COT Report: 2 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 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 2 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.
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-342603
FUTURES ONLY POSITIONS
Code-342603
AS OF: 2026-08-18
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 213,234 | |||||||
| 171,147 | 165,562 | 41,897 | 190 | 5,751 | 213,234 | 213,210 | 0 | 24 |
| Changes | (Change In Open Interest: +2,416 ) | |||||||
| +2,553 | +2,336 | -137 | 0 | +217 | +2,416 | +2,416 | 0 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 80.3% | 77.6% | 19.6% | 0.1% | 2.7% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 49) | |||||||
| 14 | 29 | 4 | 2 | 5 | 16 | 38 | ||
