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3 YEAR ERIS SOFR SWAP

3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE · FINANCIAL INSTRUMENTS · CFTC Code 344606

Latest week — 2026-05-12

Open interest95,530 contracts
Speculator (non-commercial) long86,111 (90.1% of OI)
Speculator short63,566 (66.5% of OI)
Speculator NET+22,545
Commercial (hedger) long10 (0.0% of OI)
Commercial short22,534 (23.6% of OI)
Commercial NET-22,524
Total traders25

Week-over-week change

Open interest+748
Speculator long+231
Speculator short+311
Commercial long0
Commercial short-100

52-week history

WeekOpen InterestSpec LongSpec ShortComm LongComm Short
2026-05-1295,53086,11163,5661022,534
2026-05-0594,78285,88063,2551022,634
2026-04-2895,18785,95563,1551022,809
2026-04-2194,33086,39663,6461022,759
2026-04-1494,87374,75051,0501023,709
2026-04-0795,77674,62950,5291024,109
2026-03-3195,36074,42950,3091024,109
2026-03-24114,34884,72860,3081024,409
2026-03-17113,41684,01459,7941024,209
2026-03-1092,62084,00060,5801023,409
2026-03-0399,20987,98556,8911023,083
2026-02-2491,88284,00061,6561022,333
2026-02-1782,57975,25053,1061022,133
2026-02-1082,32175,25053,3061021,933
2026-02-0382,22175,25053,1811022,058
2026-01-2784,80175,99553,9261022,058
2026-01-2084,38775,77354,1661021,558
2026-01-1384,24976,03754,1491021,858
2026-01-0664,39256,13334,6801021,423
2025-09-0922,87519,56710,703108,874
2025-09-0215,04612,1945,983106,222

External source

Source: CFTC. Public domain. Updated weekly Fridays (data as-of Tuesdays).