COT Report: 10 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 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 2026-07-28. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #343603
Open Interest: 264,717 Total Changes: -2,601 Total Traders: 61
CFTC Code: #343603
Open Interest: 264,717 Total Changes: -2,601 Total Traders: 61
AS OF: 2026-07-28
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
26,514 -2,365 |
10.0% | 7 | 8,124 -354 |
3.1% | 4 | 42,777 +2,500 |
16.2% | 4 |
| Asset Manager/ Institutional |
11,478 -100 |
4.3% | 5 | 10,450 +215 |
3.9% | 5 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
9,515 -300 |
3.6% | 4 | 135,526 -3,575 |
51.2% | 8 | 34,578 +104 |
13.1% | N/A |
| Other Reportables |
139,743 -2,440 |
52.8% | 22 | 33,102 -1,500 |
12.5% | 6 | 112 0 |
0.0% | |
| Nonreportable Positions |
0 0 |
0.0% | 48 +9 |
0.0% | |||||
