COT Report: 5 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 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 5 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.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #344605
Open Interest: 187,884 Total Changes: +7,035 Total Traders: 73
CFTC Code: #344605
Open Interest: 187,884 Total Changes: +7,035 Total Traders: 73
AS OF: 2026-09-08
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
30,216 -185 |
16.1% | 6 | 8,908 +657 |
4.7% | 4 | 22,327 +320 |
11.9% | 5 |
| Asset Manager/ Institutional |
11,413 0 |
6.1% | 44,741 +1,559 |
23.8% | 9 | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
31,387 +1,348 |
16.7% | 5 | 36,191 -1,093 |
19.3% | 10 | 31,258 +4,887 |
16.6% | 4 |
| Other Reportables |
61,015 +442 |
32.5% | 13 | 44,098 +459 |
23.5% | 23 | 249 +223 |
0.1% | |
| Nonreportable Positions |
19 0 |
0.0% | 112 +23 |
0.1% | |||||
