5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE

Traders in Financial Futures · Futures and options combined · CFTC market code 344605

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

Latest positioning by trader group

Total open interest 196,662 contracts across all traders. +4,430 on the week

Contracts held, with the change since the previous weekly report.
Trader groupLongShortNetSpreading
Dealer/intermediary
27,416
0
4,228
-464
23,188
+464
30,096
0
Asset manager/institutional
11,413
0
45,716
+885
-34,303
-885
0
0
Leveraged funds
33,730
-572
31,142
-4,733
2,588
+4,161
39,957
+8,210
Other reportable
54,005
-3,207
45,373
+527
8,632
-3,734
26
0
Total reportable
196,643
+4,430
196,538
+4,424
not reportednot reported
Nonreportable
19
0
124
+6
-105
-6
not reported
Series inventory — every underlying series behind this page
Trader groupMeasureObservationsSeries key
All traders/open interestOpen interest166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.all.all.position_open_interest
Dealer/intermediaryLong166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.dealer_intermediary.long.position_long
Dealer/intermediaryShort166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.dealer_intermediary.short.position_short
Dealer/intermediaryNet166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.dealer_intermediary.net.position_net
Dealer/intermediarySpreading166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.dealer_intermediary.spreading.position_spreading
Asset manager/institutionalLong166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.asset_manager.long.position_long
Asset manager/institutionalShort166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.asset_manager.short.position_short
Asset manager/institutionalNet166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.asset_manager.net.position_net
Asset manager/institutionalSpreading166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.asset_manager.spreading.position_spreading
Leveraged fundsLong166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.leveraged_funds.long.position_long
Leveraged fundsShort166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.leveraged_funds.short.position_short
Leveraged fundsNet166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.leveraged_funds.net.position_net
Leveraged fundsSpreading166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.leveraged_funds.spreading.position_spreading
Other reportableLong166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.other_reportable.long.position_long
Other reportableShort166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.other_reportable.short.position_short
Other reportableNet166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.other_reportable.net.position_net
Other reportableSpreading166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.other_reportable.spreading.position_spreading
Total reportableLong166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.total_reportable.long.position_long
Total reportableShort166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.total_reportable.short.position_short
NonreportableLong166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.nonreportable.long.position_long
NonreportableShort166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.nonreportable.short.position_short
NonreportableNet166CFTC:COT_FINANCIAL_COMBINED:W.financial-combined.financial.futures_and_options.344605.344.CBT.nonreportable.net.position_net

Net position since 2023

5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE — net position by trader group, weekly 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE — net position by trader group, weekly. 5 series covering 166 weekly observations, 16 May 2023 to 22 September 2026. Values range from -71,172 to 81,084 contracts. -100,000-50,000050,000100,0002023202420252026 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 2023-05-16 to 2026-09-22. Above the zero line is net long.

Open interest

5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE — total open interest, weekly 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE — total open interest, weekly. 1 series covering 166 weekly observations, 16 May 2023 to 22 September 2026. Values range from 19,825 to 208,810 contracts. 0100,000200,000300,0002023202420252026 Open interest
Total open interest across all traders, futures and options combined.

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
2023-05-16 to 2026-09-22, weekly, 166 observations per series
Series
22 series, 3,652 observations in total
Dataflow
CFTC:COT_FINANCIAL_COMBINED
Also published as
Futures only
Original file
https://publicreporting.cftc.gov/resource/yw9f-hn96.json?%24limit=5000&%24offset=0&%24order=report_date_as_yyyy_mm_dd+DESC%2C+cftc_contract_market_code+ASC

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

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