2 YEAR ERIS SOFR SWAP
CHICAGO BOARD OF TRADE · TFF report · Latest: 2026-06-02
Lev. Funds Net
-11,042
Asset Mgr Net
34,100
Open Interest
113,217
COT Index (1Y)
47%
2 YEAR ERIS SOFR SWAP — Net Positioning
Recent Reports
| Date | OI | Lev Net | AM Net |
|---|---|---|---|
| 2026-06-02 | 113,217 | -11,042 | 34,100 |
| 2026-05-26 | 112,520 | -19,478 | 55,270 |
| 2026-05-19 | 113,584 | -20,290 | 53,759 |
| 2026-05-12 | 111,851 | -22,492 | 53,655 |
| 2026-05-05 | 112,925 | -21,795 | 52,917 |
| 2026-04-28 | 116,819 | -19,467 | 53,235 |
| 2026-04-21 | 116,190 | -18,635 | 53,028 |
| 2026-04-14 | 105,974 | -22,760 | 45,643 |
| 2026-04-07 | 110,353 | -18,620 | 45,668 |
| 2026-03-31 | 113,852 | -16,243 | 45,401 |
| 2026-03-24 | 120,061 | -31,131 | 51,465 |
| 2026-03-17 | 121,964 | -23,021 | 52,215 |
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