COT Report: 10 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 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 10 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.
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #343603
Open Interest: 278,258 Total Changes: -3,687 Total Traders: 56
CFTC Code: #343603
Open Interest: 278,258 Total Changes: -3,687 Total Traders: 56
AS OF: 2026-07-07
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
26,211 0 |
9.4% | 6 | 15,912 -1,730 |
5.7% | 4 | 36,280 0 |
13.0% | N/A |
| Asset Manager/ Institutional |
18,278 0 |
6.6% | 5 | 10,235 +980 |
3.7% | 4 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
10,135 -127 |
3.6% | 145,248 +1,259 |
52.2% | 7 | 36,814 0 |
13.2% | N/A | |
| Other Reportables |
150,428 -3,560 |
54.1% | 21 | 33,625 -4,200 |
12.1% | 6 | 112 0 |
0.0% | |
| Nonreportable Positions |
0 0 |
0.0% | 32 +4 |
0.0% | |||||
