COT Report: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-09-29
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 2026-09-29. 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: 2026-09-29
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 196,681 | |||||||
| 113,391 | 93,098 | 57,518 | 25,749 | 45,992 | 196,658 | 196,608 | 23 | 73 |
| Changes | (Change In Open Interest: +129 ) | |||||||
| +7,791 | +9,163 | -7,336 | -330 | -1,647 | +125 | +180 | +4 | -51 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 57.7% | 47.3% | 29.2% | 13.1% | 23.4% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 72) | |||||||
| 19 | 42 | 6 | 4 | 8 | 26 | 53 | ||
