COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-10-20
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 2026-10-20. 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: 2026-10-20
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 239,063 | |||||||
| 212,020 | 190,602 | 26,831 | 190 | 21,624 | 239,041 | 239,057 | 22 | 6 |
| Changes | (Change In Open Interest: +7,342 ) | |||||||
| +22,362 | +21,884 | -15,020 | 0 | +474 | +7,342 | +7,338 | 0 | +4 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 88.7% | 79.7% | 11.2% | 0.1% | 9.0% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 53) | |||||||
| 12 | 34 | 4 | 2 | 6 | 15 | 43 | ||
