COT Report: 5 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 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 2026-09-29. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #344605
Open Interest: 196,681 Total Changes: +129 Total Traders: 72
CFTC Code: #344605
Open Interest: 196,681 Total Changes: +129 Total Traders: 72
AS OF: 2026-09-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
43,374 +15,958 |
22.1% | 6 | 7,974 +3,746 |
4.1% | 4 | 21,228 -8,868 |
10.8% | 4 |
| Asset Manager/ Institutional |
413 -11,000 |
0.2% | 49,594 +3,878 |
25.2% | 11 | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
48,703 +14,969 |
24.8% | 5 | 29,490 -1,656 |
15.0% | 10 | 41,375 +1,532 |
21.0% | N/A |
| Other Reportables |
41,539 -12,466 |
21.1% | 11 | 46,921 +1,548 |
23.9% | 24 | 26 0 |
0.0% | |
| Nonreportable Positions |
23 +4 |
0.0% | 73 -51 |
0.0% | |||||
