# 2 YEAR ERIS SOFR SWAP — Commitments of Traders

Latest report: 2026-10-13
Market: 2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Commodity group: FINANCIAL INSTRUMENTS

## Latest positions (2026-10-13)

- Open interest: 232,757 contracts
- Speculator long: 189,665 (81.5% of OI)
- Speculator short: 168,725 (72.5% of OI)
- Speculator NET: +20,940
- Commercial long: 190 (0.1% of OI)
- Commercial short: 21,150 (9.1% of OI)
- Commercial NET: -20,960
- Total traders: 52

## Week-over-week change

- Change in open interest: +1,755
- Change in speculator long: -2,938
- Change in speculator short: -3,088
- Change in commercial long: 0
- Change in commercial short: +152

## 52-week history (most recent first)

| Week | Open Interest | Spec Long | Spec Short | Comm Long | Comm Short |
|------|--------------:|----------:|-----------:|----------:|-----------:|
| 2026-10-13 | 232,757 | 189,665 | 168,725 | 190 | 21,150 |
| 2026-10-06 | 231,002 | 192,603 | 171,813 | 190 | 20,998 |
| 2026-09-29 | 224,651 | 183,415 | 163,985 | 190 | 19,620 |
| 2026-09-22 | 259,925 | 219,297 | 200,239 | 190 | 19,244 |
| 2026-09-15 | 246,024 | 202,017 | 183,235 | 190 | 18,950 |
| 2026-09-08 | 243,271 | 200,388 | 181,569 | 190 | 18,985 |
| 2026-09-01 | 220,904 | 180,750 | 174,627 | 190 | 6,270 |
| 2026-08-25 | 213,399 | 171,220 | 165,294 | 190 | 6,092 |
| 2026-08-18 | 213,283 | 171,132 | 165,547 | 190 | 5,751 |
| 2026-08-11 | 210,933 | 168,551 | 163,183 | 190 | 5,534 |
| 2026-08-04 | 221,954 | 178,100 | 172,869 | 190 | 5,397 |
| 2026-07-28 | 179,959 | 103,665 | 98,547 | 190 | 5,284 |
| 2026-07-21 | 135,676 | 77,737 | 70,430 | 190 | 7,452 |
| 2026-07-14 | 123,532 | 75,148 | 68,166 | 190 | 7,138 |
| 2026-07-07 | 119,789 | 76,147 | 69,208 | 190 | 7,115 |
| 2026-06-30 | 118,955 | 75,438 | 68,545 | 190 | 7,065 |
| 2026-06-23 | 116,869 | 73,738 | 65,402 | 190 | 8,488 |
| 2026-06-16 | 113,570 | 72,654 | 64,346 | 190 | 8,474 |
| 2026-06-09 | 120,117 | 81,676 | 73,272 | 190 | 8,590 |
| 2026-06-02 | 113,217 | 47,354 | 51,193 | 30 | 2,830 |
| 2026-05-26 | 112,520 | 77,136 | 68,861 | 190 | 8,461 |
| 2026-05-19 | 113,584 | 76,804 | 68,566 | 190 | 8,424 |
| 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 |

## Source

- CFTC Public Reports: https://publicreporting.cftc.gov/Public-Reports/Commitments-of-Traders-Public-Reporting-API/jun7-fc8e