# 5 YEAR ERIS SOFR SWAP — Commitments of Traders

Latest report: 2026-10-13
Market: 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Commodity group: FINANCIAL INSTRUMENTS

## Latest positions (2026-10-13)

- Open interest: 208,217 contracts
- Speculator long: 127,938 (61.4% of OI)
- Speculator short: 104,368 (50.1% of OI)
- Speculator NET: +23,570
- Commercial 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

- Change in open interest: +9,145
- Change in speculator long: +15,421
- Change in speculator short: +14,122
- Change in commercial long: -600
- Change in commercial short: +679

## 52-week history (most recent first)

| 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 |

## Source

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