COT Report: 3 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 3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (futures only) with COT charts. This COT report for 3 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.
3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344606
Open Interest: 77,827 Total Changes: +3,004 Total Traders: 28
CFTC Code: #344606
Open Interest: 77,827 Total Changes: +3,004 Total Traders: 28
AS OF: 2026-07-14
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
135 -1,990 |
0.2% | 26,260 +1,510 |
33.7% | 6,843 +1,990 |
8.8% | N/A | ||
| Asset Manager/ Institutional |
40,000 +3,500 |
51.4% | 4,548 0 |
5.8% | 0 0 |
0.0% | 0 | ||
| Leveraged Funds |
6,648 -496 |
8.5% | 11,811 -406 |
15.2% | 6 | 19,691 0 |
25.3% | N/A | |
| Other Reportables |
4,500 0 |
5.8% | 8,673 -70 |
11.1% | 11 | 0 0 |
0.0% | 0 | |
| Nonreportable Positions |
10 0 |
0.0% | 1 -20 |
0.0% | |||||
