COT Report: 3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-09-08
Below is the Commitments of Traders (COT) report for 3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 3 YEAR ERIS SOFR SWAP is as of 2026-09-08. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-344606
FUTURES ONLY POSITIONS
Code-344606
AS OF: 2026-09-08
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| 100,000 USD notional principal | Open Interest: 66,592 | |||||||
| 45,524 | 26,247 | 16,556 | 4,500 | 23,755 | 66,580 | 66,558 | 12 | 34 |
| Changes | (Change In Open Interest: +4,254 ) | |||||||
| -680 | -694 | +4,934 | 0 | 0 | +4,254 | +4,240 | 0 | +14 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 68.4% | 39.4% | 24.9% | 6.8% | 35.7% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 27) | |||||||
| 4 | 16 | 4 | 1 | 6 | 5 | 26 | ||
