COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-07-07
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 2026-07-07. 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: 2026-07-07
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 119,740 | |||||||
| 76,147 | 69,208 | 43,403 | 190 | 7,115 | 119,740 | 119,726 | 0 | 14 |
| Changes | (Change In Open Interest: +862 ) | |||||||
| +711 | +665 | +151 | 0 | +50 | +862 | +866 | 0 | -4 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 63.6% | 57.8% | 36.2% | 0.2% | 5.9% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 46) | |||||||
| 10 | 30 | 4 | 2 | 5 | 14 | 37 | ||
