COT Report: 3 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 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 2026-07-07. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344606
Open Interest: 74,823 Total Changes: -35 Total Traders: 27
CFTC Code: #344606
Open Interest: 74,823 Total Changes: -35 Total Traders: 27
AS OF: 2026-07-07
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
2,125 0 |
2.8% | 24,750 0 |
33.1% | 4,853 0 |
6.5% | N/A | ||
| Asset Manager/ Institutional |
36,500 0 |
48.8% | 4,548 0 |
6.1% | 0 0 |
0.0% | 0 | ||
| Leveraged Funds |
7,144 -35 |
9.5% | 12,217 -25 |
16.3% | 6 | 19,691 0 |
26.3% | N/A | |
| Other Reportables |
4,500 0 |
6.0% | 8,743 -10 |
11.7% | 10 | 0 0 |
0.0% | 0 | |
| Nonreportable Positions |
10 0 |
0.0% | 21 0 |
0.0% | |||||
