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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 2026-10-27. COT reports are released each Friday (except for U.S. holidays) by the CFTC. Each COT report release includes data from the previous Tuesday.
| Non-Commercial | Commercial | Total | Non-Reportable | |||||
|---|---|---|---|---|---|---|---|---|
| Long | Short | Spreads | Long | Short | Long | Short | Long | Short |
| (100,000 USD notional principal) | Open Interest: 232,856 | |||||||
| 205,813 | 184,989 | 26,831 | 190 | 21,030 | 232,834 | 232,850 | 22 | 6 |
| Changes | (Change In Open Interest: -6,207 ) | |||||||
| -6,207 | -5,613 | 0 | 0 | -594 | -6,207 | -6,207 | 0 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 88.4% | 79.4% | 11.5% | 0.1% | 9.0% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 52) | |||||||
| 12 | 33 | 4 | 2 | 6 | 15 | 42 | ||