7 YEAR ERIS SOFR SWAP COT Report, Traders in Financial Futures
Wednesday, October 28, 2026
Leveraged Funds net -1,169 contracts in 7 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
7 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE
CFTC contract code
344607
Contract unit
100,000 Usd Notional Principal
Open interest, contracts
33,909
Change in open interest, contracts
+2,184
Latest report, futures only
Category
Long
Short
Spreading
Net
Long % of OI
Short % of OI
Net % of OI
Dealer/Intermediary
3,254
4,641
2,820
-1,387
9.6
13.7
-4.1
Asset Manager/Institutional
15,500
4,816
0
+10,684
45.7
14.2
31.5
Leveraged Funds
6,485
7,654
5,725
-1,169
19.1
22.6
-3.4
Other Reportables
125
8,237
0
-8,112
0.4
24.3
-23.9
Total reportable
33,909
33,893
-
+16
100.0
100.0
0.0
Nonreportable
0
16
-
-16
0.0
0.0
-0.0
Leveraged Funds: position against its own history
Weekly net, last 20 reports
Leveraged Funds net, contracts
-1,169
Week change
-15,476
4-week change
-8,435
13-week change
-8,093
Net as % of open interest
-3.4%
Percentile, 1 year (52 weeks)
-
Percentile, 3 years (156 weeks)
-
Z-score, 52 weeks
-
COT Index, 3 years
-
52-week high of net
+14,307
52-week low of net
-1,169
Traders and concentration
Category
Traders long
Traders short
Other Reportables
-
9
Total reportable
7
20
Largest 4 traders, gross long
95.9%
Largest 4 traders, gross short
68.2%
Largest 8 traders, gross long
100.0%
Largest 8 traders, gross short
91.8%
Largest 4 traders, net long
74.4%
Largest 4 traders, net short
56.0%
Largest 8 traders, net long
74.8%
Largest 8 traders, net short
71.5%
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
3,254
4,641
2,820
-1,387
9.6
13.7
-4.1
Asset Manager/Institutional
15,500
4,816
0
+10,684
45.7
14.2
31.5
Leveraged Funds
6,485
7,654
5,725
-1,169
19.1
22.6
-3.4
Other Reportables
125
8,237
0
-8,112
0.4
24.3
-23.9
Total reportable
33,909
33,893
-
+16
100.0
100.0
0.0
Nonreportable
0
16
-
-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
33,909
-1,387
+10,684
-1,169
-8,112
+16
-16
Tue 13 Oct 2026
31,725
-1,387
-4,816
+14,307
-8,088
+16
-16
Tue 6 Oct 2026
31,328
-1,387
-4,726
+13,610
-7,481
+16
-16
Tue 29 Sep 2026
31,402
-1,409
-4,726
+13,529
-7,378
+16
-16
Tue 22 Sep 2026
32,201
+3,091
-4,726
+7,266
-5,605
+26
-26
Tue 11 Aug 2026
33,099
-3,351
-5,005
+9,756
-1,402
-2
+2
Tue 14 Jul 2026
43,218
-10,642
+4,035
+6,694
-86
+1
-1
Tue 7 Jul 2026
43,623
-10,642
+4,036
+5,972
+635
+1
-1
Tue 30 Jun 2026
43,699
-10,642
+4,036
+5,667
+941
+2
-2
Tue 23 Jun 2026
43,775
-11,504
+4,114
+7,608
-211
+7
-7
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.