COT Report: 3 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 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 2026-09-29. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344606
Open Interest: 96,268 Total Changes: +421 Total Traders: 30
CFTC Code: #344606
Open Interest: 96,268 Total Changes: +421 Total Traders: 30
AS OF: 2026-09-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
36,385 0 |
37.8% | 25,327 0 |
26.3% | 5,853 0 |
6.1% | N/A | ||
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 36,010 0 |
37.4% | 4 | 0 0 |
0.0% | 0 |
| Leveraged Funds |
38,476 +921 |
40.0% | 3,693 -23 |
3.8% | 4 | 11,542 -2 |
12.0% | N/A | |
| Other Reportables |
4,000 -500 |
4.2% | 13,818 +441 |
14.4% | 14 | 0 0 |
0.0% | 0 | |
| Nonreportable Positions |
12 +2 |
0.0% | 25 +5 |
0.0% | |||||
