COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-07-14
Below is the Commitments of Traders (COT) report for 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 2 YEAR ERIS SOFR SWAP is as of 2026-07-14. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #342603
Open Interest: 123,501 Total Changes: +3,761 Total Traders: 49
CFTC Code: #342603
Open Interest: 123,501 Total Changes: +3,761 Total Traders: 49
AS OF: 2026-07-14
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
5,184 +182 |
4.2% | 5 | 7,359 0 |
6.0% | 3,880 0 |
3.1% | N/A | |
| Asset Manager/ Institutional |
57,250 0 |
46.4% | 10,449 +106 |
8.5% | 6 | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
11,902 -1,085 |
9.6% | 31,850 -5,429 |
25.8% | 11 | 44,287 +4,764 |
35.9% | N/A | |
| Other Reportables |
968 -100 |
0.8% | 5 | 25,612 +4,300 |
20.7% | 16 | 30 0 |
0.0% | |
| Nonreportable Positions |
0 0 |
0.0% | 34 +20 |
0.0% | |||||
