Kilambi News
Wednesday, October 28, 2026

CBT 10 YEAR ERIS SOFR SWAP Bank Participation

Wednesday, October 28, 2026

Bank positions in CBT 10 YEAR ERIS SOFR SWAP: all-bank net +15,246 contracts, positions as of Tue 6 Oct 2026.

Data as of Positions as of Tue 6 Oct 2026; report month 2026-10

Positions as of Tue 6 Oct 2026 - report month 2026-10

MarketCBT 10 YEAR ERIS SOFR SWAP
Months in dataset4
Coverage2026-07 to 2026-10
Months with a suppressed bank count4
Latest US bank net, contracts+14,565
Latest non-US bank net, contracts+681
Latest all-bank net, contracts+15,246

Bank positions, last 24 months

MonthUS banksUS longUS shortUS netNon-US banksNon-US longNon-US shortNon-US netAll banksAll net
2026-10suppressed35,23620,671+14,565suppressed1,226545+6816+15,246
2026-09suppressed35,49820,411+15,087suppressed09,831-9,8316+5,256
2026-08suppressed35,49820,407+15,091suppressed012,352-12,3526+2,739
2026-07suppressed35,38320,171+15,212suppressed05,479-5,4795+9,733

Net is gross long minus gross short; the report publishes gross positions and the net is computed here. A suppressed bank count means the group held fewer than four banks that month; the split was withheld, not zero. Months where the split was withheld are part of the record and stay in the table.

Source: CFTC Bank Participation Report, monthly, futures. Positions as of Tue 6 Oct 2026.