COT Report: 5 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 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 5 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.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-344605
FUTURES ONLY POSITIONS
Code-344605
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: 177,799 | |||||||
| 112,866 | 98,618 | 36,316 | 28,597 | 42,785 | 177,779 | 177,719 | 20 | 80 |
| Changes | (Change In Open Interest: -5,316 ) | |||||||
| +1,776 | +1,513 | -7,092 | 0 | +274 | -5,316 | -5,305 | 0 | -11 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 63.5% | 55.5% | 20.4% | 16.1% | 24.1% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 68) | |||||||
| 23 | 34 | 7 | 4 | 8 | 30 | 46 | ||
