2 YEAR ERIS SOFR SWAP COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +125,061 contracts in 2 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
2 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
CFTC contract code
342603
Contract unit
100,000 Usd Notional Principal
Open interest, contracts
239,063
Change in open interest, contracts
+7,342
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
64,528
19,611
2,020
+44,917
27.0
8.2
18.8
Asset Manager/Institutional
0
105,017
0
-105,017
0.0
43.9
-43.9
Leveraged Funds
146,902
21,841
24,811
+125,061
61.4
9.1
52.3
Other Reportables
750
65,727
30
-64,977
0.3
27.5
-27.2
Total reportable
239,041
239,057
-
-16
100.0
100.0
-0.0
Nonreportable
22
6
-
+16
0.0
0.0
0.0
Leveraged Funds: position against its own history
Weekly net, last 127 reports
Leveraged Funds net, contracts
+125,061
Week change
+12,184
4-week change
-3,672
13-week change
+101,095
Net as % of open interest
52.3%
Percentile, 1 year (52 weeks)
98
Percentile, 3 years (156 weeks)
99
Z-score, 52 weeks
2.21
COT Index, 3 years
98
52-week high of net
+128,733
52-week low of net
-31,131
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
7
-
Asset Manager/Institutional
0
7
Leveraged Funds
-
8
Other Reportables
-
23
Total reportable
15
43
Largest 4 traders, gross long
98.2%
Largest 4 traders, gross short
65.7%
Largest 8 traders, gross long
99.5%
Largest 8 traders, gross short
81.5%
Largest 4 traders, net long
87.6%
Largest 4 traders, net short
61.4%
Largest 8 traders, net long
88.5%
Largest 8 traders, net short
72.9%
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
64,528
19,611
2,020
+44,917
26.9
8.2
18.7
Asset Manager/Institutional
0
105,017
0
-105,017
0.0
43.8
-43.8
Leveraged Funds
146,893
21,832
25,650
+125,061
61.2
9.1
52.1
Other Reportables
750
65,727
30
-64,977
0.3
27.4
-27.1
Total reportable
239,871
239,887
-
-16
100.0
100.0
-0.0
Nonreportable
22
6
-
+16
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
239,063
+44,917
-105,017
+125,061
-64,977
-16
+16
Tue 13 Oct 2026
231,721
+44,692
-69,310
+112,877
-88,279
-20
+20
Tue 6 Oct 2026
229,875
+34,692
-60,343
+112,474
-86,841
-18
+18
Tue 29 Sep 2026
223,800
+65,018
-79,654
+92,250
-77,614
+0
+0
Tue 22 Sep 2026
259,734
+65,461
-122,571
+128,733
-71,619
+4
-4
Tue 15 Sep 2026
245,794
+66,096
-107,537
+109,198
-67,735
+22
-22
Tue 8 Sep 2026
242,850
+62,053
-102,325
+110,230
-69,934
+24
-24
Tue 1 Sep 2026
220,434
+61,526
-95,825
+89,773
-55,431
+43
-43
Tue 25 Aug 2026
213,244
+58,431
-92,727
+86,016
-51,696
+24
-24
Tue 18 Aug 2026
213,234
+57,631
-92,536
+87,195
-52,266
+24
-24
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.