COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-07-07
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 2026-07-07. 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: 2026-07-07
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 170,791 | |||||||
| 111,800 | 98,335 | 29,792 | 29,180 | 42,587 | 170,772 | 170,714 | 19 | 77 |
| Changes | (Change In Open Interest: -5,865 ) | |||||||
| -1,509 | -1,760 | -4,499 | +143 | +404 | -5,865 | -5,855 | 0 | -10 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 65.5% | 57.6% | 17.4% | 17.1% | 24.9% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 71) | |||||||
| 24 | 36 | 7 | 4 | 8 | 31 | 48 | ||
