COT Report: 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-10-06
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 2026-10-06. 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: 194,576 Total Changes: -7,151 Total Traders: 60
CFTC Code: #343603
Open Interest: 194,576 Total Changes: -7,151 Total Traders: 60
AS OF: 2026-10-06
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
24,217 +681 |
12.4% | 7 | 8,310 -658 |
4.3% | 4 | 42,225 +545 |
21.7% | 5 |
| Asset Manager/ Institutional |
8,338 -30 |
4.3% | 4 | 12,263 +705 |
6.3% | 8 | 25 0 |
0.0% | N/A |
| Leveraged Funds |
6,243 -405 |
3.2% | 4 | 69,202 -9,470 |
35.6% | 6 | 29,727 +25 |
15.3% | N/A |
| Other Reportables |
83,689 -7,967 |
43.0% | 20 | 32,673 +1,688 |
16.8% | 7 | 112 0 |
0.1% | |
| Nonreportable Positions |
0 0 |
0.0% | 39 +14 |
0.0% | |||||
