COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-10-06
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 2026-10-06. 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: 2026-10-06
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 229,875 | |||||||
| 192,603 | 171,813 | 37,062 | 190 | 20,998 | 229,855 | 229,873 | 20 | 2 |
| Changes | (Change In Open Interest: +6,075 ) | |||||||
| +9,198 | +7,838 | -3,141 | 0 | +1,378 | +6,057 | +6,075 | +18 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 83.8% | 74.7% | 16.1% | 0.1% | 9.1% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 51) | |||||||
| 11 | 33 | 5 | 2 | 6 | 15 | 42 | ||
