COT Report: 10 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 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 2026-09-08. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #343603
Open Interest: 267,781 Total Changes: +5,564 Total Traders: 59
CFTC Code: #343603
Open Interest: 267,781 Total Changes: +5,564 Total Traders: 59
AS OF: 2026-09-08
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
25,312 +498 |
9.5% | 7 | 18,536 +596 |
6.9% | 4 | 41,182 -498 |
15.4% | 4 |
| Asset Manager/ Institutional |
18,478 -100 |
6.9% | 5 | 10,905 +35 |
4.1% | 6 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
7,500 -515 |
2.8% | 138,855 -647 |
51.9% | 7 | 36,332 +5,646 |
13.6% | N/A | |
| Other Reportables |
138,865 +533 |
51.9% | 22 | 21,822 +420 |
8.1% | 5 | 112 0 |
0.0% | |
| Nonreportable Positions |
0 0 |
0.0% | 37 +12 |
0.0% | |||||
