COT Report: 3 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 3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 3 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.
3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344606
Open Interest: 79,231 Total Changes: +7,318 Total Traders: 26
CFTC Code: #344606
Open Interest: 79,231 Total Changes: +7,318 Total Traders: 26
AS OF: 2026-08-18
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
11,125 0 |
14.0% | 24,652 0 |
31.1% | 5,853 -2,434 |
7.4% | N/A | ||
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 30,732 +10,020 |
38.8% | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
51,972 +9,752 |
65.6% | 2,183 -292 |
2.8% | 4 | 5,769 -2 |
7.3% | N/A | |
| Other Reportables |
4,500 0 |
5.7% | 10,022 +60 |
12.6% | 12 | 0 0 |
0.0% | 0 | |
| Nonreportable Positions |
12 +2 |
0.0% | 20 -34 |
0.0% | |||||
