COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-08-18
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 2026-08-18. 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: 213,234 Total Changes: +2,416 Total Traders: 49
CFTC Code: #342603
Open Interest: 213,234 Total Changes: +2,416 Total Traders: 49
AS OF: 2026-08-18
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
59,731 -5,360 |
28.0% | 7 | 2,100 -210 |
1.0% | 8,929 0 |
4.2% | N/A | |
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 92,536 +1,304 |
43.4% | 7 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
110,504 +8,073 |
51.8% | 23,309 -216 |
10.9% | 7 | 32,968 -137 |
15.5% | N/A | |
| Other Reportables |
1,072 -160 |
0.5% | 5 | 53,338 +1,675 |
25.0% | 18 | 30 0 |
0.0% | |
| Nonreportable Positions |
0 0 |
0.0% | 24 0 |
0.0% | |||||
