COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-07-28
Below is the Commitments of Traders (COT) report for 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 5 YEAR ERIS SOFR SWAP is as of 2026-07-28. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #344605
Open Interest: 165,929 Total Changes: -200 Total Traders: 73
CFTC Code: #344605
Open Interest: 165,929 Total Changes: -200 Total Traders: 73
AS OF: 2026-07-28
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
44,334 +1,496 |
26.7% | 8 | 8,770 -5,588 |
5.3% | 9,729 -1,025 |
5.9% | N/A | |
| Asset Manager/ Institutional |
12,913 -4,000 |
7.8% | 38,267 -58 |
23.1% | 9 | 4,000 +4,000 |
2.4% | N/A | |
| Leveraged Funds |
6,052 -154 |
3.6% | 4 | 46,771 -3,473 |
28.2% | 13 | 21,141 +1,443 |
12.7% | N/A |
| Other Reportables |
67,700 -1,960 |
40.8% | 13 | 37,139 +4,501 |
22.4% | 22 | 26 0 |
0.0% | |
| Nonreportable Positions |
34 0 |
0.0% | 86 0 |
0.1% | |||||
