COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-09-29
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 2026-09-29. 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: 223,800 Total Changes: -35,934 Total Traders: 50
CFTC Code: #342603
Open Interest: 223,800 Total Changes: -35,934 Total Traders: 50
AS OF: 2026-09-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
66,548 -543 |
29.7% | 7 | 1,530 -100 |
0.7% | 15,262 0 |
6.8% | N/A | |
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 79,654 -42,917 |
35.6% | 7 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
116,149 -35,060 |
51.9% | 4 | 23,899 +1,423 |
10.7% | 7 | 24,941 -72 |
11.1% | N/A |
| Other Reportables |
868 -259 |
0.4% | 4 | 78,482 +5,736 |
35.1% | 20 | 30 0 |
0.0% | |
| Nonreportable Positions |
2 0 |
0.0% | 2 -4 |
0.0% | |||||
