COT Report: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Futures Only Positions as of 2026-07-28
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 2026-07-28. 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: 2026-07-28
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 179,856 | |||||||
| 103,690 | 98,572 | 75,976 | 190 | 5,284 | 179,856 | 179,832 | 0 | 24 |
| Changes | (Change In Open Interest: +44,212 ) | |||||||
| +25,970 | +28,159 | +18,242 | 0 | -2,168 | +44,212 | +44,233 | 0 | -21 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 57.7% | 54.8% | 42.2% | 0.1% | 2.9% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 52) | |||||||
| 12 | 34 | 4 | 2 | 5 | 16 | 41 | ||
