COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-08-18
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 2026-08-18. 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: 2026-08-18
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 179,138 | |||||||
| 107,321 | 90,752 | 43,644 | 28,154 | 44,654 | 179,119 | 179,050 | 19 | 88 |
| Changes | (Change In Open Interest: +1,338 ) | |||||||
| +3,809 | +4,230 | -3,406 | +950 | +514 | +1,353 | +1,338 | -15 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 59.9% | 50.7% | 24.4% | 15.7% | 24.9% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 70) | |||||||
| 22 | 37 | 7 | 4 | 8 | 29 | 49 | ||
