COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-07-28
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 2026-07-28. 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: 179,856 Total Changes: +44,212 Total Traders: 52
CFTC Code: #342603
Open Interest: 179,856 Total Changes: +44,212 Total Traders: 52
AS OF: 2026-07-28
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
23,655 +16,296 |
13.2% | 6 | 7,359 0 |
4.1% | 3,880 0 |
2.2% | N/A | |
| Asset Manager/ Institutional |
0 -18,500 |
0.0% | 0 | 30,705 +19,573 |
17.1% | 7 | 27,500 +18,500 |
15.3% | N/A |
| Leveraged Funds |
79,227 +28,174 |
44.1% | 25,220 -1,867 |
14.0% | 11 | 44,596 -258 |
24.8% | N/A | |
| Other Reportables |
968 0 |
0.5% | 5 | 40,542 +8,285 |
22.5% | 18 | 30 0 |
0.0% | |
| Nonreportable Positions |
0 0 |
0.0% | 24 -21 |
0.0% | |||||
