5 YEAR ERIS SOFR SWAP COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net +35,401 contracts in 5 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
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
CFTC contract code
344605
Contract unit
100,000 Usd Notional Principal
Open interest, contracts
203,795
Change in open interest, contracts
-4,351
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
37,386
1,893
17,196
+35,493
18.3
0.9
17.4
Asset Manager/Institutional
12,440
47,105
1
-34,665
6.1
23.1
-17.0
Leveraged Funds
62,423
27,022
44,841
+35,401
30.6
13.3
17.4
Other Reportables
29,460
65,610
26
-36,150
14.5
32.2
-17.7
Total reportable
203,773
203,694
-
+79
100.0
100.0
0.0
Nonreportable
22
101
-
-79
0.0
0.0
-0.0
Leveraged Funds: position against its own history
Weekly net, last 156 reports
Leveraged Funds net, contracts
+35,401
Week change
-14,840
4-week change
+32,813
13-week change
+79,439
Net as % of open interest
17.4%
Percentile, 1 year (52 weeks)
98
Percentile, 3 years (156 weeks)
99
Z-score, 52 weeks
2.42
COT Index, 3 years
88
52-week high of net
+50,241
52-week low of net
-70,979
Traders and concentration
Category
Traders long
Traders short
Dealer/Intermediary
8
-
Asset Manager/Institutional
-
10
Leveraged Funds
5
11
Other Reportables
11
25
Total reportable
29
55
Largest 4 traders, gross long
67.0%
Largest 4 traders, gross short
47.7%
Largest 8 traders, gross long
86.5%
Largest 8 traders, gross short
67.5%
Largest 4 traders, net long
45.8%
Largest 4 traders, net short
35.8%
Largest 8 traders, net long
57.7%
Largest 8 traders, net short
50.5%
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
37,386
1,893
17,196
+35,493
18.3
0.9
17.4
Asset Manager/Institutional
12,440
47,105
1
-34,665
6.1
23.1
-17.0
Leveraged Funds
62,378
26,977
44,955
+35,401
30.6
13.2
17.4
Other Reportables
29,460
65,610
26
-36,150
14.5
32.2
-17.7
Total reportable
203,843
203,764
-
+79
100.0
100.0
0.0
Nonreportable
22
101
-
-79
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
203,795
+35,493
-34,665
+35,401
-36,150
+79
-79
Tue 13 Oct 2026
208,146
+38,387
-49,663
+50,241
-38,898
+67
-67
Tue 6 Oct 2026
198,979
+36,465
-49,770
+35,032
-21,680
+47
-47
Tue 29 Sep 2026
196,681
+35,400
-49,181
+19,213
-5,382
+50
-50
Tue 22 Sep 2026
196,552
+23,188
-34,303
+2,588
+8,632
+105
-105
Tue 15 Sep 2026
192,067
+22,724
-33,418
-1,573
+12,366
+99
-99
Tue 8 Sep 2026
187,884
+21,308
-33,328
-4,804
+16,917
+93
-93
Tue 1 Sep 2026
180,849
+22,150
-31,769
-7,245
+16,934
+70
-70
Tue 25 Aug 2026
180,179
+21,517
-31,539
-8,676
+18,765
+67
-67
Tue 18 Aug 2026
179,138
+22,083
-31,539
-13,295
+22,820
+69
-69
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.