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Below is the Commitments of Traders (COT) report for 3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE (COT legacy report, futures only) with COT charts. This COT report for 3 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: 77,932 | |||||||
| 45,420 | 22,289 | 29,400 | 3,100 | 26,205 | 77,920 | 77,894 | 12 | 38 |
| Changes | (Change In Open Interest: -375 ) | |||||||
| -375 | -275 | 0 | 0 | -100 | -375 | -375 | 0 | 0 |
| Percent of Open Interest for Each Category of Traders | ||||||||
| 58.3% | 28.6% | 37.7% | 4.0% | 33.6% | 100.0% | 100.0% | 0.0% | 0.0% |
| Number of Traders in Each Category | (Total Traders: 31) | |||||||
| 5 | 19 | 5 | 1 | 6 | 7 | 29 | ||