COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-09-15
Below is the Commitments of Traders (COT) report for 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 2 YEAR ERIS SOFR SWAP is as of 2026-09-15. 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
FUTURES ONLY POSITIONS
Code-342603
FUTURES ONLY POSITIONS
Code-342603
AS OF: 2026-09-15
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 245,794 | |||||||
| 202,010 | 183,228 | 43,592 | 190 | 18,950 | 245,792 | 245,770 | 2 | 24 |
| Changes | (Change In Open Interest: +2,944 ) | |||||||
| +1,629 | +1,666 | +1,314 | 0 | -35 | +2,943 | +2,945 | +1 | -1 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 82.2% | 74.5% | 17.7% | 0.1% | 7.7% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 51) | |||||||
| 15 | 30 | 6 | 2 | 5 | 17 | 41 | ||
