COT Report: 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-09-29
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 2026-09-29. 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: 201,727 Total Changes: -49,667 Total Traders: 60
CFTC Code: #343603
Open Interest: 201,727 Total Changes: -49,667 Total Traders: 60
AS OF: 2026-09-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
23,536 -1,168 |
11.7% | 6 | 8,968 -8,779 |
4.4% | 5 | 41,680 0 |
20.7% | 4 |
| Asset Manager/ Institutional |
8,368 -9,800 |
4.1% | 4 | 11,558 +211 |
5.7% | 8 | 25 +25 |
0.0% | N/A |
| Leveraged Funds |
6,648 +591 |
3.3% | 4 | 78,672 -46,547 |
39.0% | 7 | 29,702 +100 |
14.7% | N/A |
| Other Reportables |
91,656 -39,410 |
45.4% | 20 | 30,985 +5,323 |
15.4% | 6 | 112 0 |
0.1% | |
| Nonreportable Positions |
0 -5 |
0.0% | 25 0 |
0.0% | |||||
