3 YEAR ERIS SOFR SWAP
CHICAGO BOARD OF TRADE · TFF report · Latest: 2026-05-26
Lev. Funds Net
-4,329
Asset Mgr Net
25,505
Open Interest
59,158
COT Index (1Y)
86%
3 YEAR ERIS SOFR SWAP — Net Positioning
Recent Reports
| Date | OI | Lev Net | AM Net |
|---|---|---|---|
| 2026-05-26 | 59,158 | -4,329 | 25,505 |
| 2026-05-19 | 69,041 | -14,409 | 35,505 |
| 2026-05-12 | 95,530 | -44,334 | 79,780 |
| 2026-05-05 | 94,782 | -45,039 | 79,780 |
| 2026-04-28 | 95,187 | -44,580 | 79,826 |
| 2026-04-21 | 94,330 | -45,990 | 79,676 |
| 2026-04-14 | 94,873 | -34,760 | 69,676 |
| 2026-04-07 | 95,776 | -34,274 | 69,674 |
| 2026-03-31 | 95,360 | -35,270 | 69,685 |
| 2026-03-24 | 114,348 | -57,769 | 79,689 |
| 2026-03-17 | 113,416 | -54,706 | 79,689 |
| 2026-03-10 | 92,620 | -55,408 | 79,689 |
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