COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-09-08
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 2026-09-08. 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: 2026-09-08
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 242,850 | |||||||
| 200,381 | 181,562 | 42,278 | 190 | 18,985 | 242,849 | 242,825 | 1 | 25 |
| Changes | (Change In Open Interest: +22,416 ) | |||||||
| +19,642 | +6,946 | +2,774 | 0 | +12,715 | +22,416 | +22,435 | 0 | -19 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 82.5% | 74.8% | 17.4% | 0.1% | 7.8% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 51) | |||||||
| 14 | 31 | 5 | 2 | 5 | 17 | 40 | ||
