10 YEAR ERIS SOFR SWAP COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -89,474 contracts in 10 YEAR ERIS SOFR SWAP, positions as of Tue 20 Oct 2026.
Data as of Positions as of Tue 20 Oct 2026; published Fri 23 Oct 2026
Positions as of Tue 20 Oct 2026 - published Fri 23 Oct 2026 (CFTC, Friday release)
Report family
Traders in Financial Futures
Basis
Futures only
Market
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
CFTC contract code
343603
Contract unit
100,000 Usd Notional Principal
Open interest, contracts
226,530
Change in open interest, contracts
+20,542
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
27,212
17,451
40,550
+9,761
12.0
7.7
4.3
Asset Manager/Institutional
11,358
12,306
0
-948
5.0
5.4
-0.4
Leveraged Funds
5,620
95,094
28,253
-89,474
2.5
42.0
-39.5
Other Reportables
113,471
32,740
65
+80,731
50.1
14.5
35.6
Total reportable
226,529
226,459
-
+70
100.0
100.0
0.0
Nonreportable
1
71
-
-70
0.0
0.0
-0.0
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
-89,474
Week change
-26,340
4-week change
+29,688
13-week change
+39,812
Net as % of open interest
-39.5%
Percentile, 1 year (52 weeks)
94
Percentile, 3 years (156 weeks)
35
Z-score, 52 weeks
1.65
COT Index, 3 years
45
52-week high of net
-62,959
52-week low of net
-153,302
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
6
5
Asset Manager/Institutional
4
6
Leveraged Funds
-
6
Other Reportables
19
7
Total reportable
37
27
Largest 4 traders, gross long
50.5%
Largest 4 traders, gross short
76.2%
Largest 8 traders, gross long
72.0%
Largest 8 traders, gross short
96.5%
Largest 4 traders, net long
38.9%
Largest 4 traders, net short
59.5%
Largest 8 traders, net long
53.4%
Largest 8 traders, net short
67.5%
Concentration is the share of open interest held by the largest traders, as published in the report.
Latest report, futures and options combined
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
27,212
17,451
40,550
+9,761
12.0
7.7
4.3
Asset Manager/Institutional
11,358
12,306
0
-948
5.0
5.4
-0.4
Leveraged Funds
5,620
95,094
28,262
-89,474
2.5
42.0
-39.5
Other Reportables
113,471
32,740
65
+80,731
50.1
14.5
35.6
Total reportable
226,538
226,468
-
+70
100.0
100.0
0.0
Nonreportable
1
71
-
-70
0.0
0.0
-0.0
The combined basis adds options converted to futures equivalents at exchange delta factors. The two bases are never mixed in one series; the history on this page is futures only.
Recent reports, net by category
Report date
Open interest
Dealer/Intermediary
Asset Manager/Institutional
Leveraged Funds
Other Reportables
Total reportable
Nonreportable
Tue 20 Oct 2026
226,530
+9,761
-948
-89,474
+80,731
+70
-70
Tue 13 Oct 2026
205,988
+6,641
-970
-63,134
+57,536
+73
-73
Tue 6 Oct 2026
194,576
+15,907
-3,925
-62,959
+51,016
+39
-39
Tue 29 Sep 2026
201,727
+14,568
-3,190
-72,024
+60,671
+25
-25
Tue 22 Sep 2026
251,394
+6,957
+6,821
-119,162
+105,404
+20
-20
Tue 15 Sep 2026
247,765
+6,102
+7,239
-118,224
+104,903
+20
-20
Tue 8 Sep 2026
267,781
+6,776
+7,573
-131,355
+117,043
+37
-37
Tue 1 Sep 2026
262,217
+6,874
+7,708
-131,487
+116,930
+25
-25
Tue 25 Aug 2026
267,597
+1,878
+7,970
-129,803
+119,980
+25
-25
Tue 18 Aug 2026
267,172
+7,157
+7,970
-127,128
+112,026
+25
-25
Spreading is calendar-spread positions. It prints as its own column and is not part of net. Percentile is the share of weeks in the window with a net at or below the current net. The COT Index places the current net within its 3-year range, 0 at the low and 100 at the high. Gauges print only when the window holds enough history. History is the series as currently published by the CFTC, including its corrections; first-release vintages are not kept. An extreme reading is a condition of crowding, not a buy or sell signal: speculative categories are trend followers and are usually largest near price extremes.
Source: CFTC Commitments of Traders, Traders in Financial Futures report, futures only unless stated. Positions as of Tue 20 Oct 2026, published Fri 23 Oct 2026.