3 YEAR ERIS SOFR SWAP COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +19,952 contracts in 3 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
3 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
CFTC contract code
344606
Contract unit
100,000 Usd Notional Principal
Open interest, contracts
78,307
Change in open interest, contracts
+7,229
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
21,385
25,327
7,975
-3,942
27.3
32.3
-5.0
Asset Manager/Institutional
0
7,602
10,500
-7,602
0.0
9.7
-9.7
Leveraged Funds
24,410
4,458
10,925
+19,952
31.2
5.7
25.5
Other Reportables
3,100
11,482
0
-8,382
4.0
14.7
-10.7
Total reportable
78,295
78,269
-
+26
100.0
100.0
0.0
Nonreportable
12
38
-
-26
0.0
0.0
-0.0
Leveraged Funds: position against its own history
Weekly net, last 43 reports
Leveraged Funds net, contracts
+19,952
Week change
-11,035
4-week change
-13,887
13-week change
+24,490
Net as % of open interest
25.5%
Percentile, 1 year (52 weeks)
74
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
0.91
COT Index, 3 years
-
52-week high of net
+49,789
52-week low of net
-57,769
Traders and concentration
Category
Traders long
Traders short
Asset Manager/Institutional
0
5
Leveraged Funds
-
5
Other Reportables
-
13
Total reportable
7
29
Largest 4 traders, gross long
72.1%
Largest 4 traders, gross short
55.3%
Largest 8 traders, gross long
100.0%
Largest 8 traders, gross short
80.4%
Largest 4 traders, net long
54.7%
Largest 4 traders, net short
44.7%
Largest 8 traders, net long
62.4%
Largest 8 traders, net short
54.2%
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
21,385
25,327
7,975
-3,942
27.3
32.3
-5.0
Asset Manager/Institutional
0
7,602
10,500
-7,602
0.0
9.7
-9.7
Leveraged Funds
24,410
4,458
10,925
+19,952
31.2
5.7
25.5
Other Reportables
3,100
11,482
0
-8,382
4.0
14.7
-10.7
Total reportable
78,295
78,269
-
+26
100.0
100.0
0.0
Nonreportable
12
38
-
-26
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
78,307
-3,942
-7,602
+19,952
-8,382
+26
-26
Tue 13 Oct 2026
71,078
-3,942
-18,092
+30,987
-8,927
+26
-26
Tue 6 Oct 2026
71,243
-3,942
-18,040
+30,252
-8,257
+13
-13
Tue 29 Sep 2026
96,268
+11,058
-36,010
+34,783
-9,818
+13
-13
Tue 22 Sep 2026
95,847
+11,058
-36,010
+33,839
-8,877
+10
-10
Tue 15 Sep 2026
84,266
+798
-25,732
+32,522
-7,578
+10
-10
Tue 8 Sep 2026
66,592
-13,527
-10,732
+30,716
-6,435
+22
-22
Tue 1 Sep 2026
62,338
-13,527
-10,732
+31,396
-7,129
+8
-8
Tue 25 Aug 2026
60,348
-13,527
-10,732
+30,906
-6,639
+8
-8
Tue 18 Aug 2026
79,231
-13,527
-30,732
+49,789
-5,522
+8
-8
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.