COT Report: 5 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 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 2026-09-08. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-344605
FUTURES ONLY POSITIONS
Code-344605
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: 187,884 | |||||||
| 110,983 | 94,198 | 48,723 | 28,159 | 44,851 | 187,865 | 187,772 | 19 | 112 |
| Changes | (Change In Open Interest: +7,035 ) | |||||||
| +1,665 | +1,951 | +5,430 | -60 | -369 | +7,035 | +7,012 | 0 | +23 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 59.1% | 50.1% | 25.9% | 15.0% | 23.9% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 73) | |||||||
| 22 | 39 | 10 | 4 | 8 | 32 | 52 | ||
