COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-07-07
Below is the Commitments of Traders (COT) report for 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 2 YEAR ERIS SOFR SWAP is as of 2026-07-07. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #342603
Open Interest: 119,740 Total Changes: +862 Total Traders: 46
CFTC Code: #342603
Open Interest: 119,740 Total Changes: +862 Total Traders: 46
AS OF: 2026-07-07
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
5,002 +371 |
4.2% | 4 | 7,359 0 |
6.1% | 3,880 0 |
3.2% | N/A | |
| Asset Manager/ Institutional |
57,250 0 |
47.8% | 10,343 +546 |
8.6% | 6 | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
12,987 +340 |
10.8% | 37,279 -201 |
31.1% | 11 | 39,523 +151 |
33.0% | N/A | |
| Other Reportables |
1,068 0 |
0.9% | 5 | 21,312 +370 |
17.8% | 15 | 30 0 |
0.0% | |
| Nonreportable Positions |
0 0 |
0.0% | 14 -4 |
0.0% | |||||
