COT Report: 3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-07-28
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 2026-07-28. 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: 90,142 Total Changes: +11,516 Total Traders: 28
CFTC Code: #344606
Open Interest: 90,142 Total Changes: +11,516 Total Traders: 28
AS OF: 2026-07-28
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
135 0 |
0.1% | 26,162 0 |
29.0% | 6,843 0 |
7.6% | N/A | ||
| Asset Manager/ Institutional |
20,000 -20,000 |
22.2% | 4,539 -9 |
5.0% | 20,000 +20,000 |
22.2% | N/A | ||
| Leveraged Funds |
18,963 +11,516 |
21.0% | 2,550 -9,435 |
2.8% | 4 | 19,691 0 |
21.8% | N/A | |
| Other Reportables |
4,500 0 |
5.0% | 10,351 +955 |
11.5% | 12 | 0 0 |
0.0% | 0 | |
| Nonreportable Positions |
10 0 |
0.0% | 6 +5 |
0.0% | |||||
