10 YEAR ERIS SOFR SWAP
CHICAGO BOARD OF TRADE · TFF report · Latest: 2026-06-02
Lev. Funds Net
-125,992
Asset Mgr Net
7,176
Open Interest
246,650
COT Index (1Y)
32%
10 YEAR ERIS SOFR SWAP — Net Positioning
Recent Reports
| Date | OI | Lev Net | AM Net |
|---|---|---|---|
| 2026-06-02 | 246,650 | -125,992 | 7,176 |
| 2026-05-26 | 231,346 | -116,890 | 8,671 |
| 2026-05-19 | 219,677 | -112,256 | 7,055 |
| 2026-05-12 | 228,975 | -121,016 | 5,490 |
| 2026-05-05 | 229,606 | -124,005 | 5,900 |
| 2026-04-28 | 233,124 | -149,714 | 19,068 |
| 2026-04-21 | 232,748 | -153,302 | 21,170 |
| 2026-04-14 | 230,890 | -150,299 | 21,170 |
| 2026-04-07 | 229,399 | -148,071 | 21,170 |
| 2026-03-31 | 228,342 | -147,216 | 21,170 |
| 2026-03-24 | 221,724 | -153,242 | 22,167 |
| 2026-03-17 | 223,738 | -149,981 | 22,021 |
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