9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.leveraged_funds.short.position_short
Leveraged fundsNet9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.leveraged_funds.net.position_net
Leveraged fundsSpreading9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.leveraged_funds.spreading.position_spreading
Other reportableLong9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.other_reportable.long.position_long
Other reportableShort9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.other_reportable.short.position_short
Other reportableNet9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.other_reportable.net.position_net
Other reportableSpreading9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.other_reportable.spreading.position_spreading
Total reportableLong9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.total_reportable.long.position_long
Total reportableShort9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.total_reportable.short.position_short
NonreportableLong9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.nonreportable.long.position_long
NonreportableShort9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.nonreportable.short.position_short
NonreportableNet9CFTC:COT_FINANCIAL_FUTURES:W.financial-futures.financial.futures_only.342601.342.CBT.nonreportable.net.position_net

Net position since 2022

2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE — net position by trader group, weekly 2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE — net position by trader group, weekly. 5 series covering 9 weekly observations, 5 April 2022 to 31 May 2022. Values range from -20,846 to 25,693 contracts. -40,000-20,000020,00040,0002022 Asset manager/institutionalDealer/intermediaryLeveraged fundsNonreportableOther reportable
  • Asset manager/institutional
  • Dealer/intermediary
  • Leveraged funds
  • Nonreportable
  • Other reportable
Net contracts (long minus short) for each reporting trader group, every week from 2022-04-05 to 2022-05-31. Above the zero line is net long.

Open interest

2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE — total open interest, weekly 2 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE — total open interest, weekly. 1 series covering 9 weekly observations, 5 April 2022 to 31 May 2022. Values range from 151,000 to 162,168 contracts. 150,000155,000160,000165,0002022 Open interest
Total open interest across all traders, futures only.

Categories this market does not report

These trader groups carry no figure for this contract. They are listed rather than shown as zero, because zero would be a number CFTC never published.

Coverage and provenance

Source
U.S. Commodity Futures Trading Commission
Licence
Open — Published by a U.S. federal agency and redistributable in full. Figures on this page are reproduced as CFTC published them.
Coverage
2022-04-05 to 2022-05-31, weekly, 9 observations per series
Series
22 series, 198 observations in total
Dataflow
CFTC:COT_FINANCIAL_FUTURES
Original file
https://www.cftc.gov/files/dea/history/fut_fin_txt_2022.zip

Every figure on this page is reproduced as the CFTC published it. Scrolld adds no estimate, adjustment or fill.

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