COT Report: 5 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 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 5 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.
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS
Code-344605
FUTURES ONLY POSITIONS
Code-344605
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: 192,067 | |||||||
| 108,331 | 90,010 | 56,588 | 27,129 | 45,351 | 192,048 | 191,949 | 19 | 118 |
| Changes | (Change In Open Interest: +4,183 ) | |||||||
| -2,652 | -4,188 | +7,865 | -1,030 | +500 | +4,183 | +4,177 | 0 | +6 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 56.4% | 46.9% | 29.5% | 14.1% | 23.6% | 100.0% | 99.9% | 0.0% | 0.1% |
| Number of Traders in Each Category | (Total Traders: 71) | |||||||
| 22 | 38 | 7 | 4 | 8 | 29 | 50 | ||
