COT Report: 5 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 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 2026-07-14. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (100,000 USD notional principal)
CFTC Code: #344605
Open Interest: 172,100 Total Changes: +1,309 Total Traders: 72
CFTC Code: #344605
Open Interest: 172,100 Total Changes: +1,309 Total Traders: 72
AS OF: 2026-07-14
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
41,738 -6 |
24.3% | 8 | 15,986 -1,220 |
9.3% | 11,854 0 |
6.9% | 4 | |
| Asset Manager/ Institutional |
16,913 0 |
9.8% | 38,096 +230 |
22.1% | 9 | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
6,568 +365 |
3.8% | 5 | 52,576 -1,333 |
30.5% | 12 | 24,414 +1,391 |
14.2% | N/A |
| Other Reportables |
70,568 -441 |
41.0% | 13 | 29,061 +2,231 |
16.9% | 21 | 26 0 |
0.0% | |
| Nonreportable Positions |
19 0 |
0.0% | 87 +10 |
0.1% | |||||
