COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-06-16
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 2026-06-16. 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: 2026-06-16
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 113,570 | |||||||
| 72,654 | 64,346 | 40,726 | 190 | 8,474 | 113,570 | 113,546 | 0 | 24 |
| Changes | (Change In Open Interest: -6,547 ) | |||||||
| -9,022 | -8,926 | +2,475 | 0 | -116 | -6,547 | -6,567 | 0 | +20 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 64.0% | 56.7% | 35.9% | 0.2% | 7.5% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 48) | |||||||
| 11 | 31 | 4 | 2 | 5 | 14 | 39 | ||
