COT Report: 3 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 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 2026-09-29. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-344606
FUTURES ONLY POSITIONS
Code-344606
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: 96,268 | |||||||
| 74,861 | 52,943 | 17,395 | 4,000 | 25,905 | 96,256 | 96,243 | 12 | 25 |
| Changes | (Change In Open Interest: +421 ) | |||||||
| +921 | +68 | -2 | -500 | +350 | +419 | +416 | +2 | +5 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 77.8% | 55.0% | 18.1% | 4.2% | 26.9% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 30) | |||||||
| 5 | 18 | 4 | 1 | 6 | 6 | 28 | ||
