5 YEAR ERIS SOFR SWAP

Name: 5 YEAR ERIS SOFR SWAP — Commitments of Traders
License: https://creativecommons.org/publicdomain/zero/1.0/

5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE · FINANCIAL INSTRUMENTS · CFTC Code 344605

Latest week — 2026-10-13

Open interest	208,217 contracts
Speculator (non-commercial) long	127,938 (61.4% of OI)
Speculator short	104,368 (50.1% of OI)
Speculator NET	+23,570
Commercial (hedger) long	24,779 (11.9% of OI)
Commercial short	48,282 (23.2% of OI)
Commercial NET	-23,503
Total traders	75

Week-over-week change

Open interest	+9,145
Speculator long	+15,421
Speculator short	+14,122
Commercial long	-600
Commercial short	+679

52-week history

Week	Open Interest	Spec Long	Spec Short	Comm Long	Comm Short
2026-10-13	208,217	127,938	104,368	24,779	48,282
2026-10-06	199,072	112,517	90,246	25,379	47,603
2026-09-29	196,822	113,428	93,135	25,749	45,992
2026-09-22	196,662	105,596	83,931	26,079	47,639
2026-09-15	192,232	108,325	90,004	27,129	45,351
2026-09-08	188,341	111,026	94,241	28,159	44,851
2026-09-01	181,359	109,354	92,283	28,219	45,220
2026-08-25	180,230	111,126	94,189	28,014	44,884
2026-08-18	179,195	107,337	90,768	28,154	44,654
2026-08-11	177,904	103,533	86,543	27,204	44,140
2026-08-04	177,361	103,897	88,766	27,764	42,843
2026-07-28	166,046	108,525	93,768	27,590	42,295
2026-07-21	166,232	111,634	97,756	29,040	42,866
2026-07-14	172,196	111,756	98,402	29,100	42,386
2026-07-07	170,794	111,799	98,334	29,180	42,587
2026-06-30	176,659	113,308	100,094	29,037	42,183
2026-06-23	172,273	111,146	95,378	28,537	44,238
2026-06-16	177,799	112,866	98,618	28,597	42,785
2026-06-09	183,115	111,090	97,105	28,597	42,511
2026-06-02	171,859	67,205	67,470	18,162	36,283
2026-05-26	161,872	108,607	80,760	21,878	49,667
2026-05-19	163,857	109,539	81,925	21,913	49,465
2026-05-12	187,396	141,458	104,095	12,053	49,359
2026-05-05	190,301	141,465	106,635	12,053	46,826
2026-04-28	208,810	142,492	107,618	12,338	47,155
2026-04-21	204,653	144,137	111,478	12,383	44,975
2026-04-14	198,187	134,381	101,834	12,221	44,711
2026-04-07	194,154	131,808	98,949	11,961	44,763
2026-03-31	192,287	129,634	97,589	11,961	43,949
2026-03-24	185,469	119,384	88,186	12,261	43,402
2026-03-17	185,838	120,187	89,453	12,311	42,988
2026-03-10	174,329	117,683	87,599	12,161	42,181
2026-03-03	158,565	118,131	92,493	12,396	37,970
2026-02-24	156,439	116,567	89,638	12,256	39,104
2026-02-17	156,359	116,490	90,042	12,256	38,630
2026-02-10	160,585	114,789	89,171	12,214	37,758
2026-02-03	147,071	97,691	71,785	12,214	38,025
2026-01-27	140,053	93,021	67,372	12,214	37,802
2026-01-20	142,099	93,618	68,161	12,214	37,597
2026-01-13	142,434	93,182	67,884	12,214	37,438
2026-01-06	119,654	92,162	67,011	12,082	37,167
2025-12-30	116,177	88,822	60,359	11,922	33,987
2025-12-23	126,827	87,791	65,873	11,922	33,776
2025-12-16	124,354	86,275	65,187	11,498	32,522
2025-12-09	132,618	83,328	62,911	11,493	31,840
2025-12-02	121,054	83,914	62,347	11,216	32,718
2025-11-25	141,523	79,028	82,279	36,216	32,905
2025-11-18	138,438	77,366	81,586	36,216	31,932
2025-11-10	137,392	76,347	80,704	36,241	31,819
2025-11-04	123,134	77,213	66,623	21,241	31,766
2025-10-28	114,349	78,802	58,644	11,230	31,303
2025-10-21	109,481	74,584	55,973	11,030	29,580

External source

CFTC Public Reports — Legacy COT (Futures and Options Combined)

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