CFTC COT Reports · JSON-LD · Markdown
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE · FINANCIAL INSTRUMENTS · CFTC Code 343603
| Open interest | 228,975 contracts |
|---|---|
| Speculator (non-commercial) long | 133,036 (58.1% of OI) |
| Speculator short | 160,270 (70.0% of OI) |
| Speculator NET | -27,234 |
| Commercial (hedger) long | 49,331 (21.5% of OI) |
| Commercial short | 22,075 (9.6% of OI) |
| Commercial NET | +27,256 |
| Total traders | 54 |
| Open interest | -631 |
|---|---|
| Speculator long | -730 |
| Speculator short | -890 |
| Commercial long | +100 |
| Commercial short | +260 |
| Week | Open Interest | Spec Long | Spec Short | Comm Long | Comm Short |
|---|---|---|---|---|---|
| 2026-05-12 | 228,975 | 133,036 | 160,270 | 49,331 | 22,075 |
| 2026-05-05 | 229,606 | 133,766 | 161,160 | 49,231 | 21,815 |
| 2026-04-28 | 233,124 | 148,563 | 176,711 | 49,981 | 21,815 |
| 2026-04-21 | 232,748 | 149,158 | 178,588 | 49,161 | 19,713 |
| 2026-04-14 | 230,890 | 147,600 | 176,631 | 48,761 | 19,713 |
| 2026-04-07 | 229,399 | 147,659 | 176,690 | 48,761 | 19,713 |
| 2026-03-31 | 228,342 | 147,054 | 175,784 | 48,461 | 19,713 |
| 2026-03-24 | 221,724 | 142,986 | 169,506 | 45,271 | 18,733 |
| 2026-03-17 | 223,738 | 142,448 | 167,985 | 45,571 | 20,016 |
| 2026-03-10 | 219,823 | 138,783 | 163,612 | 44,871 | 20,016 |
| 2026-03-03 | 217,015 | 136,206 | 161,745 | 44,583 | 19,026 |
| 2026-02-24 | 200,379 | 121,883 | 147,177 | 43,933 | 18,622 |
| 2026-02-17 | 195,147 | 114,851 | 140,445 | 43,733 | 18,122 |
| 2026-02-10 | 195,223 | 115,075 | 140,468 | 43,533 | 18,122 |
| 2026-02-03 | 177,530 | 97,597 | 124,260 | 43,483 | 16,802 |
| 2026-01-27 | 176,756 | 97,196 | 123,486 | 43,083 | 16,802 |
| 2026-01-20 | 176,287 | 97,361 | 122,741 | 42,183 | 16,802 |
| 2026-01-13 | 177,519 | 97,378 | 122,558 | 41,983 | 16,802 |
| 2026-01-06 | 176,002 | 95,361 | 120,541 | 41,983 | 16,802 |
| 2025-12-30 | 175,782 | 95,341 | 120,321 | 41,783 | 16,802 |
| 2025-12-23 | 195,532 | 95,091 | 140,071 | 61,783 | 16,802 |
| 2025-12-16 | 196,851 | 96,610 | 140,958 | 61,583 | 17,230 |
| 2025-12-09 | 285,753 | 97,732 | 142,880 | 61,995 | 16,842 |
| 2025-12-02 | 195,975 | 95,286 | 143,059 | 64,608 | 16,830 |
| 2025-11-25 | 201,091 | 88,416 | 148,178 | 76,608 | 16,841 |
| 2025-11-18 | 199,654 | 87,179 | 147,041 | 76,408 | 16,541 |
| 2025-11-10 | 194,430 | 86,955 | 141,817 | 71,408 | 16,541 |
| 2025-11-04 | 194,120 | 86,645 | 141,842 | 71,408 | 16,196 |
| 2025-10-28 | 162,150 | 84,675 | 109,872 | 41,408 | 16,196 |
| 2025-10-21 | 160,899 | 84,424 | 108,631 | 40,408 | 16,196 |
| 2025-10-14 | 160,141 | 83,602 | 107,789 | 40,408 | 16,196 |
| 2025-10-07 | 160,040 | 83,521 | 107,708 | 40,408 | 16,196 |
| 2025-09-30 | 159,046 | 82,571 | 106,754 | 40,408 | 16,196 |
| 2025-09-23 | 168,342 | 81,867 | 116,070 | 50,408 | 16,196 |
| 2025-09-16 | 160,160 | 78,391 | 108,502 | 41,316 | 11,196 |
| 2025-09-09 | 156,794 | 81,187 | 111,300 | 41,328 | 11,208 |
| 2025-09-02 | 169,452 | 77,719 | 122,190 | 55,691 | 11,196 |
| 2025-08-26 | 164,078 | 77,989 | 117,080 | 50,291 | 11,196 |
| 2025-08-19 | 163,008 | 76,849 | 115,920 | 50,291 | 11,196 |
| 2025-08-12 | 151,890 | 75,884 | 104,945 | 40,291 | 11,206 |
| 2025-08-05 | 150,737 | 74,652 | 103,713 | 40,291 | 11,206 |
| 2025-07-29 | 141,602 | 65,502 | 85,943 | 39,961 | 11,206 |
| 2025-07-22 | 141,190 | 65,532 | 85,964 | 39,761 | 11,025 |
| 2025-07-15 | 138,736 | 63,452 | 91,972 | 39,561 | 11,025 |
| 2025-07-08 | 133,270 | 57,337 | 85,829 | 39,561 | 11,025 |
| 2025-07-01 | 132,740 | 57,779 | 86,271 | 39,561 | 11,025 |
| 2025-06-24 | 185,460 | 55,287 | 121,822 | 90,915 | 24,335 |
| 2025-06-17 | 187,796 | 56,155 | 121,692 | 90,915 | 25,353 |
| 2025-06-10 | 127,484 | 66,102 | 79,130 | 25,105 | 12,043 |
| 2025-06-03 | 129,457 | 67,153 | 81,735 | 26,649 | 12,043 |
| 2025-05-27 | 175,731 | 62,234 | 124,098 | 74,929 | 12,043 |
| 2025-05-20 | 173,999 | 65,297 | 127,775 | 62,500 | 0 |
Source: CFTC. Public domain. Updated weekly Fridays (data as-of Tuesdays).