COT Report: 3 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 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 2026-09-08. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code: #344606
Open Interest: 66,592 Total Changes: +4,254 Total Traders: 27
CFTC Code: #344606
Open Interest: 66,592 Total Changes: +4,254 Total Traders: 27
AS OF: 2026-09-08
| Long | Short | Spread | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Positions | Open Int | # Traders | Positions | Open Int | # Traders | Positions | Open Int | # Traders | |
| Dealer Intermediary |
11,125 0 |
16.7% | 24,652 0 |
37.0% | 5,853 0 |
8.8% | N/A | ||
| Asset Manager/ Institutional |
0 0 |
0.0% | 0 | 10,732 0 |
16.1% | 0 0 |
0.0% | 0 | |
| Leveraged Funds |
34,399 -680 |
51.7% | 3,683 0 |
5.5% | 5 | 10,703 +4,934 |
16.1% | N/A | |
| Other Reportables |
4,500 0 |
6.8% | 10,935 -694 |
16.4% | 12 | 0 0 |
0.0% | 0 | |
| Nonreportable Positions |
12 0 |
0.0% | 34 +14 |
0.1% | |||||
