CFTC COT Reports · JSON-LD · Markdown
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE · FINANCIAL INSTRUMENTS · CFTC Code 342603
| Open interest | 111,851 contracts |
|---|---|
| Speculator (non-commercial) long | 75,327 (67.3% of OI) |
| Speculator short | 67,674 (60.5% of OI) |
| Speculator NET | +7,653 |
| Commercial (hedger) long | 439 (0.4% of OI) |
| Commercial short | 8,088 (7.2% of OI) |
| Commercial NET | -7,649 |
| Total traders | 48 |
| Open interest | -1,074 |
|---|---|
| Speculator long | -301 |
| Speculator short | -450 |
| Commercial long | 0 |
| Commercial short | +148 |
| Week | Open Interest | Spec Long | Spec Short | Comm Long | Comm Short |
|---|---|---|---|---|---|
| 2026-05-12 | 111,851 | 75,327 | 67,674 | 439 | 8,088 |
| 2026-05-05 | 112,925 | 75,628 | 68,124 | 439 | 7,940 |
| 2026-04-28 | 116,819 | 79,861 | 72,428 | 279 | 7,708 |
| 2026-04-21 | 116,190 | 78,742 | 71,236 | 30 | 7,532 |
| 2026-04-14 | 105,974 | 71,714 | 64,444 | 30 | 7,296 |
| 2026-04-07 | 110,353 | 74,759 | 67,842 | 30 | 6,943 |
| 2026-03-31 | 113,852 | 76,240 | 69,601 | 30 | 6,665 |
| 2026-03-24 | 120,061 | 89,814 | 83,377 | 30 | 6,465 |
| 2026-03-17 | 121,964 | 87,417 | 81,086 | 30 | 6,357 |
| 2026-03-10 | 115,828 | 89,620 | 83,535 | 30 | 6,095 |
| 2026-03-03 | 105,141 | 78,139 | 72,102 | 30 | 6,047 |
| 2026-02-24 | 98,712 | 78,518 | 71,424 | 30 | 7,104 |
| 2026-02-17 | 84,455 | 63,829 | 56,853 | 30 | 6,986 |
| 2026-02-10 | 90,102 | 64,561 | 57,585 | 30 | 6,986 |
| 2026-02-03 | 91,375 | 66,243 | 59,323 | 30 | 6,930 |
| 2026-01-27 | 90,750 | 67,053 | 60,330 | 30 | 6,733 |
| 2026-01-20 | 92,667 | 70,801 | 62,592 | 30 | 8,204 |
| 2026-01-13 | 92,078 | 70,585 | 63,383 | 813 | 7,980 |
| 2026-01-06 | 90,475 | 69,123 | 62,111 | 813 | 7,790 |
| 2025-12-30 | 89,890 | 68,656 | 50,358 | 813 | 7,686 |
| 2025-12-23 | 92,324 | 71,123 | 64,349 | 813 | 7,562 |
| 2025-12-16 | 91,133 | 71,453 | 64,921 | 813 | 7,320 |
| 2025-12-09 | 97,400 | 72,075 | 64,993 | 30 | 7,108 |
| 2025-12-02 | 91,186 | 70,014 | 62,464 | 30 | 7,576 |
| 2025-11-25 | 78,155 | 47,404 | 39,975 | 30 | 7,455 |
| 2025-11-18 | 80,124 | 48,705 | 39,880 | 30 | 8,861 |
| 2025-11-10 | 79,984 | 48,794 | 40,178 | 30 | 8,652 |
| 2025-11-04 | 80,215 | 49,432 | 41,004 | 30 | 8,464 |
| 2025-10-28 | 82,852 | 48,528 | 40,250 | 30 | 8,304 |
| 2025-10-21 | 80,987 | 51,334 | 43,375 | 30 | 7,985 |
| 2025-10-14 | 70,401 | 42,960 | 38,854 | 1,516 | 5,618 |
| 2025-10-07 | 75,092 | 42,341 | 38,354 | 1,516 | 5,499 |
| 2025-09-30 | 77,199 | 43,067 | 38,475 | 1,592 | 6,180 |
| 2025-09-23 | 76,206 | 41,971 | 37,475 | 1,545 | 6,037 |
| 2025-09-16 | 74,803 | 40,017 | 35,877 | 1,595 | 5,731 |
| 2025-09-09 | 71,143 | 41,992 | 37,746 | 1,708 | 5,950 |
| 2025-09-02 | 64,636 | 36,025 | 32,854 | 1,628 | 4,801 |
| 2025-08-26 | 64,561 | 35,960 | 32,949 | 1,628 | 4,635 |
| 2025-08-19 | 63,097 | 34,496 | 31,602 | 1,628 | 4,518 |
| 2025-08-12 | 62,359 | 33,909 | 30,063 | 1,488 | 5,319 |
| 2025-08-05 | 62,339 | 33,889 | 29,697 | 1,488 | 5,165 |
| 2025-07-29 | 55,775 | 28,728 | 25,296 | 1,488 | 4,915 |
| 2025-07-22 | 54,971 | 28,286 | 25,124 | 1,458 | 4,615 |
| 2025-07-15 | 54,615 | 27,351 | 23,468 | 1,458 | 5,336 |
| 2025-07-08 | 53,368 | 28,644 | 23,998 | 1,458 | 6,045 |
| 2025-07-01 | 47,381 | 30,764 | 26,372 | 1,458 | 5,795 |
| 2025-06-24 | 46,264 | 28,576 | 24,834 | 958 | 4,635 |
| 2025-06-17 | 47,608 | 31,830 | 28,520 | 980 | 4,242 |
| 2025-06-10 | 50,648 | 30,524 | 25,755 | 780 | 5,490 |
| 2025-06-03 | 45,795 | 31,500 | 26,975 | 843 | 5,289 |
| 2025-05-27 | 42,523 | 28,255 | 24,223 | 843 | 4,823 |
| 2025-05-20 | 42,089 | 28,666 | 21,958 | 0 | 6,656 |
Source: CFTC. Public domain. Updated weekly Fridays (data as-of Tuesdays).