COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-07-28
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 2026-07-28. 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: 2026-07-28
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 165,929 | |||||||
| 108,520 | 93,763 | 29,785 | 27,590 | 42,295 | 165,895 | 165,843 | 34 | 86 |
| Changes | (Change In Open Interest: -200 ) | |||||||
| -3,168 | -4,047 | +4,418 | -1,450 | -571 | -200 | -200 | 0 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 65.4% | 56.5% | 18.0% | 16.6% | 25.5% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 73) | |||||||
| 23 | 39 | 7 | 4 | 8 | 30 | 51 | ||
