COT Report: 5 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 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 2026-08-18. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #344605
Open Interest: 179,138 Total Changes: +1,338 Total Traders: 70
CFTC Code: #344605
Open Interest: 179,138 Total Changes: +1,338 Total Traders: 70
AS OF: 2026-08-18
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
28,143 -2,185 |
15.7% | 7 | 6,060 +265 |
3.4% | 24,201 -1,125 |
13.5% | 4 | |
| Asset Manager/ Institutional |
11,413 0 |
6.4% | 42,952 +3,995 |
24.0% | 9 | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
25,319 +8,494 |
14.1% | 4 | 38,614 +352 |
21.6% | 10 | 24,528 -2,281 |
13.7% | N/A |
| Other Reportables |
65,489 -1,550 |
36.6% | 13 | 42,669 +132 |
23.8% | 22 | 26 0 |
0.0% | |
| Nonreportable Positions |
19 -15 |
0.0% | 88 0 |
0.0% | |||||
