# 3 YEAR ERIS SOFR SWAP — Commitments of Traders

Latest report: 2026-10-13
Market: 3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
Commodity group: FINANCIAL INSTRUMENTS

## Latest positions (2026-10-13)

- Open interest: 71,078 contracts
- Speculator long: 56,355 (79.3% of OI)
- Speculator short: 32,974 (46.4% of OI)
- Speculator NET: +23,381
- Commercial long: 3,100 (4.4% of OI)
- Commercial short: 26,455 (37.2% of OI)
- Commercial NET: -23,355
- Total traders: 30

## Week-over-week change

- Change in open interest: -165
- Change in speculator long: +735
- Change in speculator short: -428
- Change in commercial long: -900
- Change in commercial short: +250

## 52-week history (most recent first)

| Week | Open Interest | Spec Long | Spec Short | Comm Long | Comm Short |
|------|--------------:|----------:|-----------:|----------:|-----------:|
| 2026-10-13 | 71,078 | 56,355 | 32,974 | 3,100 | 26,455 |
| 2026-10-06 | 71,243 | 55,620 | 33,402 | 4,000 | 26,205 |
| 2026-09-29 | 96,268 | 74,861 | 52,943 | 4,000 | 25,905 |
| 2026-09-22 | 95,847 | 73,940 | 52,875 | 4,500 | 25,555 |
| 2026-09-15 | 84,266 | 62,348 | 41,783 | 4,500 | 25,055 |
| 2026-09-08 | 66,592 | 45,524 | 26,247 | 4,500 | 23,755 |
| 2026-09-01 | 62,338 | 46,204 | 26,941 | 4,500 | 23,755 |
| 2026-08-25 | 60,348 | 46,164 | 28,401 | 4,500 | 22,255 |
| 2026-08-18 | 79,231 | 63,097 | 45,134 | 4,500 | 22,455 |
| 2026-08-11 | 71,913 | 53,345 | 35,296 | 4,500 | 22,505 |
| 2026-08-04 | 71,964 | 57,710 | 39,599 | 4,500 | 22,605 |
| 2026-07-28 | 90,142 | 39,098 | 20,613 | 4,500 | 22,989 |
| 2026-07-21 | 78,626 | 47,582 | 29,102 | 4,500 | 22,989 |
| 2026-07-14 | 77,827 | 46,783 | 28,303 | 4,500 | 22,989 |
| 2026-07-07 | 74,823 | 45,769 | 27,269 | 4,500 | 22,989 |
| 2026-06-30 | 74,858 | 45,804 | 27,304 | 4,500 | 22,989 |
| 2026-06-23 | 74,512 | 45,458 | 26,718 | 4,510 | 23,229 |
| 2026-06-16 | 73,963 | 44,909 | 26,169 | 4,510 | 23,229 |
| 2026-06-09 | 71,019 | 45,550 | 26,910 | 4,510 | 23,129 |
| 2026-05-26 | 59,158 | 41,996 | 18,761 | 10 | 23,214 |
| 2026-05-19 | 69,041 | 49,279 | 26,054 | 10 | 23,214 |
| 2026-05-12 | 95,530 | 86,111 | 63,566 | 10 | 22,534 |
| 2026-05-05 | 94,782 | 85,880 | 63,255 | 10 | 22,634 |
| 2026-04-28 | 95,187 | 85,955 | 63,155 | 10 | 22,809 |
| 2026-04-21 | 94,330 | 86,396 | 63,646 | 10 | 22,759 |
| 2026-04-14 | 94,873 | 74,750 | 51,050 | 10 | 23,709 |
| 2026-04-07 | 95,776 | 74,629 | 50,529 | 10 | 24,109 |
| 2026-03-31 | 95,360 | 74,429 | 50,309 | 10 | 24,109 |
| 2026-03-24 | 114,348 | 84,728 | 60,308 | 10 | 24,409 |
| 2026-03-17 | 113,416 | 84,014 | 59,794 | 10 | 24,209 |
| 2026-03-10 | 92,620 | 84,000 | 60,580 | 10 | 23,409 |
| 2026-03-03 | 99,209 | 87,985 | 56,891 | 10 | 23,083 |
| 2026-02-24 | 91,882 | 84,000 | 61,656 | 10 | 22,333 |
| 2026-02-17 | 82,579 | 75,250 | 53,106 | 10 | 22,133 |
| 2026-02-10 | 82,321 | 75,250 | 53,306 | 10 | 21,933 |
| 2026-02-03 | 82,221 | 75,250 | 53,181 | 10 | 22,058 |
| 2026-01-27 | 84,801 | 75,995 | 53,926 | 10 | 22,058 |
| 2026-01-20 | 84,387 | 75,773 | 54,166 | 10 | 21,558 |
| 2026-01-13 | 84,249 | 76,037 | 54,149 | 10 | 21,858 |
| 2026-01-06 | 64,392 | 56,133 | 34,680 | 10 | 21,423 |
| 2025-09-09 | 22,875 | 19,567 | 10,703 | 10 | 8,874 |
| 2025-09-02 | 15,046 | 12,194 | 5,983 | 10 | 6,222 |

## Source

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