Positions as of Tue 6 Oct 2026 - report month 2026-10
| Market | CBT 2 YEAR ERIS SOFR SWAP |
| Months in dataset | 3 |
| Coverage | 2026-08 to 2026-10 |
| Months with a suppressed bank count | 3 |
| Latest US bank net, contracts | +419 |
| Latest non-US bank net, contracts | +53,967 |
| Latest all-bank net, contracts | +54,386 |
Bank positions, last 24 months
| Month | US banks | US long | US short | US net | Non-US banks | Non-US long | Non-US short | Non-US net | All banks | All net |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10 | suppressed | 999 | 580 | +419 | suppressed | 53,967 | 0 | +53,967 | 6 | +54,386 |
| 2026-09 | suppressed | 590 | 847 | -257 | suppressed | 51,607 | 0 | +51,607 | 6 | +51,350 |
| 2026-08 | suppressed | 859 | 700 | +159 | suppressed | 52,021 | 0 | +52,021 | 6 | +52,180 |
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.