COT Report: 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-08-18
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 2026-08-18. 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: 267,172 Total Changes: -1,492 Total Traders: 60
CFTC Code: #343603
Open Interest: 267,172 Total Changes: -1,492 Total Traders: 60
AS OF: 2026-08-18
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
29,112 +2,736 |
10.9% | 7 | 21,955 +4,798 |
8.2% | 4 | 37,382 -4,298 |
14.0% | 4 |
| Asset Manager/ Institutional |
18,678 -100 |
7.0% | 5 | 10,708 -3 |
4.0% | 6 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
8,815 -200 |
3.3% | 135,943 -1,989 |
50.9% | 7 | 32,616 0 |
12.2% | N/A | |
| Other Reportables |
140,457 +370 |
52.6% | 22 | 28,431 0 |
10.6% | 6 | 112 0 |
0.0% | |
| Nonreportable Positions |
0 0 |
0.0% | 25 0 |
0.0% | |||||
