COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-09-08
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 2026-09-08. 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: 242,850 Total Changes: +22,416 Total Traders: 51
CFTC Code: #342603
Open Interest: 242,850 Total Changes: +22,416 Total Traders: 51
AS OF: 2026-09-08
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
66,496 +380 |
27.4% | 6 | 4,443 -147 |
1.8% | 6,586 0 |
2.7% | N/A | |
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 102,325 +6,500 |
42.1% | 7 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
132,973 +19,262 |
54.8% | 4 | 22,743 -1,195 |
9.4% | 7 | 35,692 +2,774 |
14.7% | N/A |
| Other Reportables |
1,072 0 |
0.4% | 5 | 71,006 +14,503 |
29.2% | 19 | 30 0 |
0.0% | |
| Nonreportable Positions |
1 0 |
0.0% | 25 -19 |
0.0% | |||||
