COT Report: 7 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 7 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 7 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.
7 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344607
Open Interest: 31,402 Total Changes: -799 Total Traders: 22
CFTC Code: #344607
Open Interest: 31,402 Total Changes: -799 Total Traders: 22
AS OF: 2026-09-29
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
3,254 -122 |
10.4% | 4,663 +4,378 |
14.8% | 2,820 +122 |
9.0% | N/A | ||
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 4,726 0 |
15.0% | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
14,564 +6,532 |
46.4% | 1,035 +269 |
3.3% | 10,589 -841 |
33.7% | N/A | ||
| Other Reportables |
175 -200 |
0.6% | 7,553 +1,573 |
24.1% | 9 | 0 0 |
0.0% | 0 | |
| Nonreportable Positions |
0 -6,290 |
0.0% | 16 -6,300 |
0.1% | |||||
