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5 YEAR ERIS SWAP

5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE · FINANCIAL INSTRUMENTS · CFTC Code 344601

Latest week — 2022-03-08

Open interest51,777 contracts
Speculator (non-commercial) long21,882 (42.3% of OI)
Speculator short20,794 (40.2% of OI)
Speculator NET+1,088
Commercial (hedger) long0 (0.0% of OI)
Commercial short1,061 (2.0% of OI)
Commercial NET-1,061
Total traders20

Week-over-week change

Open interest+420
Speculator long+1,059
Speculator short+1,185
Commercial long0
Commercial short+9

52-week history

WeekOpen InterestSpec LongSpec ShortComm LongComm Short
2022-03-0851,77721,88220,79401,061
2022-03-0151,35720,82319,60901,052
2022-02-2251,82920,72819,65401,052
2022-02-1552,10521,25420,18101,052
2022-01-2548,42516,19216,135041
2021-06-0139,66210,98310,4880460
2020-06-0242,39716,09216,08500
2020-05-2643,29016,09216,09200
2020-05-1942,71814,98214,98200
2020-05-1243,14914,18214,17200
2020-03-2443,85017,22117,20300
2020-03-1744,58815,41615,39900
2020-03-1047,62515,41615,39100
2020-03-0346,90215,22615,70300
2020-02-2545,29015,22615,17300
2020-02-1845,07815,88515,78000
2020-02-1144,58915,84915,73400
2020-02-0444,70314,95214,86100
2020-01-2844,67415,53615,47100
2020-01-2146,67715,47915,41400
2020-01-1446,54815,30915,22900
2020-01-0746,67715,30915,23400

External source

Source: CFTC. Public domain. Updated weekly Fridays (data as-of Tuesdays).