Positions as of Tue 6 Oct 2026 - report month 2026-10
| Market | CBT 5 YEAR ERIS SOFR SWAP |
| Months in dataset | 7 |
| Coverage | 2026-03 to 2026-10 |
| Months with a suppressed bank count | 7 |
| Latest US bank net, contracts | +13,867 |
| Latest non-US bank net, contracts | -2,419 |
| Latest all-bank net, contracts | +11,448 |
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 | 19,133 | 5,266 | +13,867 | suppressed | 0 | 2,419 | -2,419 | 7 | +11,448 |
| 2026-09 | suppressed | 19,352 | 5,176 | +14,176 | suppressed | 0 | 4,284 | -4,284 | 7 | +9,892 |
| 2026-08 | suppressed | 19,368 | 5,146 | +14,222 | suppressed | 0 | 6,485 | -6,485 | 6 | +7,737 |
| 2026-07 | suppressed | 18,732 | 5,146 | +13,586 | suppressed | 0 | 16,306 | -16,306 | 6 | -2,720 |
| 2026-05 | suppressed | 8,944 | 5,111 | +3,833 | suppressed | 0 | 11,989 | -11,989 | 5 | -8,156 |
| 2026-04 | suppressed | 8,944 | 5,111 | +3,833 | suppressed | 0 | 1,194 | -1,194 | 5 | +2,639 |
| 2026-03 | suppressed | 8,701 | 5,111 | +3,590 | suppressed | 234 | 0 | +234 | 5 | +3,824 |
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.