COT Report: 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-10-20
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 2026-10-20. 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: 226,530 Total Changes: +20,542 Total Traders: 55
CFTC Code: #343603
Open Interest: 226,530 Total Changes: +20,542 Total Traders: 55
AS OF: 2026-10-20
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
27,212 +3,120 |
12.0% | 6 | 17,451 0 |
7.7% | 5 | 40,550 -1,800 |
17.9% | 6 |
| Asset Manager/ Institutional |
11,358 +154 |
5.0% | 4 | 12,306 +132 |
5.4% | 6 | 0 -25 |
0.0% | 0 |
| Leveraged Funds |
5,620 +473 |
2.5% | 95,094 +26,813 |
42.0% | 6 | 28,253 -1,474 |
12.5% | N/A | |
| Other Reportables |
113,471 +20,142 |
50.1% | 19 | 32,740 -3,053 |
14.5% | 7 | 65 -47 |
0.0% | |
| Nonreportable Positions |
1 -1 |
0.0% | 71 -4 |
0.0% | |||||
