COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-07-07
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 2026-07-07. 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: 170,791 Total Changes: -5,865 Total Traders: 71
CFTC Code: #344605
Open Interest: 170,791 Total Changes: -5,865 Total Traders: 71
AS OF: 2026-07-07
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
41,744 -1,309 |
24.4% | 8 | 17,206 -1,408 |
10.1% | 11,854 +1,309 |
6.9% | 4 | |
| Asset Manager/ Institutional |
16,913 0 |
9.9% | 37,866 +486 |
22.2% | 9 | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
6,203 0 |
3.6% | 5 | 53,909 -651 |
31.6% | 12 | 23,023 -5,808 |
13.5% | N/A |
| Other Reportables |
71,009 -57 |
41.6% | 13 | 26,830 +217 |
15.7% | 20 | 26 0 |
0.0% | |
| Nonreportable Positions |
19 0 |
0.0% | 77 -10 |
0.0% | |||||
