COT Report: 5 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 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 2026-10-06. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-344605
FUTURES ONLY POSITIONS
Code-344605
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: 198,979 | |||||||
| 112,552 | 90,281 | 61,025 | 25,379 | 47,603 | 198,956 | 198,909 | 23 | 70 |
| Changes | (Change In Open Interest: +2,298 ) | |||||||
| -839 | -2,817 | +3,507 | -370 | +1,611 | +2,298 | +2,301 | 0 | -3 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 56.6% | 45.4% | 30.7% | 12.8% | 23.9% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 74) | |||||||
| 21 | 41 | 6 | 4 | 9 | 26 | 55 | ||
