COT Report: 2 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 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 2026-09-29. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-342603
FUTURES ONLY POSITIONS
Code-342603
AS OF: 2026-09-29
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 223,800 | |||||||
| 183,405 | 163,975 | 40,203 | 190 | 19,620 | 223,798 | 223,798 | 2 | 2 |
| Changes | (Change In Open Interest: -35,934 ) | |||||||
| -35,862 | -36,234 | -72 | 0 | +376 | -35,934 | -35,930 | 0 | -4 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 82.0% | 73.3% | 18.0% | 0.1% | 8.8% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 50) | |||||||
| 14 | 30 | 5 | 2 | 5 | 16 | 40 | ||
